Results 71 to 80 of about 2,565,267 (157)
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
Relative Arbitrage Opportunities With Interactions Among N Investors
Mathematical Finance, EarlyView.ABSTRACT The relative arbitrage portfolio outperforms a benchmark portfolio over a given time‐horizon with probability one. With market price of risk processes depending on the market portfolio and investors, this paper analyzes the multi‐agent optimization of relative arbitrage opportunities in the coupled system of market and wealth dynamics.
Tomoyuki Ichiba, Nicole Tianjiao Yang
wiley +1 more source
Hasil Unplag Jurnal CAUCHY-Mathematical Modelling On Transportation [PDF]
Hasil Unplag Jurnal CAUCHY-Mathematical Modelling On ...
Nuril Lutvi Azizah, NLA
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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
wiley +1 more source
Simulation of Locally Varying Residual Strains in 4D Printing
Proceedings in Applied Mathematics and Mechanics, Volume 26, Issue 4, December 2026.ABSTRACT Shape memory polymers (SMPs) are a class of materials capable of storing deformation in a programmed shape, which can be recovered when an external trigger, such as temperature, a magnetic field, or similar is applied. In the classical shape memory cycle, programming consists of successive heating, deformation and cooling steps. In combination
Henrik Hembrock +6 more
wiley +1 more source
, 2016 An ideal I is a family of subsets of positive integers N which is closed under taking finite unions and subsets of its elements. Let P denote the space whose elements are finite sets of distinct positive integers.
Esi, Ayhan, Hazarika, Bipan
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Weakly unconditionally Cauchy series and Fibonacci sequence spaces
, 2017 We study new sequence spaces associated to sequences in normed spaces and the band matrix F̂ defined by the Fibonacci sequence. We give some characterizations of continuous linear operators and weakly unconditionally Cauchy series by means of ...
Altay, Bilal +3 more
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A Finite‐Strain Phase‐Field‐Regularized Elastoplastic Damage Model for Polypropylene
Proceedings in Applied Mathematics and Mechanics, Volume 26, Issue 4, December 2026.ABSTRACT A rotation‐free finite‐strain phase‐field‐regularized elastoplastic damage formulation is presented for the tensile failure simulation of polypropylene (PP). The bulk response is represented by a hyperelastic–isotropic–plastic material branch formulated in a corotated intermediate configuration.
Tiansheng Liu +4 more
wiley +1 more source
Proceedings in Applied Mathematics and Mechanics, Volume 26, Issue 4, December 2026.ABSTRACT We develop a physics‐informed Fourier Neural Operator (PINO) for the surrogate modeling of full‐field responses in polycrystalline microstructures. Reference stress and strain fields are generated using an FFT‐based full‐field solver under prescribed macroscopic loading. The model maps the crystallographic orientation field q(x)$\bm{q}(\bm{x})$
Ahmad Awad, Lisa Scheunemann
wiley +1 more source
Inverse problems for semilinear elliptic PDE with a general nonlinearity a(x,u)$a(x,u)$
Transactions of the London Mathematical Society, Volume 13, Issue 1, December 2026.Abstract This article studies the inverse problem of recovering a nonlinearity in an elliptic equation Δu+a(x,u)=0$\Delta u + a(x,u) = 0$ from boundary measurements of solutions. Previous results based on first‐order linearization achieve this under a sign condition on ∂ua(x,u)$\partial _u a(x,u)$, and results based on higher order linearization ...
David Johansson +2 more
wiley +1 more source