Results 31 to 40 of about 1,325 (109)
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
Convergence to the Uniform Distribution of Vectors of Partial Sums Modulo One with a Common Factor
Journal of Theoretical ProbabilityIn this work, we prove the joint convergence in distribution of $q$ variables modulo one obtained as partial sums of a sequence of i.i.d. square integrable random variables multiplied by a common factor given by some function of an empirical mean of the same sequence. The limit is uniformy distributed over $[0,1]^q$.
Flenghi, Roberta, Jourdain, Benjamin
openaire +3 more sources
Aggregation and the Structure of Value
Noûs, EarlyView.ABSTRACT Roughly, the view I call “Additivism” sums up value across time and people. Given some standard assumptions, I show that Additivism follows from two principles. The first says that how lives align in time cannot, in itself, matter. The second says, roughly, that a world cannot be better unless it is better within some period or another.
Weng Kin San
wiley +1 more source
Colourings of Uniform Group Divisible Designs and Maximum Packings
Journal of Combinatorial Designs, Volume 34, Issue 9, Page 437-456, September 2026.ABSTRACT A weak c‐colouring of a design is an assignment of colours to its points from a set of c available colours, such that there are no monochromatic blocks. A colouring of a design is block‐equitable, if for each block, the number of points coloured with any available pair of colours differ by at most one.
Andrea C. Burgess +6 more
wiley +1 more source
Self‐Similar Blowup for the Cubic Schrödinger Equation
Communications on Pure and Applied Mathematics, Volume 79, Issue 8, Page 1831-1918, August 2026.ABSTRACT We give a rigorous proof for the existence of a finite‐energy, self‐similar solution to the focusing cubic Schrödinger equation in three spatial dimensions. The proof is computer‐assisted and relies on a fixed point argument that shows the existence of a solution in the vicinity of a numerically constructed approximation.
Roland Donninger, Birgit Schörkhuber
wiley +1 more source
Invariant Measure and Universality of the 2D Yang–Mills Langevin Dynamic
Communications on Pure and Applied Mathematics, Volume 79, Issue 8, Page 1973-2102, August 2026.ABSTRACT We prove that the Yang–Mills (YM) measure for the trivial principal bundle over the two‐dimensional torus, with any connected, compact structure group, is invariant for the associated renormalised Langevin dynamic. Our argument relies on a combination of regularity structures, lattice gauge‐fixing and Bourgain's method for invariant measures ...
Ilya Chevyrev, Hao Shen
wiley +1 more source
Inference on Common Trends in a Cointegrated Nonlinear SVAR
Oxford Bulletin of Economics and Statistics, Volume 88, Issue 4, Page 658-676, August 2026.ABSTRACT We consider the problem of performing inference on the number of common stochastic trends when data is generated by a cointegrated CKSVAR (a two‐regime, piecewise affine SVAR; Mavroeidis, 2021), using a modified version of the Breitung (2002) multivariate variance ratio test that is robust to the presence of nonlinear cointegration (of a known
James A. Duffy, Xiyu Jiao
wiley +1 more source
Advanced Physics Research, Volume 5, Issue 7, July 2026.ABSTRACT We introduce a family of bosonic quantum error‐correcting codes built as a rotation‐symmetric superposition of squeezed vacuum states, which promise protection against both loss and dephasing noise channels. The robustness of these “squeezed‐vacuum codes” arises from being arranged at evenly spaced angles in phase‐space, and simultaneously in ...
Nir Gutman +4 more
wiley +1 more source
A Novel Sequential Monte Carlo Algorithm for Parameter Estimation in Eco‐Hydrological Models
Water Resources Research, Volume 62, Issue 7, July 2026.Abstract Bayesian inference offers a flexible framework for parameter estimation and uncertainty quantification in eco‐hydrological models. However, simultaneously achieving robust posterior exploration and high computational efficiency for multimodal, high‐dimensional, and computationally intensive targets remains challenging for the widely used ...
Cong Xu +4 more
wiley +1 more source
The Zarankiewicz problem on tripartite graphs
Journal of the London Mathematical Society, Volume 114, Issue 1, July 2026.Abstract In 1975, Bollobás, Erdős, and Szemerédi asked for the smallest τ$\tau$ such that an n×n×n$n \times n \times n$ tripartite graph with minimum degree n+τ$n + \tau$ must contain Kt,t,t$K_{t, t, t}$, conjecturing that τ=O(n1/2)$\tau = \mathcal {O}(n^{1/2})$ for t=2$t = 2$.
Francesco Di Braccio +1 more
wiley +1 more source