Results 81 to 90 of about 14,589,045 (236)
Relative Arbitrage Opportunities With Interactions Among N Investors
Mathematical Finance, EarlyView.ABSTRACT The relative arbitrage portfolio outperforms a benchmark portfolio over a given time‐horizon with probability one. With market price of risk processes depending on the market portfolio and investors, this paper analyzes the multi‐agent optimization of relative arbitrage opportunities in the coupled system of market and wealth dynamics.
Tomoyuki Ichiba, Nicole Tianjiao Yang
wiley +1 more source
Mathematical Finance, EarlyView.ABSTRACT We extend the notion of forward performance criteria to settings with random endowment in incomplete markets. Building on these results, we introduce and develop the novel concept of forward optimized certainty equivalent (forward OCE), which offers a genuinely dynamic valuation mechanism that accommodates progressively adaptive market model ...
Gechun Liang +2 more
wiley +1 more source
Well-posedness of the water-waves equations [PDF]
Journal of the American Mathematical Society, 2005 We prove that the water-waves equations (i.e., the inviscid Euler equations with free surface) are well-posed locally in time in Sobolev spaces for a fluid layer of finite depth, either in dimension 2 2
openaire +3 more sources
Coordinating Bank Dividend and Capital Regulation
Mathematical Finance, EarlyView.ABSTRACT This paper examines how state‐dependent dividend restrictions (taxes and bans) and capital requirements influence a bank's capital buffer accumulation and risk‐taking decisions. In the model, the bank distributes dividends and issues costly equity to maximise shareholder value, while its loans generate stochastic income under time‐varying ...
Salvatore Federico +2 more
wiley +1 more source
Well-posedness of KdV type equations
Electronic Journal of Differential Equations, 2012 In this work, we study the initial value problems associated to some linear perturbations of KdV equations. Our focus is in the well-posedness issues for initial data given in the L^2-based Sobolev spaces.
Xavier Carvajal, Mahendra Panthee
doaj
Stability of Viscous Three‐Dimensional Stratified Couette Flow via Dispersion and Mixing
Communications on Pure and Applied Mathematics, Volume 79, Issue 12, Page 2435-2490, December 2026.ABSTRACT This article explores the stability of stratified Couette flow in the viscous 3d$3d$ Boussinesq equations. In this system, mixing effects arise from the shearing background, and gravity acts as a restoring force leading to dispersive internal gravity waves.
Michele Coti Zelati +2 more
wiley +1 more source
A well-posedness result for an extended KdV equation
Partial Differential Equations in Applied MathematicsAmong the most interesting things Russell discovered was there is a mathematical relation between the height of the wave, the depth of the wave when water at rest and the speed at which the wave travels.
M. Berjawi, T. El Arwadi, S. Israwi
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On the well-posedness of differential quasi-variational-hemivariational inequalities
Open Mathematics, 2020 The goal of this paper is to discuss the well-posedness and the generalized well-posedness of a new kind of differential quasi-variational-hemivariational inequality (DQHVI) in Hilbert spaces.
Cen Jinxia +3 more
doaj +1 more source
Clinical and Translational Discovery, Volume 6, Issue 6, December 2026.Teleport‐stabilised quantum‐walk transport for robust neoantigen ranking in near‐tie regimes. The analysis proceeds from patient‐conditioned candidate definition to weighted evidence‐graph construction, quotient‐basin compression, continuous‐time quantum‐walk (CTQW)/discrete‐time quantum walk (DTQW) transport, teleport‐consensus stabilisation, ABHA ...
Ioannis Grigoriadis
wiley +1 more source
Magnetic Resonance in Medicine, Volume 96, Issue 6, Page 2803-2811, December 2026.ABSTRACT Purpose To develop SAFE, a self‐calibrated framework to estimate B1+ and B0 field inhomogeneities directly from conventional magnetic resonance fingerprinting (MRF) acquisitions and improve its quantification accuracy. Methods SAFE utilized a two‐step approach. First, two physics‐informed image markers are extracted from the MRF data to create
Mengze Gao +13 more
wiley +1 more source