Volume 19 (2015) ISBN:978-4-431-55488-2 (Print) 978-4-431-55489-9 (Online)

Author(s) and Title	Pages	Abstract
Charles Castaing, Christiane Godet-Thobie, Thi Duyen Hoang, P. Raynaud de Fitte On the Integration of Fuzzy Level Sets	1-32	Abstract
Yuhki Hosoya A Theory for Estimating Consumer’s Preference from Demand	33-55	Abstract
Shigeo Kusuoka, Yusuke Morimoto Least Square Regression Methods for Bermudan Derivatives and Systems of Functions	57-89	Abstract
Alexander J. Zaslavski Discrete Time Optimal Control Problems on Large Intervals	91-135	Abstract

　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　

Volume 18 (2014) ISBN:978-4-431-54833-1 (Print) 978-4-431-54834-8 (Online)

Author(s) and Title	Pages	Abstract
Charles Castaing, Christiane Godet-Thobie, Le Xuan Truong, Bianca Satco Optimal Control Problems Governed by a Second Order Ordinary Differential Equation with m-Point Boundary Condition	1-59	Abstract
Shigeo Kusuoka, Yusuke Morimoto Stochastic Mesh Methods for Hörmander Type Diffusion Processes	61-99	Abstract
Alexander J. Zaslavski Turnpike Properties for Nonconcave Problems	101-134	Abstract
Yuhki Hosoya A Characterization of Quasi-concave Function in View of the Integrability Theory	135-140	Abstract

　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　

Volume 17 (2013) ISBN:978-4-431-54323-7 (Print) 978-4-431-54324-4 (Online)

Author(s) and Title	Pages	Abstract
C. Castaing, P. Raynaud de Fitte Law of large numbers and Ergodic Theorem for convex weak star compact valued Gelfand-integrable mappings	1-37	Abstract
M. Ali Khan, Tapan Mitra Discounted optimal growth in a two-sector RSS model: a further geometric investigation	39-70	Abstract
Shigeo Kusuoka Gaussian K-scheme: justification for KLNV method	71-120	Abstract
Takashi Suzuki Competitive equilibria of a large exchange economy on the commodity space	121-138	Abstract
Hisatoshi Tanaka Local consistency of the iterative least-squares estimator for the semiparametric binary choice model	139-161	Abstract

　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　

Volume 16 (2012) ISBN:978-4-431-54113-4

Author(s) and Title	Pages	Abstract
C. Castaing, M. Lavie Some applications of Birkhoff-Kingman ergodic theorem	1	Abstract
Y. Hosoya Elementary form and proof of the Frobenius theorem for economists	39	Abstract
S. Kusuoka, T. Nakashima A remark on credit risk models and copula	53	Abstract
N. Yoshihara, R. Veneziani Profits and exploitation: a reappraisal	85	Abstract
K. Miyazaki, S. Takekuma On the equivalence between the rejective core and the dividend equilibrium: a note	111	Abstract
T. Fujita, N. Ishimura, N. Kawai Discrete stochastic calculus and its applications: an expository note	119	Abstract

　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　

Volume 15 (2011) ISBN:978-4431539292

Author(s) and Title	Pages	Summary/Abstract
C. Castaing Some various convergence results for normal integrands	1	Abstract
S. Drapeau, M. Kupper, R. Reda A note on robust representations of law-invariant quasiconvex functions	27	Abstract
T. Maruyama On the Fourier analysis approach to the Hopf bifurcation theorem	41	Abstract
P. Kocourek, W. Takahashi, J.-C. Yao Fixed point theorems and ergodic theorems for nonlinear mappings in Banach spaces	67	Abstract
A. Yamazaki On the perception and representation of economic quantity in the history of economic analysis in view of the Debreu conjecture	89	Abstract
Y. Hosoya An existence result and a characterization of the least concave utility of homothetic preferences	123	Abstract

