Results 111 to 120 of about 29,270 (226)
Quasi-Linear Algebras and Integrability (the Heisenberg Picture)
Symmetry, Integrability and Geometry: Methods and Applications, 2008 We study Poisson and operator algebras with the ''quasi-linear property'' from the Heisenberg picture point of view. This means that there exists a set of one-parameter groups yielding an explicit expression of dynamical variables (operators) as ...
Alexei Zhedanov, Luc Vinet
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Best Before? Expiring Central Bank Digital Currency and Loss Recovery
Journal of Money, Credit and Banking, EarlyView.Abstract Physical cash enables payments in the absence of electricity or network coverage. Such offline payment functionality promotes the operational resilience and, particularly in developing countries, the accessibility of payments. Central banks are exploring issuing digital cash substitutes with similar offline payment functionality.
CHARLES M. KAHN +2 more
wiley +1 more source
Tests for Changes in Count Time Series Models With Exogenous Covariates
Journal of Time Series Analysis, EarlyView.ABSTRACT We deal with a parametric change in models for count time series with exogenous covariates specified via the conditional distribution, i.e., with integer generalized autoregressive conditional heteroscedastic models with covariates (INGARCH‐X).
Šárka Hudecová, Marie Hušková
wiley +1 more source
From entangled codipterous coalgebras to coassociative manifolds
, 2003 We construct from coassociative coalgebras, bialgebras, Hopf algebras, new objects such as Poisson algebras, Leibniz algebras defined by J-L Loday and M.
Philippe, Leroux
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Gerstenhaber Algebras and BV-Algebras in Poisson Geometry [PDF]
Communications in Mathematical Physics, 1999 The purpose of this paper is to establish an explicit correspondence between various geometric structures on a vector bundle with some well-known algebraic structures such as Gerstenhaber algebras and BV-algebras. Some applications are discussed. In particular, we found an explicit connection between the Koszul-Brylinski operator of a Poisson manifold ...
openaire +3 more sources
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 +3 more
wiley +1 more source
Robust Bernoulli Mixture Models for Credit Portfolio Risk
Mathematical Finance, EarlyView.ABSTRACT This paper presents comparison results and establishes risk bounds for credit portfolios within classes of Bernoulli mixture models, assuming conditionally independent defaults that are stochastically increasing in a common risk factor. We provide simple and interpretable conditions on conditional default probabilities that imply a comparison ...
Jonathan Ansari, Eva Lütkebohmert
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Zhukovsky-Volterra top and quantisation ideals
Nuclear Physics BIn this letter, we revisit the quantisation problem for a fundamental model of classical mechanics—the Zhukovsky-Volterra top. We have discovered a four-parametric pencil of compatible Poisson brackets, comprising two quadratic and two linear Poisson ...
A. Mikhailov, T. Skrypnyk
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Tariff: The Most Beautiful Word in the Dictionary?
Review of International Economics, EarlyView.ABSTRACT We consider the welfare impacts of US tariff policy at levels proposed by President Donald J. Trump. General‐equilibrium simulations under a widely used transparent one‐sector trade model reveal sizable US welfare losses. When we extend the model to include bilateral firm selection and high resolution input–output linkages, the US losses ...
Edward J. Balistreri +2 more
wiley +1 more source