Results 91 to 100 of about 118,444 (224)
Gyronormed Function Spaces [PDF]
Mathematics Interdisciplinary ResearchIn this paper, we introduce a gyrodistance on the gyrolinear space of functions (whose gyronorm is measurable) from a measure space to the Möbius disk $\mathbb{D}$.
Lorenzo Matarazzo
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Robust Bernoulli Mixture Models for Credit Portfolio Risk
Mathematical Finance, EarlyView.ABSTRACT This paper presents comparison results and establishes risk bounds for credit portfolios within classes of Bernoulli mixture models, assuming conditionally independent defaults that are stochastically increasing in a common risk factor. We provide simple and interpretable conditions on conditional default probabilities that imply a comparison ...
Jonathan Ansari, Eva Lütkebohmert
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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
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Mathematical Finance, EarlyView.ABSTRACT This study develops a novel multivariate stochastic framework for assessing systemic risks, such as climate and nature‐related shocks, within production or financial networks. By embedding a linear stochastic fluid network, interpretable as a generalized vector Ornstein–Uhlenbeck process, into the production network of interdependent ...
Giovanni Amici +3 more
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Spatial depth for data in metric spaces
Scandinavian Journal of Statistics, EarlyView.Abstract We propose a novel measure of statistical depth, the metric spatial depth, for data residing in an arbitrary metric space. The measure assigns high (low) values for points located near (far away from) the bulk of the data distribution, allowing quantifying their centrality/outlyingness.
Joni Virta
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Likelihood Estimation for Stochastic Differential Equations with Mixed Effects
Scandinavian Journal of Statistics, EarlyView.ABSTRACT Stochastic differential equations provide a powerful tool for modelling dynamic phenomena affected by random noise. When time series are observed for several experimental units, it is often the case that some of the parameters vary between the individual experimental units.
Fernando Baltazar‐Larios +2 more
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Bounds for Lebesgue Functions for Freud Weights
Journal of Approximation Theory, 1994 The role of the Lebesgue function of Lagrange interpolation is well understood for arrays of interpolation points that lie in a fixed finite interval, for example, \([-1,1]\). The size of the Lebesgue function governs the pointwise convergence of the Lagrange interpolation process. It was G.
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Seeking a constructive proof of a theorem of Khrushchev
Concrete OperatorsWe discuss a classical theorem of Khrushchev, which establishes that any set of positive Lebesgue measure on the circle supports a function with a continuous Cauchy transform.
Malman Bartosz
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The Classical Integral Operators in Weighted Lorentz Spaces with Variable Exponent. [PDF]
In this paper the Lorentz spaces with variable exponent are introduced. These Banach function spaces are defined on the base of variable Lebesgue spaces. Boundedness of classical integral operators are proved in variable Lorentz spaces.
D.M. Israfilov, N.P. Tuzkaya
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Lifts of continuous and Hölder alpha curves in the configuration space MN/SN$M^N/S_N$
Transactions of the London Mathematical Society, Volume 13, Issue 1, December 2026.Abstract In this paper, we study the quotient space X=MN/SN$X = M^N / S_N$ of equivalence classes of N$N$‐tuples in a metric space (M,dM)$(M, d_M)$, equipped with the metric induced by the minimal total pairing distance. Given a continuous path F:(0,1)→X$F: (0,1) \rightarrow X$, we prove that there exist continuous functions f1,⋯,fN:(0,1)→M$f_1, \dots,
Charles L. Fefferman +3 more
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