Results 61 to 70 of about 690 (191)

The fundamental theorem of asset pricing with and without transaction costs

Mathematical Finance, Volume 35, Issue 2, Page 567-609, April 2025.
Abstract We prove a version of the fundamental theorem of asset pricing (FTAP) in continuous time that is based on the strict no‐arbitrage condition and that is applicable to both frictionless markets and markets with proportional transaction costs. We consider a market with a single risky asset whose ask price process is higher than or equal to its ...
Christoph Kühn
wiley   +1 more source

Repelled Point Processes With Application to Numerical Integration

Scandinavian Journal of Statistics, EarlyView.
ABSTRACT We look at Monte Carlo numerical integration from a stochastic geometry point of view. While crude Monte Carlo estimators relate to linear statistics of a homogeneous Poisson point process (PPP), linear statistics of more regularly spread point processes can yield unbiased estimators with faster‐decaying variance, and thus lower integration ...
Diala Hawat, Gabriel Mastrilli, Rémi Bardenet, Raphaël Lachièze‐Rey   +3 more
wiley   +1 more source

Hilbert Algebras with Hilbert-Galois Connections II

Bulletin of the Section of Logic
Hilbert algebra with a Hilbert-Galois connection, or HilGC-algebra, is a triple \(\left(A,f,g\right)\) where \(A\) is a Hilbert algebra, and \(f\) and \(g\) are unary maps on \(A\) such that \(f(a)\leq b\) iff \(a\leq g(b)\), and \(g(a\rightarrow b)\leq ...
Sergio A. Celani, Daniela Montagie
doaj   +1 more source

C∗-Algebras Associated with Hilbert C∗-Quad Modules of Finite Type

International Journal of Mathematics and Mathematical Sciences, 2014
A Hilbert C∗-quad module of finite type has a multistructure of Hilbert C∗-bimodules with two finite bases. We will construct a C∗-algebra from a Hilbert C∗-quad module of finite type and prove its universality subject to certain relations among ...
Kengo Matsumoto
doaj   +1 more source

Sparse Minimum Redundancy Maximum Relevance for Feature Selection

Scandinavian Journal of Statistics, EarlyView.
ABSTRACT We propose a feature screening method that integrates both feature–feature and feature–target relationships. Inactive features are identified via a penalized minimum Redundancy Maximum Relevance (mRMR) procedure, which is the continuous version of the classical mRMR penalized by a non‐convex regularizer, and where the parameters estimated as ...
Peter Naylor, Benjamin Poignard, Héctor Climente‐González, Makoto Yamada   +3 more
wiley   +1 more source

How to Match Cognitive Model Predictions With EEG Data

Topics in Cognitive Science, EarlyView.
Abstract Reliably identifying relevant brain areas implicated by the simulated activity from cognitive models is still an unsolved problem for cognitive modeling, particularly when matching model output with human electroencephalography (EEG) data. We propose a new method involving postprocessing of ACT‐R module activity and clustered EEG component ...
Kai Preuss, Christopher Hilton, Klaus Gramann, Nele Russwinkel   +3 more
wiley   +1 more source

Fréchet algebras with a dominating Hilbert algebra norm [PDF]

, 2020
International Conference held at the University of Oulu, July 3-11 ...
openaire   +2 more sources

Frequency‐dependent contraction rates for the Bayesian method to the inverse source problem

Transactions of the London Mathematical Society, Volume 13, Issue 1, December 2026.
Abstract This paper addresses an inverse source problem for acoustic waves in a range of frequencies. Our study has two main goals. First, although the problem is severely ill‐posed with a logarithmic stability estimate, we demonstrate, through careful analysis of the forward map's singular values, that increasing the frequency range enhances stability,
Pu‐Zhao Kow, Jenn‐Nan Wang
wiley   +1 more source

A simple characterization of commutative H*-algebras

International Journal of Mathematics and Mathematical Sciences, 1999
Commutative H*-algebras are characterized without postulating the existence of Hilbert space structure.
Parfeny P. Saworotnow
doaj   +1 more source

Local multiplicativity of perverse filtrations

Transactions of the London Mathematical Society, Volume 13, Issue 1, December 2026.
Abstract Let f:S→C$f:S\rightarrow C$ be a proper surjective morphism from a smooth Kähler surface to a smooth curve. We show that the local perverse filtration associated with the induced map S[n]→C(n)$S^{[n]}\rightarrow C^{(n)}$ is multiplicative on each fiber if and only if f$f$ is an elliptic fibration.
Zili Zhang
wiley   +1 more source