相关论文: Multiple Exchange Property for M$^\natural$-concav…
We study real-valued, continuous and translation invariant valuations defined on the space of quasi-concave functions of N variables. In particular, we prove a homogeneous decomposition theorem of McMullen type, and we find a representation…
The swap Monte Carlo algorithm combines the translational motion with the exchange of particle species, and is unprecedentedly efficient for some models of glass former. In order to clarify the physics underlying this acceleration, we study…
A natural explicit condition is given ensuring that an action of the multiplicative monoid of non-negative reals on a manifold F comes from homotheties of a vector bundle structure on F, or, equivalently, from an Euler vector field. This is…
We introduce a notion of substitutability for correspondences and establish a monotone comparative static result, unifying results such as the inverse isotonicity of M-matrices, Berry, Gandhi and Haile's identification of demand systems,…
Macaulay Duality, between quotients of a polynomial ring over a field, annihilated by powers of the variables, and finitely generated submodules of the ring's graded dual, is generalized over any Noetherian ring, and used to provide…
A financial market model where agents trade using realistic combinations of buy-and-hold strategies is considered. Minimal assumptions are made on the discounted asset-price process - in particular, the semimartingale property is not…
This paper examines the applicability of the Skorokhod representation theorem in filtrated probability spaces for the utility maximization problem in the Kabanov conic model of multi-asset markets with proportional transaction costs. A key…
Mackey functors provide the coefficient systems for equivariant cohomology theories. More generally, enriched presheaf categories provide a classification and organization for many stable model categories of interest. Changing enrichments…
In this communication, some economic models given by functional mappings are addressed. These are models for random markets where agents trade by pairs and exchange their money in a random and conservative way. They display the exponential…
A matroid is Ingleton if all quadruples of subsets of its ground set satisfy Ingleton's inequality. In particular, representable matroids are Ingleton. We show that the number of Ingleton matroids on ground set $[n]$ is doubly exponential…
Ladder diagrams are relevant for the study of bound states. The condition upon the coupling strength for the existence of a bound state has been deduced in a scalar field theory for the case of low mass exchanges. We apply this approach to…
This paper provides an unique dual representation of set-valued lower semi-continuous quasiconvex and convex functions. The results are based on a duality result for increasing set valued functions.
The shuffle product plays an important role in the study of multiple zeta values. This is expressed in terms of multiple integrals, and also as a product in a certain non-commutative polynomial algebra over the rationals in two…
Following up on our previous work, we study single-element extensions of transversal valuated matroids. We show that tropical presentations of valuated matroids with a minimal set of finite entries enjoy counterparts of the properties…
To a vector configuration one can associate a polynomial ideal generated by powers of linear forms, known as a power ideal, which exhibits many combinatorial features of the matroid underlying the configuration. In this note we observe that…
We classify the complementary vectors of doubly Cohen-Macaulay complexes. This proves a conjecture of Swartz, negatively answers a question of Athanasiadis and Tzanaki, and gives new bounds on the number of independent sets in a matroid.…
We prove a robust super-hedging duality result for path-dependent options on assets with jumps, in a continuous time setting. It requires that the collection of martingale measures is rich enough and that the payoff function satisfies some…
In continuous-time portfolio selection for non-concave utility functions, the martingale duality approach is widely adopted in complete markets, while the dynamic programming approach may sometimes lead to singular solutions of the…
In this paper, we study the martingale property for a Scott correlated stochastic volatility model, when the correlation coefficient between the Brownian motion driving the volatility and the one driving the asset price process is…
The complex analytic methods have found a wide range of applications in the study of multiplicity-free representations. This article discusses, in particular, its applications to the question of restricting highest weight modules with…