Geometric and arithmetic characterization of [Formula: see text]-module flatness with applications to tensor products. [PDF]
PLoS OneTang JG, Lei HR, Liu M, Peng JY.
europepmc +1 more source
A Note on Local Polynomial Regression for Time Series in Banach Spaces
Journal of Time Series Analysis, EarlyView.ABSTRACT This work extends local polynomial regression to Banach space‐valued time series for estimating smoothly varying means and their derivatives in non‐stationary data. The asymptotic properties of both the standard and bias‐reduced Jackknife estimators are analyzed under mild moment conditions, establishing their convergence rates.
Florian Heinrichs
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The Group-Algebraic Formalism of Quantum Probability and Its Applications in Quantum Statistical Mechanics. [PDF]
Entropy (Basel)Gu Y, Wang J.
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Language Learning, EarlyView.Abstract Parallel tracking of distant relations between speech elements, so‐called nonadjacent dependencies (NADs), is crucial in language development but computationally demanding and acquired only in late preschool years. As processing of single NADs is facilitated when dependent elements are perceptually similar, we investigated how phonetic ...
Dimitra‐Maria Kandia +3 more
wiley +1 more source
A Multi-Object Tracking Method with an Unscented Kalman Filter on a Lie Group Manifold. [PDF]
Entropy (Basel)Wang X, Liu L, Li F.
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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
Beyond Euclid: an illustrated guide to modern machine learning with geometric, topological, and algebraic structures. [PDF]
Mach Learn Sci TechnolPapillon M +10 more
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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
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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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Best constants in subelliptic fractional Sobolev and Gagliardo-Nirenberg inequalities and ground states on stratified Lie groups. [PDF]
Calc Var Partial Differ EquGhosh S, Kumar V, Ruzhansky M.
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