We study mean-variance hedging under portfolio constraints in a general semimartingale model. The constraints are formulated via predictable correspondences, meaning that the trading strategy is restricted to lie in a closed convex set which may depend on the state and time in a predictable way. To obtain the existence of a solution, we first establish the closedness in L2 of the space of all g...

The notion of communication closed layer has been introduced as a way to define structured composition of distributed sy~tems. An interesting question is how to verify the closedness of a layer. We formulate a proof rule proving closed ness of a distributed layer. The rule is developed as an extension of the Apt. Francez and de Roever proof system for CSP. The extension is proved to be sound an...

We discuss the question whether the limit form of a sequence of closed, sectorial forms is closed itself. In particular, we prove a convergence theorem from below which assures the limiting form to be closed. As an application of this theorem, we show a different approach to show the closedness of elliptic forms with measurable coefficients. We also give an example of a densely defined, closed,...

‎let $g$ be a graph and $chi^{prime}_{aa}(g)$ denotes the minimum number of colors required for an‎ ‎acyclic edge coloring of $g$ in which no two adjacent vertices are incident to edges colored with the same set of colors‎. ