Results 31 to 40 of about 774 (145)
The fundamental theorem of asset pricing with and without transaction costs
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
wiley +1 more source
This paper studies the number of limit cycles, known as the Smale-Pugh problem, for the generalized Abel equationdxdθ=A(θ)xp+B(θ)xq, $$\frac{\mathrm{d}x}{\mathrm{d}\theta }=A\left(\theta \right){x}^{p}+B\left(\theta \right){x}^{q},$$ where A and B are ...
Liang Haihua, Huang Jianfeng
doaj +1 more source
Risk Measure Duality Without Structure
ABSTRACT We study risk measures on vector spaces of random variables which a priori have little structure, such as spaces lacking law invariance or a lattice structure. Ensuring the existence of a tractable dual representation (one which does not contain non‐sigma‐additive measures) is one of the main problems in risk measure theory, and we address it ...
Vasily Melnikov
wiley +1 more source
Shot‐Based Quantum Encoding: A Data‐Loading Paradigm for Quantum Neural Networks
Shot‐based quantum encoding loads classical data without any encoding gates: a learned map turns each datum into a probability vector that dictates how many measurement shots start in each basis state, preparing a mixed state that a shallow variational circuit processes as a quantum perceptron layer.
Basil Kyriacou +3 more
wiley +1 more source
The diagnostics and laser infrastructure at the Soft X‐ray Port of the European XFEL
The diagnostics and laser infrastructure of the Soft X‐ray Port (SXP) at the European X‐ray Free Electron Laser are presented.The diagnostics and laser infrastructure of the Soft X‐ray Port (SXP) at the European X‐ray Free Electron Laser are presented.
Patrik Grychtol +7 more
wiley +1 more source
A pre‐installation virtual commissioning platform for the Korea Light Source ID10 hard X‐ray nanoprobe couples browser‐based Monte Carlo ray tracing, EPICS/Bluesky control and a multilingual natural‐language agent (98.2% accuracy in Korean, English and Japanese) under a zero‐change hardware transition principle, producing commissioning design inputs ...
Minho Seo +9 more
wiley +1 more source
Red to Green: A Lipid Biomarker Record of Tonian‐Ediacaran Algae in Siberia
ABSTRACT Multiple lines of evidence point to a major diversification of Eukarya in the late Tonian period, ca. 800–720 Ma ago. Regular steranes, lipid biomarkers primarily sourced from eukaryotes, are first unambiguously reported from multiple sites. Here, we present lipid biomarker stratigraphic records from two drill‐cores from the Lena‐Anabar Basin ...
Adriana I. Rizzo +7 more
wiley +1 more source
Spherically symmetric geometrodynamics in Jordan and Einstein frames
Spherically symmetric geometrodynamics is studied for scalar–tensor theory and Einstein General Relativity minimally coupled to a scalar field. We discussed the importance of boundary terms for non-compact space-like foliations and derived the equations ...
Matteo Galaverni, Gabriele Gionti
doaj +1 more source
Seismic Tremor as a Precursor to Hydrothermal Explosions Near Mutnovsky Volcano (Kamchatka)
Abstract Mutnovsky Volcano, ∼70 km SW of Petropavlovsk‐Kamchatsky, exhibits persistent degassing, hosts active hydrothermal springs and the Mutnovsky Geothermal Power Plant (MGPP) on its slopes. Using the network covariance matrix approach, we analyzed seismic data recorded in 2023–2024 by 15 seismic stations operating around Mutnovsky Volcano.
Y. Berezhnev +7 more
wiley +1 more source
Exponential dichotomies, heteroclinic orbits, and Melnikov functions
The authors consider an n-dimensional perturbed system (*) \(dz/dt=g(z)+h(t,z,\epsilon),\) where the perturbation term h(t,z,\(\epsilon\)) is bounded, \(\epsilon\) being a multidimensional parameter, and they give, using the method of Lyapunov-Schmidt, a sufficient condition for the existence of a bounded solution of (*) as the solvability condition of
Battelli, Flaviano, Lazzari, Claudio
openaire +1 more source

