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