Zobrazeno 1 - 10
of 115
pro vyhledávání: '"26A99"'
The ratio of Laplace transforms of powers of a function arises in the context of auction theory. The question whether a function is uniquely identified by this ratio has been answered affirmatively, if the function is non-negative, non-decreasing and
Externí odkaz:
http://arxiv.org/abs/2312.13805
Autor:
Liu, Yuan
This paper is to build a primitive framework for a new possible extended system of real mathematical analysis - the Isomorphic Mathematical Analysis System (IMAS). It is based on some new concepts: e.g. isomorphic frame, dual-variable-isomorphic func
Externí odkaz:
http://arxiv.org/abs/2312.05350
Autor:
Cox, Sean, Elpers, Matthew
Hardin and Taylor \cite{MR2384262} proved that any function on the reals -- even a nowhere continuous one -- can be correctly predicted, based solely on its past behavior, at almost every point in time. They showed in \cite{MR3100500} that one could
Externí odkaz:
http://arxiv.org/abs/2208.09722
Trigonometry is the study of circular functions, which are functions defined on the unit circle $x^2+y^2 =1$, where distances are measured using the Euclidean norm. When distances are measured using the $L_p$-norm, we get generalized trigonometric fu
Externí odkaz:
http://arxiv.org/abs/2109.14036
Autor:
Hirai, Yuki
In this paper, we study properties of quadratic variations of c\`{a}dl\`{a}g paths within the framework of the It\^{o}--F\"{o}llmer calculus in Banach spaces. We prove a $C^1$-type transformation formula for quadratic variations. We also investigate
Externí odkaz:
http://arxiv.org/abs/2105.08262
Autor:
Klaassen, Chris A. J., Wellner, Jon A.
We formulate and prove a generalization of Hardy's inequality (Hardy,1925) in terms of random variables and show that it contains the usual (or familiar) continuous and discrete forms of Hardy's inequality. Next we improve the recent version by Li an
Externí odkaz:
http://arxiv.org/abs/2006.11818
Publikováno v:
Electronic Journal of Probability 2021, Vol. 26, paper no. 77, 1-29
Three concepts of local times for deterministic c{\`a}dl{\`a}g paths are developed and the corresponding pathwise Tanaka--Meyer formulae are provided. For semimartingales, it is shown that their sample paths a.s. satisfy all three pathwise definition
Externí odkaz:
http://arxiv.org/abs/2002.03227
Autor:
Deville Robert
Publikováno v:
Moroccan Journal of Pure and Applied Analysis, Vol 9, Iss 2, Pp 204-208 (2023)
There exist two real valued periodic functions on the real line such that, for every x ∈ ℝ, f1(x) + f2(x) = x, but it is impossible to find two real valued periodic functions on the real line such that, for every x ∈ ℝ, f1(x) + f2(x) = x2. Th
Externí odkaz:
https://doaj.org/article/b433fcc7136546aca834a90412b55f3c
Autor:
Keller-Ressel, Martin
We provide a full classification of all attainable term structure shapes in the two-factor Vasicek model of interest rates. In particular, we show that the shapes normal, inverse, humped, dipped and hump-dip are always attainable. In certain paramete
Externí odkaz:
http://arxiv.org/abs/1908.04667
Autor:
Andreev, Yuri, Richards, Trevor J
We introduce the notion of the difference quotient set of a real valued function $f$ on a set $E\subset[0,1]$, and compare this set to the range of $f$ on $E$. We discuss the measure theoretic properties of both the range and the difference quotient
Externí odkaz:
http://arxiv.org/abs/1805.06919