Related papers: On representing and hedging claims for coherent ri…
This paper presents finite-time and fixed-time stabilization results for inhomogeneous abstract evolution problems, extending existing theories. We prove well-posedness for strong and weak solutions, and estimate upper bounds for settling…
We study the stability of multiple almost circular concentrated vortices in a fluid evolving according to the two-dimensional Euler equations. We show that, for general configurations, they must remain concentrated on time-scales much…
The intuition of risk is based on two main concepts: loss and variability. In this paper, we present a composition of risk and deviation measures, which contemplate these two concepts. Based on the proposed Limitedness axiom, we prove that…
In two earlier papers we derived congruence formats with regard to transition system specifications for weak semantics on the basis of a decomposition method for modal formulas. The idea is that a congruence format for a semantics must…
The results on the mean-variance hedging problem in Gouri\'eroux, Laurent and Pham (1998), Rheinl\"ander and Schweizer (1997) and Arai (2005) are extended to discontinuous semimartingale models. When the num\'eraire method is used, we only…
In this letter, by regarding finite-time stability as an inverse problem, we reveal the essence of finite-time stability and fixed-time stability. Some necessary and sufficient conditions are given. As application, we give a new approach…
Assuming that $(X_t)_{t\in\Z}$ is a vector valued time series with a common marginal distribution admitting a density $f$, our aim is to provide a wide range of consistent estimators of $f$. We consider different methods of estimation of…
Volatility is the canonical measure of financial risk, a role largely inherited from Modern Portfolio Theory. Yet, its universality rests on restrictive efficiency assumptions that render volatility, at best, an incomplete proxy for true…
We present a stability and convergence theory for the lossy Helmholtz equation and its Galerkin discretization. The boundary conditions are of Robin type. All estimates are explicit with respect to the real and imaginary part of the complex…
For nonlinear discrete time systems satisfying a controllability condition, we present a stability condition for model predictive control without stabilizing terminal constraints or costs. The condition is given in terms of an analytical…
In this paper, we analyze a scheme for the time-dependent variable density Navier-Stokes equations. The algorithm is implicit in time, and the space approximation is based on a low-order staggered non-conforming finite element, the…
The formation of velocity vortices and density clusters is an intriguing phenomenon of freely cooling granular flows. In this work, the critical length scale $L_c$ for the onset of instability is determined via stability analysis of the…
A random vector ${\bf X}$ is weakly stable iff for all $a,b \in \mathbb{R}$ there exists a random variable $\Theta$ such that $a{\bf X} + b {\bf X}' \stackrel{d}{=} {\bf X} \Theta$, where $X'$ is an independent copy of $X$ and $\Theta$ is…
We examine the stabilization of the two typical moduli, the length $\rho$ of the eleventh segment and the volume $V$ of the internal six manifold, in compactified heterotic $M$-theory. It is shown that, under certain conditions, the…
In limited data computerized tomography, the 2D or 3D problem can be reduced to a family of 1D problems using the differentiated backprojection (DBP) method. Each 1D problem consists of recovering a compactly supported function $f \in…
We study the stability of unitary quantum dynamics of composite systems (for example: central system + environment) with respect to weak interaction between the two parts. Unified theoretical formalism is applied to study different physical…
The aim of the note is to proof a regularity result for weak solutions to the Navier-Stokes equations that are locally in $L_\infty(L^{3,\infty})$. It reads that, in a sense, the number of singular points at each time is at most finite. Our…
In this note, we study monotone dynamical systems with respect to polyhedral cones. Using the half-space representation and the vertex representation, we propose three equivalent conditions to certify monotonicity of a dynamical system with…
This paper is concerned with the study of the consistency of a variational method for probability measure quantization, deterministically realized by means of a minimizing principle, balancing power repulsion and attraction potentials. The…
We consider finite-dimensional real vector spaces $X$ ordered by a closed cone $X_+$ with non-empty interior and study eventual nonnegativity of matrix semigroups $(e^{tA})_{t \ge 0}$ with respect to this cone. Our first contribution is the…