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Stability of nonlinear stochastic Volterra difference equations with continuous time
Nonlinear stochastic difference equations Stability Lyapunov functional construction Continuous time
2011/11/4
In recent years, many authors investigated the systems of stochastic difference equations with discrete time or the systems of numerical solution for stochastic difference equations with continue time...
Stability of exponential utility maximization with respect to market perturbations
exponential utility maximization market perturbations Portfolio Management
2011/10/8
Abstract: We investigate the continuity of expected exponential utility maximization with respect to perturbation of the Sharpe ratio of markets. By focusing only on continuity, we impose weaker regul...
The asymptotic shape, large deviations and dynamical stability in first-passage percolation on cones
The asymptotic shape dynamical stability cones Probability
2011/9/2
Abstract: In this paper we consider first-passage percolation on certain subgraphs of the $\Z^d$ nearest neighbour graph. We present a three-fold extension of the Shape Theorem. Firstly, we show that ...
Stability of Random Admissible-Set Scheduling in Spatial Wireless Systems
Stability of Random Admissible-Set Spatial Wireless Systems
2011/2/21
We examine the stability of wireless networks whose users are distributed over a compact space. Users arrive at spatially uniform locations with intensity and each user has a random number of packet...