　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　

Volume 14 (2011) ISBN:978-4431538820

Author(s) and Title	Pages	Summary/Abstract
T. Arai, T. Suzuki How much can investors discount?	1	Abstract
A.D. Ioffe Variational analysis and mathematical economics 2: Nonsmooth regular economies	17	Abstract
M.A. Khan, A. Piazza An overview of turnpike theory: towards the discounted deterministic case	39	Abstract
K. Kuroda, J. Maskawa, J. Murai Stock price process and long memory in trade signs	69	Abstract
A. Habte, B.S. Mordukhovich Extended second welfare theorem for nonconvex economies with infinite commodities and public goods	93	Abstract
Y. Nakano Partial hedging for defaultable claims	127	Abstract
K. Owari Robust utility maximization with unbounded random endowment	147	Abstract
A. Jofré, R.T. Rockafellar, R.J.-B.Wets A time-embedded approach to economic equilibrium with incomplete financial markets	183	Abstract
W. Takahashi, J.-C. Yao Strong convergence theorems by hybrid methods for nonexpansive mappings with equilibrium problems in Banach spaces	197	Abstract

　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　

Volume 13 (2010) ISBN:978-4-431-99489-3

Author(s) and Title	Pages	Summary/Abstract
F. Akhiat, C. Castaing, F. Ezzaki Some various convergence results for multivalued martingales	1	Abstract
J. Honda, S.-I. Takekuma A note on Aumann’s core equivalence theorem without monotonicity	35	Abstract
M.A. Khan, A.J. Zaslavski On two classical turnpike results for the Robinson-Solow-Srinivasan model	47	Abstract
S. Kusuoka A certain limit of iterated conditional tail expectation	99	Abstract
T.Q. Bao, B.S. Mordukhovich Set-valued optimization in welfare economics	113	Abstract
M. Vlach, N. Sagara Convexity of the lower partition range of a concave vector measure	155	Abstract
A.J. Zaslavski Good locally maximal programs for the Robinson-Solow-Srinivasan model	161	Abstract
S.T. Lowry Pythagorean mathematical idealism and the framing of economic and political theory	177	Abstract

　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　

Volume 12 (2009) ISBN:978-4-431-92934-5

Author(s) and Title	Pages	Summary/Abstract
H. Adachi Unemployment and income distribution in the medium-run growth model	1	Abstract
C. Castaing, M. Saadoune Convergences in a dual space with applications to Fatou lemma	23	Abstract
A.D. Ioffe Variational analysis and mathematical economics 1: Subdifferential calculus and the second theorem of welfare economics	71	Abstract
V.L. Levin Smooth feasible solutions to a dual Monge-Kantorovich problem with applications to best approximation and utility theory in mathematical economics	97	Abstract
K. Matsumoto Optimal growth rate in random trade time	129	Abstract
H. Tsukahara Some properties of distortion risk measures	153	Abstract

　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　

Volume 11 (2008) ISBN:978-4-431-72783-0

Author(s) and Title	Pages	Summary/Abstract
T. Arai Optimal hedging strategies on asymmetric functions	1	Abstract
C. Castaing, C. Hess, M. Saadoune Tightness conditions and integrability of the sequential weak upper limit of a sequence of multifunctions	11	Abstract
C. Hara Core convergence in economies with bads	45	Abstract
H. Komiya A distance and a binary relation related to income comparisons	77	Abstract
V. L. Levin On preference relations that admit smooth utility functions	95	Abstract
T. Matsuhisa, R. Ishikawa Rational expectations can preclude trades	105	Abstract
R. J. Rossana The Le Chatelier Principle in dynamic models of the firm	117	Abstract
T. Shinotsuka Interdependent utility functions in an intergenerational context	147	Abstract

　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　

Volume 10 (2007) ISBN:978-4-431-72733-0

Author(s) and Title	Pages	Summary/Abstract
C. Castaing, M. Saadoune Komlós type convergence for random variables and random sets with applications to minimization problems	1	Abstract
J. -P. Garnier, K. Nishimura, A. Venditti Capital-labor substitution and indeterminacy in continuous-time two sector models	31	Abstract
T. Ibaraki, W. Takahashi Weak and strong convergence theorems for new resolvents of maxmal monotone in Banach spaces	51	Abstract
S. Iwamoto Goloden optimal policy in calculus of variation and dynamic programing	65	Abstract
S. Kusuoka A remark on law invariant convex risk measures	91	Abstract
A. Rubinchik, S. Weber Existence and uniquness of equilibrium in a model of spatial electoral competition with entry	101	Abstract

