Advances in Mathematical Economics Volume 20

ISBN-13: 9789811004759 / Angielski / Twarda / 2016 / 189 str.

Shigeo Kusuoka; Toru Maruyama

Opis

Mathematical theories have given economists machineries for problems in economic theory, while mathematicians have been stimulated by mathematical difficulties raised by economic theories. This book is designed to bring together mathematicians interested in new stimuli from economic theories with economists seeking mathematical tools for research.

Spis treści

Local risk-minimization for Barndorff-Nielsen and Shephard modelswith volatility risk premium._ On a fractional differential inclusion in Banach space under weak compactness condition._ On First-Order Partial Differential Equations: Theory and Application._ Real Radicals and Finite Convergence of Polynominal Optimization Problems._ On Sufficiently-Diffused Information in Bayesian Games: A Dialectical Formalization._ On Differentiated and Indivisible Commodities: An Expository Re-Framing of Mas-Colell's 1975 Model._ Survey of the theory of extremal problems._ Fourier Analysis of Periodic Weakly Stationary Processes : A Note on Slutsky's Observation._ Applied results of a fixed point theorem in partially ordered sets to fractional order boundary value problems.