Results 71 to 80 of about 1,296,007 (176)
Strict Hölder Equivalence of Self-Similar Sets
The study of Lipschitz equivalence of fractals is a very active topic in recent years. It is natural to ask when two fractal sets are strictly Hölder equivalent.
Yanfang ZHANG, Xinhui LIU
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Never, Ever Getting Started: On Prospect Theory Without Commitment
Mathematical Finance, EarlyView.ABSTRACT Prospect theory is arguably the most prominent alternative to expected utility theory. We study the investment or gambling behavior of a prospect theory decision maker who is aware of his time‐inconsistency but lacks commitment. For the empirically relevant prospect theory specifications, we obtain the extreme prediction that such a decision ...
Sebastian Ebert, Philipp Strack
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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
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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
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On the Best Linear Approximation Method for Hölder Classes
, 2015 Знайдено точні значення одновимірних лінійних поперечників класів Гельдера у просторі неперервних функцій і величину найкращого наближення класів Гельдера широким класом лінійних додатних методів.We find the exact values of one-dimensional linear widths ...
Скороходов, Д.С.
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Mathematical Finance, EarlyView.ABSTRACT We extend the notion of forward performance criteria to settings with random endowment in incomplete markets. Building on these results, we introduce and develop the novel concept of forward optimized certainty equivalent (forward OCE), which offers a genuinely dynamic valuation mechanism that accommodates progressively adaptive market model ...
Gechun Liang +2 more
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The Long Shadow of Karl Weierstraß Over the Calculus of Variations
Proceedings in Applied Mathematics and Mechanics, Volume 26, Issue 4, December 2026.ABSTRACT At first glance, it appears that the contents of Karl Weierstraß's (1815–1897) lecture courses on the calculus of variations were made available to the public only in the seventh volume of his Mathematische Werke, and thus not until 30 years after his death.
Peter Ullrich
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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 +3 more
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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
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Superposition operator problems of Hölder-Lipschitz spaces
Let ff be a function defined on the real line, and Tf{T}_{f} be the corresponding superposition operator which maps hh to Tf(h){T}_{f}\left(h), i.e., Tf(h)=f∘h{T}_{f}\left(h)=f\circ h. In this article, the sufficient and necessary conditions such that Tf{
Niu Yeli, Wang Heping
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