![]() |
||||||
![]() |
![]() |
![]() |
![]() |
![]() |
![]() |
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 Sets1-32 Abstract Yuhki Hosoya
A Theory for Estimating Consumer’s Preference from Demand33-55 Abstract Shigeo Kusuoka, Yusuke Morimoto
Least Square Regression Methods for Bermudan Derivatives and Systems of Functions57-89 Abstract Alexander J. Zaslavski
Discrete Time Optimal Control Problems on Large Intervals91-135 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 Condition1-59 Abstract Shigeo Kusuoka, Yusuke Morimoto
Stochastic Mesh Methods for Hörmander Type Diffusion Processes61-99 Abstract Alexander J. Zaslavski
Turnpike Properties for Nonconcave Problems101-134 Abstract Yuhki Hosoya
A Characterization of Quasi-concave Function in View of the Integrability Theory135-140 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 mappings1-37 Abstract M. Ali Khan, Tapan Mitra
Discounted optimal growth in a two-sector RSS model: a further geometric investigation39-70 Abstract Shigeo Kusuoka
Gaussian K-scheme: justification for KLNV method71-120 Abstract Takashi Suzuki
Competitive equilibria of a large exchange economy on the commodity space121-138 Abstract Hisatoshi Tanaka
Local consistency of the iterative least-squares estimator for the semiparametric binary choice model139-161 Abstract
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 measures1 Abstract D. Glycopantis, A. Muir
The compactness of Pr(K)39 Summary S. Iwamoto
Recursive methods in probability control55 Abstract S. Kusuoka
Approximation of expectation of diffusion processes based on Lie algebra and Malliavin calculus69 Abstract V.L. Levin
Optimal solutions of the Monge problem85 Summary H. Nakagawa, T. Shouda
Valuation of mortgage-backed securities based on unobservable prepayment costs123 Abstract K. Urai, A. Yoshimachi
Fixed point theorems in Hausdorff topological vector spaces and economic equilibrium theory149 Abstract A. Yamazaki
Monetary equilibrium with buying and selling price spread without transactions costs167 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 problems1 Abstract C. Castaing, A.G. Ibrahim
Functional evolution equations governed by m-accretive operators23 Abstract T. Fujimoto, J.A. Silva, A. Villar
Nonlinear generalizations of theorems on inverse--positive matrices55 Abstract L. Hurwicz, M.K. Richter
Implicit functions and diffeomorphisms without C165 Abstract L. Hurwicz, M.K. Richter
Optimization and Lagrange multipliers: non-C1 constraints and ``minimal'' constraint qualifications97 Abstract S. Kusuoka
Monte Carlo method for pricing of Bermuda type derivatives153 Abstract I. Mutoh
Mathematical economics in Vienna between the Wars167 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