Results 41 to 50 of about 52,088 (229)
An integral operator inequality with applications
Journal of Inequalities and Applications, 1999 Linear integral operators are defined acting in the Lebesgue integration spaces on intervals of the real line. A necessary and sufficient condition is given for these operators to be bounded, and a characterisation is given for the operator bounds ...
Everitt WN, Littlejohn LL, Chisholm RS
doaj
Change Point Analysis for Functional Data Using Empirical Characteristic Functionals
Journal of Time Series Analysis, EarlyView.ABSTRACT We develop a new method to detect change points in the distribution of functional data based on integrated CUSUM processes of empirical characteristic functionals. Asymptotic results are presented under conditions allowing for low‐order moments and serial dependence in the data establishing the limiting null‐distribution of the proposed test ...
Lajos Horváth +2 more
wiley +1 more source
A New Approach to Statistical Inference for Functional Time Series
Journal of Time Series Analysis, EarlyView.ABSTRACT The analysis of time‐indexed functional data plays an important role in the field of business and economic statistics. In the literature, statistical inference for functional time series often involves reducing the dimension of functional data to a finite dimension K$$ K $$, followed by the use of tools from multivariate analysis.
Hanjia Gao, Yi Zhang, Xiaofeng Shao
wiley +1 more source
A new formulation of Hardy-type dynamic inequalities on time scales
AIMS MathematicsIn this paper, we introduce a novel formulation of dynamic Hardy-type inequalities on a time scale, motivated by a recently-established convexity approach in the Haar measure.The classical Hardy inequality is refined so that the classical Lebesgue ...
Martin Bohner +2 more
doaj +1 more source
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
Lebesgue integration. Detailed proofs to be formalized in Coq [PDF]
, 2021 François Clément, Vincent Martin
openalex +1 more source
Macroscopic Market Making Games
Mathematical Finance, EarlyView.ABSTRACT Building on the macroscopic market making framework as a control problem, this paper investigates its extension to stochastic games. In the context of price competition, each agent is benchmarked against the best quote offered by the others. We begin with the linear case.
Ivan Guo, Shijia Jin
wiley +1 more source
Measure Theory in Noncommutative Spaces
Symmetry, Integrability and Geometry: Methods and Applications, 2010 The integral in noncommutative geometry (NCG) involves a non-standard trace called a Dixmier trace. The geometric origins of this integral are well known. From a measure-theoretic view, however, the formulation contains several difficulties.
Steven Lord, Fedor Sukochev
doaj +1 more source
The Boltzmann equation for hard potentials with integrable angular transition: Coerciveness, exponential tails rates, and Lebesgue integrability [PDF]
, 2022 Ricardo J. Alonso, Irene M. Gamba
openalex +1 more source
Order Routing and Market Quality: Who Benefits From Internalization?
Mathematical Finance, EarlyView.ABSTRACT Does retail order internalization benefit (via price improvement) or harm (via reduced liquidity) retail traders? To answer this question, we compare two market designs that differ in their mode of liquidity provision: In the setting capturing retail order internalization, liquidity is provided by market makers (wholesalers) competing for the ...
Umut Çeti̇n, Albina Danilova
wiley +1 more source