We propose a uni ed analysis of a whole spectrum of no-arbitrage conditions for nancial market models based on continuous semimartingales. In particular, we focus on no-arbitrage conditions weaker than the classical notions of No Arbitrage and No Free Lunch with Vanishing Risk. We provide a complete characterisation of all no-arbitrage conditions, linking their validity to the existence and to ...

Explicit separable density matrices, for mixed–two-qubits states, are derived by using Hilbert-Schmidt (HS) decompositions and Peres-Horodecki criterion. A “strongly separable” two-qubits mixed state is defined by multiplications of two density matrices, given with pure states, while “weakly separable” two-qubits mixed state is defined, by multiplications of two density matrices, which includes...

The objective of this paper is to deal with the fuzzy conic program- ming problems. The aim here is to derive weak and strong duality theorems for a general fuzzy conic programming. Toward this end, The convexity-like concept of fuzzy mappings is introduced and then a speci c ordering cone is established based on the parameterized representation of fuzzy numbers. Un- der this setting, duality t...

To verify fixed-time constraints in grid workflow systems, the consistency and inconsistency conditions have been defined in the conventional work. However, in this paper, we argue that although the conventional consistency condition is reasonable, the conventional inconsistency condition is too rigorous and covers several different situations. These situations which are handled conventionally ...

We study the weak and strong type boundedness of maximal heat–diffusion operators associated with the system of generalized Hermite polynomials and with two different systems of generalized Hermite functions. We also give a necessary background to define Sobolev spaces in this context.

As a variation on the known theme of Gödel numberings, isomorphisms defining data type transformations in a strongly typed functional language are organized as a finite groupoid using a higher order combinator language that unifies popular data types as diverse as natural numbers, finite sequences, digraphs, hypergraphs and finite permutations with more exotic ones like hereditarily finite func...

In this paper generic software development steps of diierent complexity are represented and veriied using the (higher-order, strongly typed) speciication and veriication system PVS. The transformations considered in this paper include \large" powerful steps encoding general algorithmic paradigms as well as \smaller" transformations for the operationalization of a descriptive speciication. The a...