Zobrazeno 1 - 10
of 644
pro vyhledávání: '"P, Herdegen"'
Autor:
Herdegen, Andrzej
Publikováno v:
J. Math. Phys. 36 (1995) 4044-4086
Asymptotic properties of classical field electrodynamics are considered. Special attention is paid to the long-range structure of the electromagnetic field. It is shown that conserved Poincare quantities may be expressed in terms of the asymptotic fi
Externí odkaz:
http://arxiv.org/abs/2411.13977
We revisit the classical topic of quadratic and linear mean-variance equilibria with both financial and real assets. The novelty of our results is that they are the first allowing for equilibrium prices driven by general semimartingales and hold in d
Externí odkaz:
http://arxiv.org/abs/2408.03134
We study liquidity provision in the presence of exogenous competition. We consider a `reference market maker' who monitors her inventory and the aggregated inventory of the competing market makers. We assume that the competing market makers use a `ru
Externí odkaz:
http://arxiv.org/abs/2407.17393
Risk and utility functionals are fundamental building blocks in economics and finance. In this paper we investigate under which conditions a risk or utility functional is sensitive to the accumulation of losses in the sense that any sufficiently larg
Externí odkaz:
http://arxiv.org/abs/2405.12154
Autor:
Herdegen, Andrzej
The infrared problems of quantum electrodynamics, in contrast to ultraviolet difficulties which are of technical nature, are related to fundamental, conceptual physical questions, such as: what is a charged particle, is the particle interpretation of
Externí odkaz:
http://arxiv.org/abs/2403.09234
The Merton investment-consumption problem is fundamental, both in the field of finance, and in stochastic control. An important extension of the problem adds transaction costs, which is highly relevant from a financial perspective but also challengin
Externí odkaz:
http://arxiv.org/abs/2402.08387
Autor:
Herdegen, Andrzej
Publikováno v:
Acta Phys. Pol. B 55, 3-A3 (2024)
The memory effect in electrodynamics, as discovered in 1981 by Staruszkiewicz, and also analysed later, consists of adiabatic shift of the position of a test particle. The proposed 'velocity kick' memory effect, supposedly discovered recently, is in
Externí odkaz:
http://arxiv.org/abs/2311.06325
Autor:
Herdegen, Andrzej
The extended algebra of the free electromagnetic fields, including infrared singular fields, and the almost radial gauge, both introduced earlier, are postulated for the construction of the quantum electrodynamics in a Hilbert space (no indefinite me
Externí odkaz:
http://arxiv.org/abs/2310.20560
Autor:
Herdegen, Martin, Munari, Cosimo
We provide an elementary proof of the dual representation of Expected Shortfall on the space of integrable random variables over a general probability space. Unlike the results in the extant literature, our proof only exploits basic properties of qua
Externí odkaz:
http://arxiv.org/abs/2306.14506
Autor:
Raphaela Staltner, Sarah Valder, Maximilian F. Wodak, Magdalena Köpsel, Volker Herdegen, Tuba Esatbeyoglu, Tihomir Kostov, Patrick Diel, Ina Bergheim
Publikováno v:
npj Science of Food, Vol 8, Iss 1, Pp 1-8 (2024)
Abstract Sugar beverages are discussed as critical in the development of metabolic endotoxemia. Here, employing a cross-over design study we assessed the effect of diluted cloudy apple juice (AJ), an iso-caloric and -sweetened placebo (P), or water (
Externí odkaz:
https://doaj.org/article/401b7c686d324a59a7c7380ee2b02706
