Results 81 to 90 of about 73,171 (204)

Optimal Portfolio Choice With Cross‐Impact Propagators

Mathematical Finance, EarlyView.
ABSTRACT We consider a class of optimal portfolio choice problems in continuous time where the agent's transactions create both transient cross‐impact driven by a matrix‐valued Volterra propagator, as well as temporary price impact. We formulate this problem as the maximization of a revenue‐risk functional, where the agent also exploits available ...
Eduardo Abi Jaber, Eyal Neuman, Sturmius Tuschmann   +2 more
wiley   +1 more source

The Mathematical History Behind the Granger–Johansen Representation Theorem

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT When can a vector time series that is integrated once (i.e., becomes stationary after taking first differences) be described in error correction form? The answer to this is provided by the Granger–Johansen representation theorem. From a mathematical point of view, the theorem can be viewed as essentially a statement concerning the geometry of ...
Johannes M. Schumacher
wiley   +1 more source

Reduction of positive self-adjoint extensions

Opuscula Mathematica
Summary: We revise Krein's extension theory of semi-bounded Hermitian operators by reducing the problem to finding all positive and contractive extensions of the ``resolvent operator'' \((I+T)^{-1}\) of \(T\). Our treatment is somewhat simpler and more natural than Krein's original method which was based on the Krein transform \((I-T)(I+T)^{-1 ...
Zsigmond Tarcsay, Zolt�n Sebesty�n
openaire   +2 more sources

On MAP Estimates and Source Conditions for Drift Identification in SDEs

Proceedings in Applied Mathematics and Mechanics, Volume 26, Issue 2, June 2026.
ABSTRACT We consider the inverse problem of identifying the drift in an stochastic differential equation (SDE) from n$n$ observations of its solution at M+1$M+1$ distinct time points. We derive a corresponding maximum a posteriori (MAP) estimate, we prove differentiability properties as well as a so‐called tangential cone condition for the forward ...
Daniel Tenbrinck, Nikolas Uesseler, Philipp Wacker, Benedikt Wirth   +3 more
wiley   +1 more source

Creation of planar charged fermions in Coulomb and Aharonov-Bohm potentials

, 2013
The creation of charged fermions from the vacuum by a Coulomb field in the presence of an Aharonov--Bohm (AB) potential are studied in 2+1 dimensions. The process is governed by a (singular) Dirac Hamiltonian that requires the supplementary definition in
Khalilov, V. R.
core   +1 more source

Iterative Krylov Subspace Methods for Linear Port‐Hamiltonian Systems

Proceedings in Applied Mathematics and Mechanics, Volume 26, Issue 2, June 2026.
ABSTRACT In this work, we present a structure‐preserving Krylov subspace iteration scheme for solving the equation systems that arise from the Gauss integration of linear energy‐conserving and dissipative differential systems (e.g., Poisson systems, gradient systems, and port‐Hamiltonian systems).
Stefan Maier, Nicole Marheineke
wiley   +1 more source

Infinity‐operadic foundations for embedding calculus

Journal of Topology, Volume 19, Issue 2, June 2026.
Abstract Motivated by applications to spaces of embeddings and automorphisms of manifolds, we consider a tower of ∞$\infty$‐categories of truncated right modules over a unital ∞$\infty$‐operad O$\mathcal {O}$. We study monoidality and naturality properties of this tower, identify its layers, describe the difference between the towers as O$\mathcal {O}$
Manuel Krannich, Alexander Kupers
wiley   +1 more source

Four‐Dimensional Generalization of Ensemble Singular Vector: Formulation and Experiments With the Lorenz 96 Model

Geophysical Research Letters, Volume 53, Issue 9, 16 May 2026.
Abstract Motivated by the need to extend sensitivity analysis beyond spatial variations to include temporal evolution, we propose a four‐dimensional generalization to the ensemble singular vector approach, termed 4DEnSV. This generalization enables user‐defined norms that flexibly target spatiotemporal evolutions of interest.
Pin‐Ying Wu, Daisuke Hotta, Takuya Kawabata, Le Duc   +3 more
wiley   +1 more source

Self-adjoint Extensions of Schrödinger Operators with ?-magnetic Fields on Riemannian Manifolds

Acta Polytechnica, 2010
We consider the magnetic Schr¨odinger operator on a Riemannian manifold M. We assume the magnetic field is given by the sum of a regular field and the Dirac δ measures supported on a discrete set Γ in M.
T. Mine
doaj  

The unified transform method for linear initial-boundary value problems: a spectral interpretation [PDF]

, 2014
It is known that the unified transform method may be used to solve any well-posed initial-boundary value problem for a linear constant-coefficient evolution equation on the finite interval or the half-line.
Smith, David A.
core