Search results for "g10"
showing 10 items of 74 documents
On $p$-Dunford integrable functions with values in Banach spaces
2018
[EN] Let (Omega, Sigma, mu) be a complete probability space, X a Banach space and 1 X. Special attention is paid to the compactness of the Dunford operator of f. We also study the p-Bochner integrability of the composition u o f: Omega->Y , where u is a p-summing operator from X to another Banach space Y . Finally, we also provide some tests of p-Dunford integrability by using w*-thick subsets of X¿.
Relations among Gauge and Pettis integrals for cwk(X)-valued multifunctions
2019
The aim of this paper is to study relationships among "gauge integrals" (Henstock, Mc Shane, Birkhoff) and Pettis integral of multifunctions whose values are weakly compact and convex subsets of a general Banach space, not necessarily separable. For this purpose we prove the existence of variationally Henstock integrable selections for variationally Henstock integrable multifunctions. Using this and other known results concerning the existence of selections integrable in the same sense as the corresponding multifunctions, we obtain three decomposition theorems. As applications of such decompositions, we deduce characterizations of Henstock and ${\mathcal H}$ integrable multifunctions, toget…
L'analyse de la monnaie et de la finance par David Hume : conventions, promesses, régulations
2008
De l’apport de David Hume a l’analyse economique, un aspect est generalement retenu : son approche presumee quantitative de la monnaie. Or, lorsqu’on resitue l’examen des relations monetaires et financieres a l’interieur de son corpus philosophique, il revele d’autres perspectives. Selon Hume, le processus de civilisation institue certaines fictions, qui permettent aux individus de forger un ordre symbolique. Dans une economie de marche, la distinction entre la monnaie – de nature conventionnelle – et les engagements financiers – assimiles a des promesses – est centrale. Alors que les conventions monetaires autorisent de multiples agencements, les engagements financiers doivent etre etroite…
Cloning of a novel putative G-protein-coupled receptor (NLR) which is expressed in neuronal and lymphatic tissue.
1993
AbstractA novel G-protein-coupled receptor was isolated from mouse and rat neuronal and lymphatic tissues. The amino acid sequence of the rat receptor (rNLR) shows an overall homology of 80% to a recently cloned receptor from Burkitt's lymphoma cells (BLR1) which is exclusively expressed in lymphatic tissues [(1992) Eur. J. Immunol. 22, 2795]. Much less homology between rNLR and BLR1 was observed at the N-terminus (about 40%), whereas rNLR and the mouse homologue mNLR show 92% amino acid identity. Northern blot analysis of NLR revealed a predominant 5.5 kb mRNA species in various brain regions and neuronal cell lines, whereas in the spleen a 3 kb transcript is predominant. This distribution…
Automatic regrouping of strata in the goodness-of-fit chi-square test
2019
Pearson’s chi-square test is widely employed in social and health sciences to analyze categorical data and contingency tables. For the test to be valid, the sample size must be large enough to provide a minimum number of expected elements per category. This paper develops functions for regrouping strata automatically no matter where they are located, thus enabling the goodness-of-fit test to be performed within an iterative procedure. The functions are written in Excel VBA (Visual Basic for Applications) and in Mathematica. The usefulness and performance of these functions is illustrated by means of a simulation study and the application to different datasets. Finally, the iterative use of …
Dependence of the layer heat potentials upon support perturbations
2023
We prove that the integral operators associated with the layer heat potentials depend smoothly upon a parametrization of the support of integration. The analysis is carried out in the optimal H\"older setting.
A nonstandard Volterra integral equation on time scales
2019
Abstract This paper introduces the more general result on existence, uniqueness and boundedness for solutions of nonstandard Volterra type integral equation on an arbitrary time scales. We use Lipschitz type function and the Banach’s fixed point theorem at functional space endowed with a suitable Bielecki type norm. Furthermore, it allows to get new sufficient conditions for boundedness and continuous dependence of solutions.
The exchange rates – indicators for assessing the financial performance of the companies from Romania
2016
Abstract The research aims to determine the financial performance of the companies listed and traded on the Bucharest Stock Exchange from the manufacturing sector in Romania, compared with the performance recorded by the Bucharest Stock Exchange, based on the exchange rates. It was concluded that the financial performance of the companies included in the research, quantified on the basis of the exchange rates, decreased significantly with the arrival of the financial and economic crisis, currently, the companies being unable to reach the level of performance recorded before the crisis.
Holes in the Dike: the global savings glut, U.S. house prices and the long shadow of banking deregulation
2015
We explore empirically how capital inflows into the US and financial deregulation within the United States interacted in driving the run-up (and subsequent decline) in US housing prices over the period 1990-2010. To obtain an ex ante measure of financial liberalization, we focus on the history of interstate-banking deregulation during the 1980s, i.e. prior to the large net capital inflows into the US from China and other emerging economies. Our results suggest a long shadow of deregulation: in states that opened their banking markets to out-of-state banks earlier, house prices were more sensitive to capital inflows. We provide evidence that global imbalances were a major positive funding sh…
Cross-Commodity Spot Price Modeling with Stochastic Volatility and Leverage For Energy Markets
2013
Spot prices in energy markets exhibit special features, such as price spikes, mean reversion, stochastic volatility, inverse leverage effect, and dependencies between the commodities. In this paper a multivariate stochastic volatility model is introduced which captures these features. The second-order structure and stationarity of the model are analyzed in detail. A simulation method for Monte Carlo generation of price paths is introduced and a numerical example is presented.