Related papers: A note comprising a negative resolution of the Eff…
In the short note, we describe a sampling construction that yields a sequence of graphons converging to a prescribed limit graphon in 1-norm. This convergence is stronger than the convergence in the cut norm, usually used to study graphon…
A critical review is presented on the most recent attempt to generally explain the notion of "statistical symmetry". This particular explanation, however, is incomplete and misses one important and essential aspect. The aim of this short…
This article presents an equivalent formulation of the implicit complementarity problem. We demonstrate that solution of the equivalent formulation is equivalent to the solution of the implicit complementarity problem. Moreover, we provide…
In general it is not clear which kind of information is supposed to be used for calculating the fair value of a contingent claim. Even if the information is specified, it is not guaranteed that the fair value is uniquely determined by the…
In an incomplete Brownian-motion market setting, we propose a convex monotonic pricing functional for nonattainable bounded contingent claims which is compatible with prices for attainable claims. The pricing functional is defined as the…
In this note, we state various generalisations of the Nakano vanishing theorem under weak positivity assumptions, and compare them with the known results.
In this paper, we show that the stability analysis in the paper A note on stability of fractional logistic maps, Appl. Math. Lett. 125 (2022) 107787 is incorrect and repeat a proof of a theorem on the convergence of a convolution of the…
We investigate expected utility maximization problems from the terminal liquidation value in continuous time in markets with transaction costs and one fixed consistent price system, where a non-concave utility function is defined on the…
We study an optimal execution problem in the infinite horizon setup. Our financial market is given by the Black-Scholes model with a linear price impact. The main novelty of the current note is that we study the constrained case where the…
This short note provides a systematic construction of market models without unbounded profits but with arbitrage opportunities.
This note presents selected values of definite integrals whose integrand contains a power of the Dedekind function having imaginary argument.
This paper addresses the robust counterparts of optimization problems containing sums of maxima of linear functions. These problems include many practical problems, e.g.~problems with sums of absolute values, and arise when taking the…
This talk is a digest of Ref.[1](E.Gotsman,E. Levin and U. Maor: TAUP 2416/97, hep-ph/9705205,Phys. Lett. (in press)) where a new mechanism for hard inclusive production, which leads to a violation of the factorization theorem (FT), is…
This paper focuses on the problem of energy imbalance management in amicrogrid. The problem is investigated from the power market perspective. Unlike the traditional power grid, a microgrid can obtain extra energy froma renewable energy…
Sharp asymptotic lower bounds of the expected quadratic variation of discretization error in stochastic integration are given. The theory relies on inequalities for the kurtosis and skewness of a general random variable which are themselves…
This short note present a "proof" of $P\neq NP$. The "proof" with double quotation marks is to indicate that we do not know whether the proof is correct or not (We're confused because we do know in which we make the mistakes).
New cases of the multiplicity conjecture are considered.
In this note, it is shown that the results claimed in the paper [1]---as well as the examples presented there---are, unfortunately, incorrect.
In this note, we shall give an improved lower bound for the argument of a power of a given algebraic number which has absolute value one but is not a root of unity.
This is an expository paper, giving a simplified proof of the cubic case of the main conjecture for Vinogradov's mean value theorem.