A noisy duel under arbitrary motion. VII
A noisy duel under arbitrary motion. VIII
A noisy duel under arbitrary moving. I
A noisy duel under arbitrary moving. II
A noisy duel under arbitrary moving. III
A noisy duel under arbitrary moving. IV
A noisy duel under arbitrary moving. V
A noisy duel under arbitrary moving. VI
A nonlinear macrodynamic model with fixed exchange rates: Its dynamics and noise effects.
A note about premiums of disability benefits in connection with life insurance contract
A note on a class of equilibrium problems with equilibrium constraints
The paper concerns a two-level hierarchical game, where the players on each level behave noncooperatively. In this way one can model eg an oligopolistic market with several large and several small firms. We derive two types of necessary conditions for a solution of this game and discuss briefly the possibilities of its computation.
A note on a problem arising from risk theory
In this note we give an answer to a problem of Gheorghiță Zbăganu that arose from the study of the properties of the moments of the iterates of the integrated tail operator.
A note on a property of the Gini coefficient
The scope of this note is a self-contained presentation of a mathematical method that enables us to give an absolute upper bound for the difference of the Gini coefficients where represents the vector of the gross wages and represents the vector of the corresponding super-gross wages that is used in the Czech Republic for calculating the net wage. Since (as of June 2019) , the study of the above difference seems to be somewhat inaccessible for many economists. However, our estimate based...
A note on a two-person zero-sum game stimulated by a Markov chain
A note on 'Big Match'
We present a very simple proof of the existence of the value for 'Big Match' first shown by Blackwell and Ferguson (1968).
A note on “Big-Match”
A note on economic equilibrium with nonsatiated utility functions
The purpose of this paper is to prove the existence of a Walrasian equilibrium for the Arrow-Debreu and Arrow-Debreu-McKenzie models with positive price vector with nonsatiated utility functions of consumers by using variational inequalities. Moreover, the same technique is used to give an alternative proof of the existence of a Walrasian equilibrium for the Arrow-Debreu and Arrow-Debreu-McKenzie models with nonnegative, nonzero price vector with nonsatiated utility functions.
A note on extremality and completeness in financial markets with infinitely many risky assets
A note on homogeneous production models
A note on -balayages of matrix-exponential Lev́y processes.