Results 61 to 70 of about 198,198 (194)
A Note on Local Polynomial Regression for Time Series in Banach Spaces
Journal of Time Series Analysis, EarlyView.ABSTRACT This work extends local polynomial regression to Banach space‐valued time series for estimating smoothly varying means and their derivatives in non‐stationary data. The asymptotic properties of both the standard and bias‐reduced Jackknife estimators are analyzed under mild moment conditions, establishing their convergence rates.
Florian Heinrichs
wiley +1 more source
Measure‐valued processes for energy markets
Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero +3 more
wiley +1 more source
Hilbert C*-modules over a commutative C*-algebra [PDF]
, 2010 Peer ...
Leonel Robert +3 more
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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
Hilbert Algebras with Hilbert–Galois Connections
, 2023 In this paper we introduce Hilbert algebras with Hilbert–Galois connections (HilGC-algebras) and we study the Hilbert–Galois connections defined in Heyting algebras, called HGC-algebras. We assign a categorical duality between the category HilGC-algebras
Montangie, Daniela +1 more
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partial translation algebras for certain discrete metric spaces
, 2010 The notion of a partial translation algebra was introduced by Brodzki, Nibloand Wright in [11] to provide an analogue of the reduced group C*-algebrafor metric spaces.
Putwain, Rosemary Johanna
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Hilbert Algebras with Hilbert-Galois Connections II
Bulletin of the Section of LogicHilbert 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
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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 +3 more
wiley +1 more source
The Long Shadow of Karl Weierstraß Over the Calculus of Variations
Proceedings in Applied Mathematics and Mechanics, Volume 26, Issue 4, December 2026.ABSTRACT At first glance, it appears that the contents of Karl Weierstraß's (1815–1897) lecture courses on the calculus of variations were made available to the public only in the seventh volume of his Mathematische Werke, and thus not until 30 years after his death.
Peter Ullrich
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