Results 181 to 190 of about 210,506 (318)
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
On solving split mixed equilibrium problems and fixed point problems of hybrid-type multivalued mappings in Hilbert spaces. [PDF]
J Inequal Appl, 2017 Onjai-Uea N, Phuengrattana W.
europepmc +1 more source
A Hilbert space approach to multiple recurrence in ergodic theory
, 2007 Frederik Johannes Conradie Beyers
openalex +1 more source
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
Optimal Convergence Rates Results for Linear Inverse Problems in Hilbert Spaces. [PDF]
Numer Funct Anal Optim, 2016 Albani V +3 more
europepmc +1 more source
Optimal Portfolio Choice With Cross‐Impact Propagators
Mathematical Finance, EarlyView.ABSTRACT We consider a class of optimal portfolio choice problems in continuous time where the agent's transactions create both transient cross‐impact driven by a matrix‐valued Volterra propagator, as well as temporary price impact. We formulate this problem as the maximization of a revenue‐risk functional, where the agent also exploits available ...
Eduardo Abi Jaber +2 more
wiley +1 more source
Noûs, EarlyView.ABSTRACT It is a truism of mathematics that differences between isomorphic number systems are irrelevant to arithmetic. This truism is deeply rooted in the modern axiomatic method and underlies most strands of arithmetical structuralism, the view that arithmetic is about some abstract number structure.
Balthasar Grabmayr
wiley +1 more source
Berry-Esseen Estimates in Hilbert Space and an Application to the Law of the Iterated Logarithm [PDF]
, 1974 J. Kuelbs, Thomas G. Kurtz
openalex +1 more source
Why Are All the Sets All the Sets?
Noûs, EarlyView.ABSTRACT Necessitists about set theory think that the pure sets exists, and are the way they are, as a matter of necessity. They cannot explain why the sets (de rebus) are all the sets. This constitutes the Ur‐Objection against necessitism; it is the primary motivation cited by potentialists about set theory.
Tim Button
wiley +1 more source
Control problems for semilinear neutral differential equations in Hilbert spaces. [PDF]
ScientificWorldJournal, 2014 Jeong JM, Cho SH.
europepmc +1 more source