No arbitrage conditions for simple trading strategies
(2010)
Journal Article
Bayraktar, E., & Sayit, H. (2010). No arbitrage conditions for simple trading strategies. Annals of Finance, 6(1), 147-156. https://doi.org/10.1007/s10436-009-0120-3
Outputs (137)
Ratchet effect of Davydov's solitons in nonlinear low-dimensional nanosystems. (2010)
Presentation / Conference Contribution
Brizhik, L., Eremko, A., Piette, B., & Zakrzewski, W. (2010, January). Ratchet effect of Davydov's solitons in nonlinear low-dimensional nanosystems. Presented at Molecular Self-Organization in Micro-, Nano-, and Macro-Dimensions: From Molecules to Water, to Nanoparticles, DNA and Proteins”, KievWe study the ratchet behavior of polarons in diatomic molecular chains under the influence of an external electromagnetic field which is periodic in time. We show that in asymmetric chains a harmonic unbiased field causes a drift of polarons. This ph... Read More about Ratchet effect of Davydov's solitons in nonlinear low-dimensional nanosystems..
Black funnels and droplets from the AdS C-metrics (2010)
Journal Article
Hubeny, V. E., Marolf, D., & Rangamani, M. (2010). Black funnels and droplets from the AdS C-metrics. Classical and Quantum Gravity, 27(2), Article 025001. https://doi.org/10.1088/0264-9381/27/2/025001We recently argued that the dynamics of strongly coupled field theories in black hole backgrounds is related via the AdS/CFT correspondence to two new classes of AdS black hole solutions: black funnels and black droplets suspended above a second disc... Read More about Black funnels and droplets from the AdS C-metrics.
Inhomogeneous Diophantine approximation on curves and Hausdorff dimension (2010)
Journal Article
Badziahin, D. (2010). Inhomogeneous Diophantine approximation on curves and Hausdorff dimension. Advances in Mathematics, 223(1), 329-351. https://doi.org/10.1016/j.aim.2009.08.005The goal of this paper is to develop a coherent theory for inhomogeneous Diophantine approximation on curves in RnRn akin to the well established homogeneous theory. More specifically, the measure theoretic results obtained generalize the fundamental... Read More about Inhomogeneous Diophantine approximation on curves and Hausdorff dimension.
Stationary solutions of SPDEs and infinite horizon BDSDEs with non-Lipschitz coefficients (2010)
Journal Article
Zhang, Q., & Zhao, H. (2010). Stationary solutions of SPDEs and infinite horizon BDSDEs with non-Lipschitz coefficients. Journal of Differential Equations, 248(5), 953-991. https://doi.org/10.1016/j.jde.2009.12.013
On Casson-type instanton moduli spaces over negative definite 4-manifolds (2010)
Journal Article
Lobb, A., & Zentner, R. (2010). On Casson-type instanton moduli spaces over negative definite 4-manifolds. The Quarterly Journal of Mathematics, 62(2), 433-450. https://doi.org/10.1093/qmath/hap042Recently Andrei Teleman considered instanton moduli spaces over negative definite 4-manifolds X with b2(X) ≥ 1. If b2(X) is divisible by four and b1(X) = 1 a gauge-theoretic invariant can be defined; it is a count of flat connections modulo the gauge... Read More about On Casson-type instanton moduli spaces over negative definite 4-manifolds.
Notes on complex hyperbolic triangle groups (2010)
Journal Article
Kamiya, S., Parker, J. R., & Thompson, J. M. (2010). Notes on complex hyperbolic triangle groups. Conformal Geometry and Dynamics, 14, 202-218. https://doi.org/10.1090/s1088-4173-2010-00215-8We first demonstrate a family of isomorphisms between complex hyperbolic triangle groups and outline a systematic approach classifying the groups. Then we describe conditions that determine the discreteness of certain groups, in particular we prove a... Read More about Notes on complex hyperbolic triangle groups.
A Holographic view on physics out of equilibrium (2010)
Journal Article
Hubeny, V. E., & Rangamani, M. (2010). A Holographic view on physics out of equilibrium. Advances in High Energy Physics, 2010, Article 297916. https://doi.org/10.1155/2010/297916We review the recent developments in applying holographic methods to understand nonequilibrium physics in strongly coupled field theories. The emphasis will be on elucidating the relation between evolution of quantum field theories perturbed away fro... Read More about A Holographic view on physics out of equilibrium.
A 1-parameter approach to links in a solid torus (2010)
Journal Article
Fiedler, T., & Kurlin, V. (2010). A 1-parameter approach to links in a solid torus. Journal of the Mathematical Society of Japan, 62(1), 167-211. https://doi.org/10.2969/jmsj/06210167To an oriented link in a solid torus we associate a trace graph in a thickened torus in such a way that links are isotopic if and only if their trace graphs can be related by moves of finitely many standard types. The key ingredient is a study of cod... Read More about A 1-parameter approach to links in a solid torus.
Lipschitz percolation (2010)
Journal Article
Dirr, N., Dondl, P. W., Grimmett, G. R., Holroyd, A. E., & Scheutzow, M. (2010). Lipschitz percolation. Electronic Communications in Probability, 15, 14-21. https://doi.org/10.1214/ecp.v15-1521