Results 51 to 60 of about 6,242,785 (170)

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

"Uniform Measures On Inverse Limit Spaces" [PDF]

Motivated by problems from dynamic economic models, we consider the problem of defining a uniform measure on inverse limit spaces. Let f be a function from a compact metric space X into itself where f is continuous, onto and piecewise one-to-one.
David R. Stockman
core  

Stochastic Galerkin and Monte Carlo Methods for Parabolic Problems: Numerical Performance of Variational Matrix‐Free Approximations

Proceedings in Applied Mathematics and Mechanics, Volume 26, Issue 4, December 2026.
ABSTRACT Stochastic Galerkin methods offer unexplored potential for the numerical simulation of parabolic problems with random variables, in particular if they are combined with variational discretizations of the space and time variables. Due to the high dimensionality, the solution of the arising algebraic systems do not become feasible without ...
Moataz Dawor, Nils Margenberg, Markus Bause   +2 more
wiley   +1 more source

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, Achilleas Vasileios Koukas, Jiayu (Jerry) Liu, Tadael Hailemelekot Mequanent   +3 more
wiley   +1 more source

Multiplication operators in variable Lebesgue spaces [PDF]

, 2015
In this note we will characterize the boundedness, invertibility, compactness and closedness of the range of multiplication operators on variable Lebesgue ...
Castillo, René Erlin, Ramos Fernández, Julio C., Rafeiro, Humberto   +2 more
core  

Analysis of Eigenvalue Clustering Leads to Optimal Scaling in Numerical Radiative Transfer

Numerical Linear Algebra with Applications, Volume 33, Issue 5, October 2026.
ABSTRACT We consider a multidimensional polychromatic radiative transfer (RT) problem, accounting for scattering processes in a general form, that is, anisotropic (dipole) scattering with partial frequency redistribution. Given a discrete ordinates (SN$$ {S}_N $$) discretization, we report the corresponding matrix structures, depending on the model and
Pietro Benedusi, Simone Riva, Luca Belluzzi, Stefano Serra‐Capizzano   +3 more
wiley   +1 more source

Variable Lebesgue norm estimates for BMO functions [PDF]

, 2005
summary:In this paper, we are going to characterize the space ${\rm BMO}({\mathbb R}^n)$ through variable Lebesgue spaces and Morrey spaces. There have been many attempts to characterize the space ${\rm BMO}({\mathbb R}^n)$ by using various function ...
Ho, Kwok-Pun, Diening, Lars ; https://orcid.org/, Sawano, Yoshihiro, Izuki, Mitsuo, Cheung, Ka Luen, Diening, Lars   +5 more
core   +1 more source

Multi‐Objective Bayesian Co‐Optimization of Parameterized Moving Horizon Estimation and Model Predictive Control

International Journal of Robust and Nonlinear Control, Volume 36, Issue 15, Page 7193-7213, October 2026.
ABSTRACT This paper proposes a Machine Learning (ML)‐enabled estimator‐controller design framework, in which a parameterized Model Predictive Controller (MPC) and a parameterized Moving Horizon Estimator (MHE) are jointly refined using Bayesian Optimization (BO).
Hossein Nejatbakhsh Esfahani, Javad Mohammadpour Velni   +1 more
wiley   +1 more source

Navigating Supply Shocks: Sector Resilience and Production Prices Through Stochastic Input–Output Modeling

Mathematical Finance, Volume 36, Issue 4, Page 826-845, October 2026.
ABSTRACT This study develops a novel multivariate stochastic framework for assessing systemic risks, such as climate and nature‐related shocks, within production or financial networks. By embedding a linear stochastic fluid network, interpretable as a generalized vector Ornstein–Uhlenbeck process, into the production network of interdependent ...
Giovanni Amici, Gianluca Fusai, Anna Maria Gambaro, Daniele Marazzina   +3 more
wiley   +1 more source

A Model of Strategic Sustainable Investment

Mathematical Finance, Volume 36, Issue 4, Page 771-803, October 2026.
ABSTRACT We study a problem of optimal irreversible investment and emission reduction formulated as a nonzero‐sum dynamic game between an investor with environmental preferences and a firm. The game is set in continuous‐time on an infinite‐time horizon.
Tiziano De Angelis, Caio César Graciani Rodrigues, Peter Tankov   +2 more
wiley   +1 more source