Results 201 to 210 of about 4,790,611 (321)

On the Existence of One‐Sided Representations for the Generalised Dynamic Factor Model

Journal of Time Series Analysis, EarlyView.
ABSTRACT We study the Generalised Dynamic Factor Model (GDFM) and show that the dynamic common component, that is, the common component of the GDFM, can be expressed using only current and past observations under mild assumptions. Specifically, we require (i) the dynamic common component to be purely non‐deterministic and (ii) the exclusion of ...
Philipp Gersing
wiley   +1 more source

Calderón problem for nonlocal viscous wave equations: Unique determination of linear and nonlinear perturbations. [PDF]

Rev R Acad Cienc Exactas Fis Nat A Mat
Zimmermann P.
europepmc   +1 more source

New Subclass of Meromorphic Functions Defined via Mittag–Leffler Function on Hilbert Space

Mohammad El-Ityan, Luminiţa-Ioana Cotîrlă, Tariq Al-Hawary, Suha Hammad, Daniel Breaz, Rafid Habib Buti   +5 more
openalex   +1 more source

Combining Genomic and Genealogical Information in a Reproducing Kernel Hilbert Spaces Regression Model for Genome-Enabled Predictions in Dairy Cattle

, 2014
Silvia Teresa Rodríguez‐Ramilo, Luis Alberto García‐Cortés, Óscar González-Recio   +2 more
openalex   +2 more sources

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

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

Localization and interaction in one dimension: Multifractal network structure in Hilbert space [PDF]

, 1997
Xavier Waintal, Jean‐Louis Pichard
openalex  

Symmetry lost: A modal ontological argument for atheism?

Noûs, EarlyView.
Abstract The modal ontological argument for God's existence faces a symmetry problem: a seemingly equally plausible reverse modal ontological argument can be given for God's nonexistence. Here, we argue that there are significant asymmetries between the modal ontological argument and its reverse that render the latter more compelling than the former ...
Peter Fritz, Tien‐Chun Lo, Joseph C. Schmid   +2 more
wiley   +1 more source

A General Iterative Method for Solving the Variational Inequality Problem and Fixed Point Problem of an Infinite Family of Nonexpansive Mappings in Hilbert Spaces

, 2009
Wangkeeree Rabian, Kamraksa Uthai
openalex   +1 more source

Structure and Computation

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