Results 31 to 40 of about 137,540 (108)

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, Luca Di Persio, Francesco Guida, Sara Svaluto‐Ferro   +3 more
wiley   +1 more source

Bornoligies, Topological Games and Function Spaces [PDF]

, 2014
In this paper, we continue the study of function spaces equipped with topologies of (strong) uniform convergence on bornologies initiated by Beer and Levi \cite{beer-levi:09}.
Artur, H. Tomita, Jiling Cao
core  

Metrizable universal minimal flows of Polish groups have a comeagre orbit

, 2017
We prove that, whenever $G$ is a Polish group with metrizable universal minimal flow $M(G)$, there exists a comeagre orbit in $M(G)$. It then follows that there exists an extremely amenable, closed, coprecompact $G^*$ of $G$ such that $M(G) = \hat{G/G^*}$
Melleray, Julien, Tsankov, Todor, Yaacov, Itaï Ben   +2 more
core   +2 more sources

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
wiley   +1 more source

Continuous selections of multivalued mappings

, 2014
This survey covers in our opinion the most important results in the theory of continuous selections of multivalued mappings (approximately) from 2002 through 2012.
A. Askoy, A. Brown, A. Fryszkowski, A. Karassev, A. Kisielewicz, A. L. Brown, A. Smajdor, B. Alleche, Ch. Horvath, Ch. Horvath, D. Repovš, D. Repovš, D. Repovš, D. Repovš, D. Repovš, D. Repovš, D. Repovš, D. Repovš, D. Repovš, E. A. Michael, E. A. Michael, E. A. Michael, E. A. Michael, E. A. Michael, E. A. Michael, E. A. Michael, E. A. Michael, E. A. Michael, E. Livshits, E. Shchepin, E. Tymchatyn, F. Blasi, F. Blasi, F. Blasi, F. Deutsch, F. Levy, G. Ivanov, G. Ivanov, G. Mägerl, H. Ben-El-Mechaiekh, H. Corson, H. Wicke, I. Blum, I. Ivanšić, I. Shishkov, I. Shishkov, I. Shishkov, I. Shishkov, J. J. Sánchez-Gabites, J. Markin, J. Markin, J. Mill, J. Vial, K. Ryutin, K. Ryutin, M. Balashov, M. Balashov, M. Balashov, M. Balashov, M. Choban, M. Choban, M. Choban, M. Khamsi, M. Vel, M. Zarichnyi, M. Zippin, N. Brodsky, N. Makala, P. Saveliev, P. Semenov, P. V. Semenov, R. Bielawski, S. Konyagin, S. Nedev, T. Banakh, T. Dobrowolski, T. Dobrowolski, T. Przymusinski, T. Yamauchi, T. Yamauchi, T. Yamauchi, T. Yamauchi, V. G. Gutev, V. G. Gutev, V. G. Gutev, V. G. Gutev, V. G. Gutev, V. Gorokhovik, V. Gutev, V. Gutev, V. Gutev, V. Gutev, V. Gutev, V. Gutev, V. Protasov, V. V. Fillipov, V. V. Fillipov, V. V. Fillipov, V. V. Uspenskii, X. Ding, X. Wu   +100 more
core   +1 more source

The Functional Delta Method for Deriving Asymptotic Distributions

WIREs Computational Statistics, Volume 18, Issue 1, March 2026.
The distribution of the scaled difference between the plug‐in estimator Tθ̂n$$ T\left({\hat{\boldsymbol{\theta}}}_n\right) $$ and the true parameter Tθ0$$ T\left({\boldsymbol{\theta}}_0\right) $$ is approximated by the distribution of the scaled difference between θ̂n$$ {\hat{\boldsymbol{\theta}}}_n $$ and θ0$$ {\boldsymbol{\theta}}_0 $$ and a ...
Eric Beutner
wiley   +1 more source

Convexity and quasi-uniformizability of closed preordered spaces

, 2013
In many applications it is important to establish if a given topological preordered space has a topology and a preorder which can be recovered from the set of continuous isotone functions.
Minguzzi, E.
core   +1 more source

Metrization of the Gromov–Hausdorff (-Prokhorov) topology for boundedly-compact metric spaces [PDF]

Stochastic Processes and their Applications, 2020
In this work, a metric is presented on the set of boundedly-compact pointed metric spaces that generates the Gromov-Hausdorff topology. A similar metric is defined for measured metric spaces that generates the Gromov-Hausdorff-Prokhorov topology. This extends previous works which consider only length spaces or discrete metric spaces.
openaire   +3 more sources

Efficiency in Pure‐Exchange Economies With Risk‐Averse Monetary Utilities

Mathematical Finance, Volume 36, Issue 1, Page 99-117, January 2026.
ABSTRACT We study Pareto efficiency in a pure‐exchange economy where agents' preferences are represented by risk‐averse monetary utilities. These coincide with law‐invariant monetary utilities, and they can be shown to correspond to the class of monotone, (quasi‐)concave, Schur concave, and translation‐invariant utility functionals. This covers a large
Mario Ghossoub, Michael B. Zhu
wiley   +1 more source

Metrizability of Clifford topological semigroups

, 2011
We prove that a topological Clifford semigroup $S$ is metrizable if and only if $S$ is an $M$-space and the set $E=\{e\in S:ee=e\}$ of idempotents of $S$ is a metrizable $G_\delta$-set in $S$.
A. Arhangel’skii, A.V. Arkhangel’skiĭ, Alex Ravsky, B. Bokalo, G. Gruenhage, K. Morita, O. Gutik, Oleg Gutik, Oles Potiatynyk, P.D. Kruming, R.J. Koch, T. Banakh, T. Banakh, Taras Banakh   +13 more
core   +1 more source