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We construct analytic and numerical solutions of the Fokker-Planck equation that arises in the context of stochastic inflation. We use these solutions to derive necessary conditions for eternal inflation on the higher derivatives of the…

High Energy Physics - Theory · Physics 2019-08-14 Tom Rudelius

Two qualitatively different modes of ending superluminal expansion are possible in extended inflation. One mode, different from the one envoked in most extended models to date, easily avoids making big bubbles that distort the cosmic…

Astrophysics · Physics 2009-09-15 R. Crittenden , Paul J. Steinhardt

The purpose of this paper relies on the study of long term yield curves modeling. Inspired by the economic litterature, it provides a financial interpretation of the Ramsey rule that links discount rate and marginal utility of aggregate…

Computational Finance · Quantitative Finance 2014-04-08 Nicole El Karoui , Caroline Hillairet , Mohamed Mrad

We offer mathematical tractability and new insights for a framework of exponential utility with non-negative consumption, a constraint often omitted in the literature giving rise to economically unviable solutions. Specifically, using the…

Portfolio Management · Quantitative Finance 2019-06-27 Roman Muraviev

Many countries impose regulatory restrictions on lending rates known as interest rate caps. In most cases, these restrictions apply to the effective (rather than nominal) interest rate, a measure which incorporates all commissions and fees…

General Economics · Economics 2026-04-14 Mikhail V. Sokolov

The meaning of the inflationary slow-roll approximation is formalised. Comparisons are made between an approach based on the Hamilton-Jacobi equations, governing the evolution of the Hubble parameter, and the usual scenario based on the…

Astrophysics · Physics 2009-10-22 Andrew R. Liddle , Paul Parsons , John D. Barrow

Traditionally, inflationary models are analyzed in terms of parameters such as the scalar spectral index ns and the tensor to scalar ratio r, while dark energy models are studied in terms of the equation of state parameter w. Motivated by…

Cosmology and Nongalactic Astrophysics · Physics 2014-11-20 Stéphane Ilic , Martin Kunz , Andrew R. Liddle , Joshua A. Frieman

During the inflationary epoch,geometry of the universe may be described by quasi-de Sitter space. On the other hand,maximally extended de Sitter metric in the comoving coordinates accords with a special FLRW model with positive spatial…

General Relativity and Quantum Cosmology · Physics 2016-01-20 A. A. Asgari , A. H. Abbassi

We provide four novel results for nonhomothetic Constant Elasticity of Substitution preferences (Hanoch, 1975). First, we derive a closed-form representation of the expenditure function of nonhomothetic CES under relatively flexible…

General Economics · Economics 2023-11-14 Clement E. Bohr , Martí Mestieri , Emre Enes Yavuz

Monetary inflation is a sustained increase in the money supply than can result in price inflation, which is a rise in the general level of prices of goods and services. The objectives of this paper were to develop economic models to (1)…

General Finance · Quantitative Finance 2021-09-28 Laurence Francis Lacey

The potential during inflation must be very flat in, at least, the direction of the inflaton. In renormalizable global supersymmetry, flat directions are ubiquitous, but they are not preserved in a generic supergravity theory. It is known…

High Energy Physics - Theory · Physics 2009-09-29 Mary K. Gaillard , David H. Lyth , Hitoshi Murayama

We develop a new class of chaotic inflation models with spontaneously broken conformal invariance. Observational consequences of a broad class of such models are stable with respect to strong deformations of the scalar potential. This…

High Energy Physics - Theory · Physics 2015-06-16 Renata Kallosh , Andrei Linde

We show how a stochastic version of the Lagrange multiplier method can be combined with the stochastic maximum principle for jump diffusions to solve certain constrained stochastic optimal control problems. Two different terminal…

Optimization and Control · Mathematics 2019-02-28 Kristina Rognlien Dahl , Espen Stokkereit

We explore possible constraints on the inflationary equation state: p=w\rho. While w must be close to -1 for those modes that contribute to the observed power spectrum, for those modes currently out of experimental reach, the constraints on…

Cosmology and Nongalactic Astrophysics · Physics 2015-05-19 Lotty Ackerman , Willy Fischler , Sandipan Kundu , Navin Sivanandam

We consider the problem of maximizing expected utility from consumption in a constrained incomplete semimartingale market with a random endowment process, and establish a general existence and uniqueness result using techniques from convex…

Portfolio Management · Quantitative Finance 2008-12-10 Ioannis Karatzas , Gordan Zitkovic

The Lambert W function has utility for solving various exponential and logarithmic equations arranged in the form of $g(x)e^{g(x)}$. Using the Lambert W function and tetration, a variety of categorized inversion formulas are presented.…

General Mathematics · Mathematics 2020-10-27 Sidney Edwards

We note that the essential idea of inflation, that the universe underwent a brief period of accelerated expansion followed by a long period of decelerated expansion, can be encapsulated in a "closure condition" which relates the amount of…

Astrophysics · Physics 2010-12-28 Latham Boyle , Paul J. Steinhardt

A natural combination of the first and second derivatives of the scalar potential was achieved in a framework of an alternative refined de Sitter conjecture recently proposed in the literature. In this work, we study various inflation…

General Relativity and Quantum Cosmology · Physics 2022-12-07 Jureeporn Yuennan , Phongpichit Channuie

Toy models for the Hubble rate or the scalar field potential have been used to analyze the amplification of scalar perturbations through a smooth transition from inflation to the radiation era. We use a Hubble rate that arises consistently…

General Relativity and Quantum Cosmology · Physics 2015-06-25 Roy Maartens , Daniel Tilley

A thin wall approximation is exploited to describe a global monopole coupled to gravity. The core is modelled by de Sitter space; its boundary by a thin wall with a constant energy density; its exterior by the asymptotic Schwarzschild…

General Relativity and Quantum Cosmology · Physics 2009-10-31 Inyong Cho , Jemal Guven