Displaying similar documents to “The Doob inequality and strong law of large numbers for multidimensional arrays in general Banach spaces”

Novel method for generalized stability analysis of nonlinear impulsive evolution equations

JinRong Wang, Yong Zhou, Wei Wei (2012)

Kybernetika

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In this paper, we discuss some generalized stability of solutions to a class of nonlinear impulsive evolution equations in the certain piecewise essentially bounded functions space. Firstly, stabilization of solutions to nonlinear impulsive evolution equations are studied by means of fixed point methods at an appropriate decay rate. Secondly, stable manifolds for the associated singular perturbation problems with impulses are compared with each other. Finally, an example on initial boundary...

Optimality of replication in the CRR model with transaction costs

Marek Rutkowski (1998)

Applicationes Mathematicae

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Recently, there has been a growing interest in optimization problems associated with the arbitrage pricing of derivative securities in imperfect markets (in particular, in models with transaction costs). In this paper, we examine the valuation and hedging of European claims in the multiplicative binomial model proposed by Cox, Ross and Rubinstein [5] (the CRR model), in the presence of proportional transaction costs. We focus on the optimality of replication; in particular, we provide...

Graphical major indices. II.

Foata, Dominique, Krattenthaler, Christian (1995)

Séminaire Lotharingien de Combinatoire [electronic only]

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