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
DEP-CEEMDAN-MPE-INHT a time-frequency analysis method for noisy blasting seismic waves with adaptive noise suppression and endpoint processing. [PDF]
Sci RepSun M, Wu J, Wang YF, Lu YN, Yu FD.
europepmc +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
Controlled bidirectional teleportation of unknown single-particle states by using an arbitrary high-dimensional entangled state. [PDF]
PLoS OneLei H, Tang J, Peng J.
europepmc +1 more source
Noncommutative Perron-Frobenius-Ruelle theorem, two weight Hilbert transform, and almost periodicity
, 2004 Alexander Volberg, Peter Yuditskii
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Dynamically Consistent Analysis of Realized Covariations in Term Structure Models
Mathematical Finance, EarlyView.ABSTRACT In this article, we show how to analyze the covariation of bond prices nonparametrically and robustly, staying consistent with a general no‐arbitrage setting. This is, in particular, motivated by the problem of identifying the number of statistically relevant factors in the bond market under minimal conditions.
Dennis Schroers
wiley +1 more source
On a boundary value problem in subsonic aeroelasticity and the cofinite Hilbert transform
, 2004 Peter L. Polyakov
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Annals of the New York Academy of Sciences, EarlyView.Abstract The genome stores and processes approximately 1.5 gigabytes of encoded information. In this article, we propose that the eukaryotic genome and its adaptable three‐dimensional packing in the form of chromatin offer a valuable template for the system architecture of DNA‐based digital computers.
Lennart Hilbert +8 more
wiley +1 more source
Application of spectral characteristics of electrocardiogram signals in sleep apnea. [PDF]
Front Bioeng BiotechnolHu J +5 more
europepmc +1 more source
Creativity in Music: The Brain Dynamics of Jazz Improvisation
Annals of the New York Academy of Sciences, EarlyView.Using rest and task‐based fMRI, we studied brain dynamics in 16 jazz pianists under three conditions: playing a melody from memory (byHeart), improvising on melody (iMelody), and freely improvising on chord changes (iFreely). Increased improvisational freedom revealed greater note quantity and melodic entropy, and reduced pitch predictability.
Patricia Alves Da Mota +10 more
wiley +1 more source