Related papers: Existence and Uniqueness of Recursive Utility Mode…

We give an overview of recent developments around a characteristic class version of the Hodge index theorem for singular complex algebraic varieties. This was formulated by Brasselet-Schuermann-Yokura as a conjecture expressing the…

This paper builds a rule for decisionmaking from the physical behavior of single neurons, the well established neural circuitry of mutual inhibition, and the evolutionary principle of natural selection. No axioms are used in the derivation…

We consider a popular model of microeconomics with countably many assets: the Arbitrage Pricing Model. We study the problem of optimal investment under an expected utility criterion and look for conditions ensuring the existence of optimal…

This paper is about the bar recursion operator in the context of classical realizability. After the pioneering work of Berardi, Bezem & Coquand [1], T. Streicher has shown [10], by means of their bar recursion operator, that the…

We present a fully abstract model of a call-by-value language with higher-order functions, recursion and natural numbers, as an exponential ideal in a topos. Our model is inspired by the fully abstract models of O'Hearn, Riecke and…

As a firm varies the price of a product, consumers exhibit reference effects, making purchase decisions based not only on the prevailing price but also the product's price history. We consider the problem of learning such behavioral…

Standard decision theory seeks conditions under which a preference relation can be compressed into a single real-valued function. However, when preferences are incomplete or intransitive, a single function fails to capture the agent's…

We formulate conditions for the solvability of the problem of robust utility maximization from final wealth in continuous time financial markets, without assuming weak compactness of the densities of the uncertainty set, as customary in the…

We consider a problem of an optimal consumption strategy on the infinite time horizon when the short-rate is a diffusion process. General existence and uniqueness theorem is illustrated by the Vasicek and so-called invariant interval…

We study Maxwell's equations in conducting media with perfectly conducting boundary conditions on Lipschitz domains, allowing rough material coefficients and $L^2$-data. Our first contribution is a direct proof of well-posedness of the…

The theory of ``Markov-up'' processes is being developed. This is a new class of stochastic processes with ``partial'' markovian features; it could also be called ``one-sided Markov''. Such a behavior may be found in the real world and in…

We establish formulae that explain how the topological Goresky-MacPherson characteristic L-classes as well as the Hodge-theoretic Hirzebruch characteristic classes defined by Brasselet, Sch\"urmann and Yokura transform under Gysin…

In the past four decades, research on count time series has made significant progress, but research on $\mathbb{Z}$-valued time series is relatively rare. Existing $\mathbb{Z}$-valued models are mainly of autoregressive structure, where the…

To choose between two discrete goods, a consumer pays attention to only those with prices below a threshold. From these, she chooses her most preferred good. We assume consumers in a population have the same preference but may have…

One shows that for two C^*-algebras A_1 and A_2 any continuous function on Prim(A_1)\times Prim(A_2) can be continuously extended to Prim(A_1\otimes A_2) provided it takes its values in a T_1 topological space. This generalizes a 1977…

High-utility sequential pattern mining is an emerging topic in the field of Knowledge Discovery in Databases. It consists of discovering subsequences having a high utility (importance) in sequences, referred to as high-utility sequential…

We consider an extension of first-order logic with a recursion operator that corresponds to allowing formulas to refer to themselves. We investigate the obtained language under two different systems of semantics, thereby obtaining two…

We introduce a new class of combinatorial markets in which agents have covering constraints over resources required and are interested in delay minimization. Our market model is applicable to several settings including scheduling, cloud…

The LSW model with encounters has been suggested by Lifshitz and Slyozov as a regularization of their classical mean-field model for domain coarsening to obtain universal self-similar long-time behavior. We rigorously establish that an…

For which sets A does there exist a mapping, computed by a total or partial recursive function, such that the mapping, when its domain is restricted to A, is a 1-to-1, onto mapping to $\Sigma^*$? And for which sets A does there exist such a…