Results 61 to 70 of about 238 (174)
Boundedness of fractional elliptic and parabolic operators on Lebesgue and Hölder spaces. A semigroup approach [PDF]
, 2019 Tesis doctoral inédita leída en la Universidad Autónoma de Madrid, Facultad de Ciencias, Departamento de Matemáticas. Fecha e lectura: 13-09-2019The connecting thread of this thesis is the semigroup language, a unifying and general technique to ...
León Contreras, Marta de
core
Random Carbon Tax Policy and Investment Into Emission Abatement Technologies
Mathematical Finance, EarlyView.ABSTRACT We analyze the problem of a profit‐maximizing electricity producer, subject to carbon taxes, who decides on investments into CO2$\rm CO_2$ abatement technologies. We assume that the carbon tax policy is random and that the investment in the abatement technology is divisible, irreversible, and subject to transaction costs.
Katia Colaneri +2 more
wiley +1 more source
Relative Arbitrage Opportunities With Interactions Among N Investors
Mathematical Finance, EarlyView.ABSTRACT The relative arbitrage portfolio outperforms a benchmark portfolio over a given time‐horizon with probability one. With market price of risk processes depending on the market portfolio and investors, this paper analyzes the multi‐agent optimization of relative arbitrage opportunities in the coupled system of market and wealth dynamics.
Tomoyuki Ichiba, Nicole Tianjiao Yang
wiley +1 more source
Supervised classification and nonparametric estimation for S.D.E.
, 2023 Cette thèse porte sur des études statistiques basées sur les données fonctionnelles modélisées par des équations différentielles stochastiques dont les solutions sont appelées processus de diffusion.
Ella Mintsa, Eddy
core
A Model of Strategic Sustainable Investment
Mathematical Finance, EarlyView.ABSTRACT We study a problem of optimal irreversible investment and emission reduction formulated as a nonzero‐sum dynamic game between an investor with environmental preferences and a firm. The game is set in continuous‐time on an infinite‐time horizon.
Tiziano De Angelis +2 more
wiley +1 more source
Gradient estimates for functions with general Poisson’s representations
, 2023 У овој дисертацији разматрамо оцене градијента за хармонијска и хармонијска квазиконформна пресликавања, као и за хармонијске функције у односу на фамилију метрика, међу којима је и хиперболичка метрика.
Mutavdžić, Nikola M.,
core +1 more source
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
, 2012 Cette thèse est consacrée à l'étude des opérateurs strictement hyperboliques à coefficients peu réguliers, aussi bien qu'à l'étude du système d'Euler incompressible à densité variable.
FANELLI, Francesco, DANCHIN, Raphaël
core +2 more sources
Inference on Common Trends in a Cointegrated Nonlinear SVAR
Oxford Bulletin of Economics and Statistics, EarlyView.ABSTRACT We consider the problem of performing inference on the number of common stochastic trends when data is generated by a cointegrated CKSVAR (a two‐regime, piecewise affine SVAR; Mavroeidis, 2021), using a modified version of the Breitung (2002) multivariate variance ratio test that is robust to the presence of nonlinear cointegration (of a known
James A. Duffy, Xiyu Jiao
wiley +1 more source
, 2018 Let $\Omega\subset\re^{n+1}$, $n\ge 2$, be a 1-sided chord-arc domain, that is, a domain which satisfies interior Corkscrew and Harnack Chain conditions (these are respectively scale-invariant/quantitative versions of the openness and path-connectedness),
Cavero, Juan +5 more
core +1 more source