相关论文: On Finite-dimensional Term Structure models
A description is given of those sequences ${\Bbb S}= (S(0),S(1),\dots,S(l))$ of simple modules over a finite dimensional algebra for which there are only finitely many uniserial modules with consecutive composition factors…
We refine and advance the study of the local structure of idempotent finite algebras started in [A.Bulatov, The Graph of a Relational Structure and Constraint Satisfaction Problems, LICS, 2004]. We introduce a graph-like structure on an…
A heat kernel approach is proposed for the development of a general, flexible, and mathematically tractable asset pricing framework in finite time. The pricing kernel, giving rise to the price system in an incomplete market, is modelled by…
The curve time series framework provides a convenient vehicle to accommodate some nonstationary features into a stationary setup. We propose a new method to identify the dimensionality of curve time series based on the dynamical dependence…
We introduce a generalization of variations of Hodge structures living over moduli spaces of non-commutative deformations of complex manifolds. Hodge structure associated with a point of such moduli space is an element of Sato type…
This is a survey on the theory of adaptive finite element methods (AFEMs), which are fundamental in modern computational science and engineering but whose mathematical assessment is a formidable challenge. We present a self-contained and…
Let $P$ be a finite full-dimensional point configuration in $\mathbb{R}^d$. We show that if a point configuration $Q$ has the property that all finite chirotopes realizable by adding (generic) points to $P$ are also realizable by adding…
In this thesis we investigate finite size effects in 1+1 dimensional integrable QFT. In particular we consider matrix elements of local operators (finite volume form factors) and vacuum expectation values and correlation functions at finite…
We study finite dimensional representations over some Noetherian algebras over a field of characteristic zero. More precisely, we give necessary and sufficient conditions for the category of locally finite dimensional representations to be…
To every finite-dimensional $\mathbb C$-algebra $\Lambda$ of finite representation type we associate an affine variety. These varieties are a large generalization of the varieties defined by "$u$ variables" satisfying "$u$-equations", first…
We study countable embedding-universal and homomorphism-universal structures and unify results related to both of these notions. We show that many universal and ultrahomogeneous structures allow a concise description (called here a finite…
The main result of this paper is a probabilistic construction of finite rigid structures. It yields a finitely axiomatizable class of finite rigid structures where no L^omega_{infty, omega} formula with counting quantifiers defines a linear…
In this article, we further develop the thermodynamic formalism of affine iterated function systems with countably many transformations by showing the existence and extending earlier characterisations of the equilibrium states of finite…
We consider a stochastic factor financial model where the asset price process and the process for the stochastic factor depend on an observable Markov chain and exhibit an affine structure. We are faced with a finite time investment horizon…
In this paper, a finite-state mean-reverting model for the short-rate, based on the continuous time Ehrenfest process, will be examined. Two explicit pricing formulae for zero-coupon bonds will be derived in the general and the special…
This paper investigates the continuous-time limit of score-driven models with long memory. By extending score-driven models to incorporate infinite-lag structures with coefficients exhibiting heavy-tailed decay, we establish their weak…
Given a canonical algebraically integrable foliation on a klt projective variety, we study the variation of the ample models of the associated adjoint foliated structures with respect to the parameter. When the foliation is of general type,…
We present a rigorous framework for the local analysis of canards and slow passages through bifurcations in a wide class of infinite-dimensional dynamical systems with time-scale separation. The framework is applicable to models where an…
Based on the shearlet transform we present a general construction of continuous tight frames for $L^2(\mathbb{R}^2)$ from any sufficiently smooth function with anisotropic moments. This includes for example compactly supported systems,…
We present new examples of finite-dimensional Nichols algebras over fields of positive characteristic. The corresponding braided vector spaces are not of diagonal type, admit a realization as Yetter-Drinfeld modules over finite abelian…