Browsing Schriftenreihen und Sammelbände by Title
Now showing items 3096-3115 of 4818
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2005-10-21BuchOn Modifications of the Standard Embedding in Nonlinear Optimization This paper deals with pathfollowing methods in nonlinear optimization. We study the so- called "standard embedding" and show its limits. Then, we modify this embedding from several points of view and obtain modified standard ...
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2005-11-04BuchOn optimality conditions for some nonsmooth optimization problems over Lp spaces The paper deals with the minimization of an integral functional over an $L^{p}$ space subject to various types of constraints. For such optimization problems new necessary optimality conditions are derived, based on several ...
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2005-10-12BuchOn oscillations of the geometric Brownian motion with time delayed drift
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2006-08-02BuchOn parameter estimation of stochastic delay differential equations with guaranteed accuracy by noisy observations Let (X(t), t ≥ −1) and (Y (t), t ≥ 0) be stochastic processes satisfying dX(t) = aX(t)dt + bX(t − 1)dt + dW(t) and dY (t) = X(t)dt + dV (t), respectively. Here (W(t), t ≥ 0) and (V (t), t ≥ 0) are independent standard ...
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2001-11-08BuchOn parametric statistical models for stationary solutions of affine stochastic delay differential equations
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2003-07-16BuchOn Representative Trust This paper combines an economic experiment with survey data to investigate determinants of trust and trustworthiness in the Dutch society. We contrast the inferences which can be made on the trust propensity using stated ...
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2003-04-23BuchOn Representative Trust Because of its relation to economic growth, there is a policy interest in measuring social capital and average trust as its currently most important proxy. Thereby a main focus is determining its variation across groups ...
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2006-06-08BuchOn Robustness of Model-Based Bootstrap Schemes in Nonparametric Time Series Analysis Theory in time series analysis is often developed in the context of finite-dimensional models for the data generating process. Whereas corresponding estimators such as those of a conditional mean function are reasonable ...
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2005-09-15BuchOn Saving and Investing An experimental study of intertemporal decision making in a complex stochastic environment
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2010-03-08BuchOn Securitization, Market Completion and Equilibrium Risk Transfer We propose an equilibrium framework within which to price financial securities written on non- tradable underlyings such as temperature indices. We analyze a financial market with a finite set of agents whose preferences ...
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1998-11-03BuchOn sequential parameter estimation for some linear stochastic differential equations with time delay
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2005-11-04BuchOn some questions related to the Krichever correspondence The article is devoted to some questions of Krichever correspondence for algebraic curves and surfaces. We construct new examples of subspaces of 2-dimensional local field from Krichever correspondence for algebraic surface, ...
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1998-11-24BuchOn Stationary Solutions of Delay Differential Equations Driven by a Lévy Process
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2005-11-15BuchOn Stochastic Integer Programming under Probabilistic Constraints We consider stochastic programming problems with probabilistic constraints involving integer-valued random variables. The concept of p-efficient points of a probability distribution is used to derive various equivalent ...
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2005-09-30BuchOn Testing Conditional Moment Restrictions The Canonical CaseLet (x, z) be a pair of random vectors. We construct a new “smoothed” empirical likelihood based test for the hypothesis that E(z|x) a.s. = 0, and show that the test statistic is asymptotically normal under the null. An ...
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2005-10-12BuchOn the (nonlinear) relationship between exchange rate uncertainty and trade An investigation of US trade figures in the Group of Seven
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2006-01-10BuchOn the Appropriateness of Inappropriate VaR Models Die Berechnung des VaR führt zur Reduktion der Dimension des Raumes der Risikofaktoren. Die vorzunehmenden Vereinfachungen resultieren aus unterschiedlichen Beweggründen, z.B. technische Effizienz, Sachlogik der Ergebnisse ...
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2005-11-16BuchOn the average behaviour of greedy algorithms for the knapsack problem We study the average behaviour of the well-known greedy algorithms for the one-dimensional knapsack problem with Boolean variables when the number of variables n tends to infinity. It is supposed that the right-hand side ...
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2006-08-14BuchOn the Coexistence of Banks and Markets We examine the coexistence of banks and financial markets, studying a credit market where the qualities of investment projects are not observable and the investment decisions of entrepreneurs are not contractible. Standard ...
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2015-03-25Teil eines BuchesOn the Concept of Youth Some Reflections on Theory
