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The paper develops no arbitrage results for trajectory based models by imposing general constraints on the trading portfolios. The main condition imposed, in order to avoid arbitrage opportunities, is a local continuity requirement on the…

Probability · Mathematics 2015-01-19 Alexander Alvarez , Sebastian Ferrando

We lay the ground for an Isabelle/ZF formalization of Cohen's technique of forcing. We formalize the definition of forcing notions as preorders with top, dense subsets, and generic filters. We formalize the definition of forcing notions as…

Logic in Computer Science · Computer Science 2018-11-28 Emmanuel Gunther , Miguel Pagano , Pedro Sánchez Terraf

We consider a nonlinear system, affine with respect to an unbounded control $u$ which is allowed to range in a closed cone. To this system we associate a Bolza type minimum problem, with a Lagrangian having sublinear growth with respect to…

Optimization and Control · Mathematics 2019-07-11 M. Soledad Aronna , Monica Motta , Franco Rampazzo

In this paper we solve the satisfiability problem of an extended fragment of set computable theory which "forces the infinity" by a fruitful use of the witness small model property and the theory of formative processes.

Logic · Mathematics 2013-06-28 Domenico Cantone , Pietro Ursino

In the present paper we are interested in properties of forcing notions which measure in a sense the distance between the ground model reals and the reals in the extension. We look at the ways the ``new'' reals can be aproximated by ``old''…

Logic · Mathematics 2016-09-06 Andrzej Rosłanowski , Saharon Shelah

We define the $\aleph_{1.5}$ chain condition. The corresponding forcing axiom is a generalization of Martin's Axiom and implies certain uniform failures of club--guessing on $\omega_1$ that don't seem to have been considered in the…

Logic · Mathematics 2015-01-26 David Asperó , Miguel Angel Mota

Starting from an inaccessible cardinal, we construct a model of $ZF+DC$ where there exists a mad family and all sets of reals are $\mathbb Q$-measurable for $\omega^{\omega}$-bounding sufficiently absolute forcing notions $\mathbb Q$.

Logic · Mathematics 2017-05-17 Haim Horowitz , Saharon Shelah

We generalize classical results on the existence of optimal portfolios in discrete time frictionless market models to models with capital gains taxes. We consider the realistic but mathematically challenging rule that losses do not trigger…

Mathematical Finance · Quantitative Finance 2026-02-18 Alexander Dimitrov , Christoph Kühn

I provide a novel approach to characterizing the set of interim realizable allocations, in the spirit of Matthews (1984) and Border (1991). The approach allows me to identify precisely why exact characterizations are difficult to obtain in…

Theoretical Economics · Economics 2022-10-11 Quitzé Valenzuela-Stookey

We define a certain finite set in set theory $\{x\mid\varphi(x)\}$ and prove that it exhibits a universal extension property: it can be any desired particular finite set in the right set-theoretic universe and it can become successively any…

Logic · Mathematics 2018-06-21 Joel David Hamkins , W. Hugh Woodin

We study combinatorial principles known as stick and club. Several variants of these principles and cardinal invariants connected to them are also considered. We introduce a new kind of side-by-side product of partial orders which we call…

Logic · Mathematics 2016-09-07 Sakaé Fuchino , Saharon Shelah , Lajos Soukup

We give a model where there is a ccc Souslin forcing which does not satisfy the Knaster condition. Next, we present a model where there is a sigma-linked not sigma-centered Souslin forcing such that all its small subsets are sigma-centered…

Logic · Mathematics 2016-09-06 Haim Judah , Andrzej Rosłanowski , Saharon Shelah

We study the complexity of approximating the partition function $Z_{\mathrm{Ising}}(G; \beta)$ of the Ising model in terms of the relation between the edge interaction $\beta$ and a parameter $\Delta$ which is an upper bound on the maximum…

Computational Complexity · Computer Science 2022-04-11 Andreas Galanis , Leslie Ann Goldberg , Andrés Herrera-Poyatos

We introduce the forcing property "almost strong properness" which sits between properness and strong properness. As an application, we introduce a simple forcing with finite conditions to force $\rm MRP$.

Logic · Mathematics 2021-04-23 Rahman Mohammadpour

In this paper we introduce a tree-like forcing notion extending some properties of the random forcing in the context of the generalised Cantor space and study its associated ideal of null sets and notion of measurability. This issue was…

Logic · Mathematics 2020-04-28 Sy David Friedman , Giorgio Laguzzi

We introduce a category whose objects are stationary set preserving complete boolean algebras and whose arrows are complete homomorphisms with a stationary set preserving quotient. We show that the cut of this category at a rank initial…

Logic · Mathematics 2015-07-30 Matteo Viale

We consider a transitive relation on the power set of $\omega_1$ and show if there is a maximal element with respect to this relation then there is a Kurepa tree with no Aronszajn subtree. We also show that if there is a maximal subset of…

Logic · Mathematics 2023-10-20 Hossein Lamei Ramandi , Stevo Todorcevic

A fundamental assumption in classical mechanism design is that buyers are perfect optimizers. However, in practice, buyers may be limited by their computational capabilities or a lack of information, and may not be able to perfectly…

Theoretical Economics · Economics 2022-03-28 Santiago Balseiro , Omar Besbes , Francisco Castro

We show that that a certain class of semi-proper iterations does not add omega-sequences. As a result, starting from suitable large cardinals one can obtain a model in which the Continuum Hypothesis holds and every function from omega_1 to…

Logic · Mathematics 2010-09-02 Paul Larson , Saharon Shelah

We show that if the maximum modulus of a quasiregular mapping f grows sufficiently rapidly then there exists a non-empty escaping set I(f) consisting of points whose forward orbits under iteration tend to infinity. This set I(f) has an…

Complex Variables · Mathematics 2009-01-17 Walter Bergweiler , Alastair Fletcher , Jim Langley , Janis Meyer
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