Results 231 to 240 of about 4,977,477 (349)

Adaptive Estimation for Weakly Dependent Functional Times Series

Journal of Time Series Analysis, EarlyView.
ABSTRACT We propose adaptive mean and autocovariance function estimators for stationary functional time series under 𝕃p−m‐approximability assumptions. These estimators are designed to adapt to the regularity of the curves and to accommodate both sparse and dense data designs.
Hassan Maissoro, Valentin Patilea, Myriam Vimond   +2 more
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, Luca Di Persio, Francesco Guida, Sara Svaluto‐Ferro   +3 more
wiley   +1 more source

Linear stabilization of the linear oscillator in Hilbert space

, 1969
David L. Russell
openalex   +1 more source

Some Hilbert spaces of analytic functions. I [PDF]

, 1963
Louis de Branges
openalex   +1 more source

Shifts on Hilbert Spaces

crll, 1961
openaire   +2 more sources

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

Parallel Magnetic Resonance Imaging as Approximation in a Reproducing Kernel Hilbert Space. [PDF]

Inverse Probl, 2015
Athalye V, Lustig M, Uecker M.
europepmc   +1 more source

Some applications of the functional-representations of normal operators in Hilbert spaces, XIII [PDF]

, 1964
Sakuji Inoue
openalex   +1 more source

Optimal Contracts for Delegated Order Execution

Mathematical Finance, EarlyView.
ABSTRACT We determine the optimal affine contract for a client who delegates their order execution to a dealer. Existence and uniqueness are established for general linear price impact dynamics of the dealer's trades. Explicit solutions are available for the model of Obizhaeva and Wang, for example, and a simple gradient descent algorithm is applicable
Martin Larsson, Johannes Muhle‐Karbe, Benjamin Weber   +2 more
wiley   +1 more source

Functional-representations of normal operators in Hilbert spaces and their applications [PDF]

, 1961
Sakuji Inoue
openalex   +1 more source