　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　

Volume 9 (2006) ISBN:4-431-34341-5

Author(s) and Title	Pages	Summary/Abstract
T. Adachi Option on a unit-type closed-end investment fund	1	Abstract
T. Fujita, R. Miura The distribution of continuous time rank processes	25	Abstract
H. Fushiya Asymptotic expansion for a filtering problem and a short term rate model	33	Abstract
E. Jouini, W. Schachermayer, N. Touzi Law invariant risk measures have the Fatou property	49	Abstract
M. Nakayama The dawn of modern theory of games	73	Abstract
M. Toda Approximation of excess demand on the boundary and equilibrium price set	99	Abstract
Y. Umezawa The minimal risk of hedging with a convex risk measure	109	Abstract
N. Zhang The distribution of firm of size	117	Abstract

　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　

Volume 8 (2006) ISBN:4-431-30898-9

Author(s) and Title	Pages	Summary/Abstract
L. Angeloni, B. Cornet Existence of financial equilibria in a multi-period stochastic economy	1	Abstract
C. Castaing, P. Raynaud de Fitte, A. Salvadori Some variational convergence results with applications to evolution inclusions	33	Abstract
F. Delbaen Hedging bounded claims with bounded outcomes	75	Abstract
A. Bosch-Domènech, J. Silvestre The gain-loss asymmetry and single-self preferences	87	Abstract
P.K. Dutta, R. Radner A game-theoretic approach to global warming	135	Abstract
G.Evéquoz, C.A. Stuart On differentiability and bifurcation	155	Abstract
D. Glycopantis, A. Muir, N.C. Yannelis On extensive form implementation of equilibria in differential information economies	185	Abstract
J.-M. Grandmont Fiscally stable income distributions under majority voting, Lorenz curves and bargaining sets	215	Abstract
H. Hata, J. Sekine Solving long term optimal investment problems with Cox-Ingersoll-Ross interest rates	231	Abstract
L. Hurwicz Implementation with unknown endowments in a two-trader pure exchange economy	257	Abstract
T. Ichiishi, A. Yamazaki Cooperative extensions of the Bayesian game	273	Abstract
A. Ioffe Variational problem associated with a model of welfare economics with a measure spaces of agents	297	Abstract
K. Kawamata, Y. Tamada Direct and indirect connections,the Shapley value and network formation	315	Abstract
M.A. Khan, T. Mitra Discounted optimal growth in the two-sector RSS model: a geometric investigation	349	Abstract
H. Nakagawa, T. Shouda A prepayment model of mortgage-backed securities based on unobservable prepayment cost processes	383	Abstract
D. Monderer Solution-based congestion games	397	Abstract
A. Takahashi, Y. Uchida New acceleration schemes with the asymptotic expansion in Monte Carlo simulation	411	Abstract
N. Watanabe, S. Muto Licensing agreements as bargaining outcomes:general results and two examples	433	Abstract
M. Yano The Bertrand equilibrium in a price competition game	449	Abstract

Volume 7 (2005) ISBN:4-431-24332-1

Author(s) and Title	Pages	Summary/Abstract
C. Castaing, P. Raynaud de Fitte, A. Salvadori Some variational convergence results for a class of evolution inclusions of second order using Young measures	1	Summary
M. Frittelli, E.R. Gianin Law invariant convex risk measures	33	Abstract
V.L. Levin A method in demand analysis connected with the Monge-Kantorovich problem	47	Abstract
R. Nagata Real indeterminacy of equilibria with real and nominal assets	95	Abstract
J.-P. Penot The bearing of duality on microeconomics	113	Summary

Volume 6 (2004) ISBN:4-431-20315-X

Author(s) and Title	Pages	Summary/Abstract
C. Castaing, P. Raynaud de Fitte On the fiber product of Young measures with application to a control problem with measures	1	Abstract
D. Glycopantis, A. Muir The compactness of Pr(K)	39	Summary
S. Iwamoto Recursive methods in probability control	55	Abstract
S. Kusuoka Approximation of expectation of diffusion processes based on Lie algebra and Malliavin calculus	69	Abstract
V.L. Levin Optimal solutions of the Monge problem	85	Summary
H. Nakagawa, T. Shouda Valuation of mortgage-backed securities based on unobservable prepayment costs	123	Abstract
K. Urai, A. Yoshimachi Fixed point theorems in Hausdorff topological vector spaces and economic equilibrium theory	149	Abstract
A. Yamazaki Monetary equilibrium with buying and selling price spread without transactions costs	167	Abstract

