Title: Morrey spaces: introduction and applications to integral operators and PDE's/Yoshihiro
Sawano, Giuseppe Di Fazio, Denny Ivanal Hakim. Description: First edition.| Boca Raton …

Given a càdlàg process X on a filtered measurable space, we construct a version of its
semimartingale characteristics which is measurable with respect to the underlying …

We consider the problem of optimal investment with intermediate consumption in the
framework of an incomplete semimartingale model of a financial market. We show that a …

Purpose To reveal the hazard probability of individual breast cancer patients, a multi-task
banded regression model is proposed for individual survival analysis of breast cancer …

This book offers a modern approach to the theory of continuous-time stochastic processes
and stochastic calculus. The content is treated rigorously, comprehensively, and …

We give a construction of an explicit mapping Ψ: D (0,∞), ℝ)→ D (0,∞), ℝ),
Ψ:D(0,∞),R)→D(0,∞),R), where D (0,∞), ℝ) D(0,∞),R) denotes the class of real valued rcll …

We prove a version of the fundamental theorem of asset pricing (FTAP) in continuous time
that is based on the strict no-arbitrage condition and that is applicable to both frictionless …

In this paper, we construct the utility‐based optimal hedging strategy for a European‐type
option in the Almgren‐Chriss model with temporary price impact. The main mathematical …

For over two millennia, Aristotle's logic has ruled over the thinking of western intellectuals.
All precise theories, all scientific models, even models of the process of thinking itself, have …

The foundation of the modern probability theory was done by AN Kolmogorov in his
monograph appeared as “Grundbegriffe der Wahrscheinlichkeitsrechtung” in 1933. Since …