Results 81 to 90 of about 82,244 (222)
Order Routing and Market Quality: Who Benefits From Internalization?
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
Well-posedness of generalized magnetohydrodynamic equations in variable Lebesgue spaces
This article concerns the well-posedness of the generalized magnetohydrodynamic equations in variable Lebesgue spaces. By using some basic properties of variable Lebesgue spaces and decay estimates of the fractional heat kernel, we prove the existence ...
Jinyi Sun, Yuanwei Mai, Minghua Yang
doaj
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
core +1 more source
Lebesgue and co-Lebesgue di-uniform texture spaces
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire +1 more source
Robust Bernoulli Mixture Models for Credit Portfolio Risk
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
wiley +1 more source
Spatial depth for data in metric spaces
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
wiley +1 more source
Lifts of continuous and Hölder alpha curves in the configuration space MN/SN$M^N/S_N$
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$f_1, \dots,
Charles L. Fefferman +3 more
wiley +1 more source
Isoperimetric inequalities on slabs with applications to cubes and Gaussian slabs
Abstract We study isoperimetric inequalities on “slabs”, namely weighted Riemannian manifolds obtained as the product of the uniform measure on a finite length interval with a codimension‐one base. As our two main applications, we consider the case when the base is the flat torus R2/2Z2$\mathbb {R}^2 / 2 \mathbb {Z}^2$ and the standard Gaussian measure
Emanuel Milman
wiley +1 more source
Generalization of one theorem of F. Riesz to some other spaces
It is known from the analysis course that in order a function to serve as an undefined integral of a summable function, it is necessary and sufficient that it be absolutely continuous. Therefore, it is natural to raise the question of the characteristic
S. Bitimkhan, D.T. D.T.
doaj
Some bounds related to the 2‐adic Littlewood conjecture
Abstract For every irrational real α$\alpha$, let M(α)=supn⩾1an(α)$M(\alpha) = \sup _{n\geqslant 1} a_n(\alpha)$ denote the largest partial quotient in its continued fraction expansion (or ∞$\infty$, if unbounded). The 2‐adic Littlewood conjecture (2LC) can be stated as follows: There exists no irrational α$\alpha$ such that M(2kα)$M(2^k \alpha)$ is ...
Dinis Vitorino, Ingrid Vukusic
wiley +1 more source