Volume 5 (2003) ISBN:4-431-00003-8

Author(s) and Title	Pages	Summary/Abstract
G. Carlier Duality and existence for a class of mass transportation problems	1	Abstract
C. Castaing, A.G. Ibrahim Functional evolution equations governed by m-accretive operators	23	Abstract
T. Fujimoto, J.A. Silva, A. Villar Nonlinear generalizations of theorems on inverse--positive matrices	55	Abstract
L. Hurwicz, M.K. Richter Implicit functions and diffeomorphisms without C1	65	Abstract
L. Hurwicz, M.K. Richter Optimization and Lagrange multipliers: non-C1 constraints and ``minimal'' constraint qualifications	97	Abstract
S. Kusuoka Monte Carlo method for pricing of Bermuda type derivatives	153	Abstract
I. Mutoh Mathematical economics in Vienna between the Wars	167	Abstract

Volume 4 (2002) ISBN:4-431-70320-9

Author(s) and Title	Pages	Summary/Abstract
A.D. Ioffe, A.M. Rubinov Abstract convexity and nonsmooth analysis: Global aspects	1	Abstract
H. Ozaki Dynamic programming with upper semi-continuous stochastic aggregator	25	Abstract
H. Tateishi On the existence of equilibria of equicontinuous games with incomplete information	41	Abstract
N.C. Yannelis A Bayesian equilibrium existence theorem	61	Abstract

Volume 3 (2001) ISBN:4-431-70307-1

Author(s) and Title	Pages	Summary/Abstract
H. Benabdellah, C. Castaing Weak compactness and convergences in L1E'[E]	1	Abstract
A. Ioffe Abstract convexity and non-smooth analysis	45	no
S. Iwamoto Recursive method in stochastic optimmization under compound criteria	63	Abstract
S. Kusuoka On law invariant coherent risk measures	83	Key words
V.L. Levin The Monge-Kantorovich problems and stochastic preference relations	97	Summary

Volume 2 (2000) ISBN:4-431-70278-4

Author(s) and Title	Pages	Summary/Abstract
S.V. Anoulova, I.V. Evstingneev, V.M. Gundlach Turnpike theorems for positive multivalued stochastic operators	1	Abstract
C. Castaing, A.G. Ibrahim Functional differential inclusion on closed sets in Banach spaces	21	Summary
T. Ichiishi, S. Koray Job matching: a multi-principal, multi-agent model	41	Abstract
S. Kusuoka Term structure and SPDE	67	Key words
K. Urai Fixed point theorems and the existence of econominc equilibia based on conditions for local directions of mappings	87	Abstract
A. Yamazaki Efficiency of stochastic transfers in a directed graph	119	Summary
A.J. Zaslavski Allocations of labour resources on trajectories for the model with discrete innovations	137	Abstract

Volume 1 (1999) ISBN:4-431-70251-2

Author(s) and Title	Pages	Summary/Abstract
G. Debreu On the use in economic theory of some central results of mathematical analysis	1	no
L. Calvet, J.-M. Grandmont, I. Lemaire Heterogenous probabilities in complete asset markets	3	Summary
C. Castaing, M. Guessous Convergences in L1X(μ)	17	Summary
E. Dierker, H. Dierker Product differentiation and market power	39	Abstract
S. Kusuoka A Remark on default risk models	69	Summary
H. Shirakawa Evaluation of yield spread for credit risk	83	Summary
M. Valadier Analysis of the asymptotic distance between oscillating functions and their weak limit in L2	99	Summary
K. Nishimura, M. Yano Chaotic solutions in infinite-time horizon linear programming and economic dynamics	115	no
S. Suda Determinacy of monetary equilibria in an economy with no real risk	127	Summary