Results 121 to 130 of about 4,279 (247)

Robust Mean–Variance Portfolio Optimization: Mean–Variance–Variance Criterion Versus Mean–Variance–Standard Deviation Criterion

Mathematical Finance, EarlyView.
ABSTRACT We study a dynamic portfolio optimization problem under the mean–variance–variance (M‐V‐V) criterion proposed by Maccheroni et al. It is an analogue of the Arrow–Pratt approximation to the well‐known smooth ambiguity model. Under the standard Black–Scholes framework, we derive fully explicit equilibrium investment strategies in which a DM's ...
David Landriault, Bin Li, Yuanyuan Zhang
wiley   +1 more source

Repelled Point Processes With Application to Numerical Integration

Scandinavian Journal of Statistics, EarlyView.
ABSTRACT We look at Monte Carlo numerical integration from a stochastic geometry point of view. While crude Monte Carlo estimators relate to linear statistics of a homogeneous Poisson point process (PPP), linear statistics of more regularly spread point processes can yield unbiased estimators with faster‐decaying variance, and thus lower integration ...
Diala Hawat, Gabriel Mastrilli, Rémi Bardenet, Raphaël Lachièze‐Rey   +3 more
wiley   +1 more source

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, Achilleas Vasileios Koukas, Jiayu (Jerry) Liu, Tadael Hailemelekot Mequanent   +3 more
wiley   +1 more source

Superharmonic functions on Lipschitz domain [PDF]

Studia Mathematica, 1971
Silverstein, M. L., Wheeden, R. L.
openaire   +2 more sources

Global well‐posedness and large‐time behavior for non‐isothermal nematic liquid crystal flows with temperature‐dependent viscosity

Transactions of the London Mathematical Society, Volume 13, Issue 1, December 2026.
Abstract We investigate an initial‐boundary value problem of non‐isothermal nematic liquid crystal flows with temperature‐dependent viscosity in three‐dimensional bounded domains. Based on the time‐weighted energy estimates, we derive the existence of a unique global strong solution under some smallness condition.
Lu Zhang, Xin Zhong
wiley   +1 more source

Inverse problems for semilinear elliptic PDE with a general nonlinearity a(x,u)$a(x,u)$

Transactions of the London Mathematical Society, Volume 13, Issue 1, December 2026.
Abstract This article studies the inverse problem of recovering a nonlinearity in an elliptic equation Δu+a(x,u)=0$\Delta u + a(x,u) = 0$ from boundary measurements of solutions. Previous results based on first‐order linearization achieve this under a sign condition on ∂ua(x,u)$\partial _u a(x,u)$, and results based on higher order linearization ...
David Johansson, Janne Nurminen, Mikko Salo   +2 more
wiley   +1 more source

Context‐free graphs and their transition groups

Transactions of the London Mathematical Society, Volume 13, Issue 1, December 2026.
Abstract Starting from context‐free inverse graphs, we introduce a new class of groups and study their structural properties. We establish closure properties, show that their coword problems are context‐free, analyze torsion elements, and realize them as subgroups of the asynchronous rational group.
Daniele D'Angeli, Francesco Matucci, Davide Perego, Emanuele Rodaro   +3 more
wiley   +1 more source

Continuous Operators from Spaces of Lipschitz Functions. [PDF]

Results Math
Bargetz C, Kąkol J, Sobota D.
europepmc   +1 more source

Deep Spatially Varying Coefficient Model for Interpolation of Non‐Stationary Meteorological Data

Environmetrics, Volume 37, Issue 6, September 2026.
ABSTRACT In spatial statistics, the spatially varying coefficient model (SVCM) is widely applied in the analysis and interpolation of non‐stationary spatial data. By incorporating spatially varying coefficients, the model can capture spatial heterogeneity and provide an attractive interpretation of response‐covariate associations.
Tong Wu, Nan Chen, Zhi‐Sheng Ye
wiley   +1 more source

Fast and Robust Diffusion Posterior Sampling for MR Image Reconstruction Using the Preconditioned Unadjusted Langevin Algorithm

Magnetic Resonance in Medicine, Volume 96, Issue 3, Page 1323-1332, September 2026.
ABSTRACT Purpose The Unadjusted Langevin Algorithm (ULA) in combination with diffusion models can generate high quality MRI reconstructions with uncertainty estimation from highly undersampled k‐space data. However, sampling methods such as diffusion posterior sampling (DPS) or likelihood annealing suffer from long reconstruction times and the need for
Moritz Blumenthal, Tina Holliber, Jonathan I. Tamir, Martin Uecker   +3 more
wiley   +1 more source