Advances in Mathematical Economics /

A lot of economic problems can be formulated as constrained optimizations and equilibration of their solutions. Various mathematical theories have been supplying economists with indispensable machineries for these problems arising in economic theory. Conversely, mathematicians have been stimulated b...

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Bibliographic Details
Main Author: Kusuoka, Shigeo
Corporate Author: SpringerLink (Online service)
Other Authors: Maruyama, Tōru
Format: eBook
Language:English
Published: Tokyo : Springer Japan, 2004.
Series:Advances in Mathematical Economics ; 6.
Subjects:
Online Access:Connect to the full text of this electronic book
Table of Contents:
  • C. Castaing and P. Raynaud de Fitte: On the fiber product of Young measures with application to a control problem with measures
  • D. Glycopantis and A. Muir: The Compactness of Pr(K)
  • S. Iwamoto: Recursive methods in probability control
  • S. Kusuoka: Approximation of expectation of diffusion processes based on Lie algebra and Malliavin calculus
  • V.L. Levin: Optimal solutions of the Monge problem
  • H. Nakagawa and T. Shouda: Valuation of mortgage-backed securities based on unobservable prepayment costs
  • K. Urai and A. Yoshimachi: Fixed point theorems in Hausdorff topological vector spaces and economic equilibrium theory
  • A. Yamazaki: Monetary equilibrium with buying and selling price spread without transactions costs
  • Subject Index.