Results 41 to 50 of about 946 (186)
The fundamental theorem of asset pricing with and without transaction costs
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
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The Natural Components of a Regular Linear System
ABSTRACT The analysis of a finite‐dimensional regular linear system may be simplified by separating the system into its natural components. The natural components are smaller linear systems on separate subspaces whose dimensions sum to the dimension of the original linear system.
Brendan K. Beare, Phil Howlett
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State Spaces of Jordan Algebras [PDF]
In this chapter we will discuss properties of the normal state space of JBW-algebras. Since every JB-algebra state space is also the normal state space of a JBW-algebra (Corollary 2.61), these properties also apply to JB-algebra state spaces.
Alfsen, Erik M., Shultz, Frederic W.
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Dimensionally nilpotent Jordan algebras [PDF]
An algebra A A of dimension n n is called dimensionally nilpotent if it has a nilpotent derivation ∂ \partial with the property that ∂ n − 1 ≠ 0 {\partial ^{n - 1}} \ne ...
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On the constructions of Tits and Faulkner: an isomorphism theorem
Classification theory guarantees the existence of an isomorphism between any two E8's, at least over an algebraically closed field of characteristic 0.
Sudhir R. Nath
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Some conditions under which Jordan derivations are zero
In the current article, we obtain the following results: Let A be an algebra and P be a semi-prime ideal of A. Suppose that d:Aâ(A/P) is a Jordan derivation such that dim{d(a)|aâA}â¤1. If d(P)={0}, then d is zero.
Z. Jokar, A. Hosseini, A. Niknam
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Abstract Diagnostic classification models (DCMs) assess students’ mastery of cognitive attributes to provide personalized ability profiles. Retrofitting DCMs to large‐scale mathematics assessments usually relies on inferred Q‐matrices, which can reduce accuracy and diagnostic value.
Farshad Effatpanah +4 more
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Isotopisms of Jordan Algebras [PDF]
R. H. Oehmke and R. Sandler have shown in [4] that the middle nucleus of a finite-dimensional semisimple Jordan algebra coincides with its center providing the base field has a characteristic different from 2. By the middle nucleus of a commutative algebra A we mean the set of those elements x in A, for which the associator (y, x, z) = (yx)z-y(xz ...
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The aim of the paper is to give a description of nonlinear Jordan derivable mappings of a certain class of generalized matrix algebras by Lie product square-zero elements.
Xiuhai Fei, Haifang Zhang
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Discrepancy of arithmetic progressions in boxes and convex bodies
Abstract The combinatorial discrepancy of arithmetic progressions inside [N]:={1,…,N}$[N]:= \lbrace 1, \ldots, N\rbrace$ is the smallest integer D$D$ for which [N]$[N]$ can be colored with two colors so that any arithmetic progression in [N]$[N]$ contains at most D$D$ more elements from one color class than the other.
Lily Li, Aleksandar Nikolov
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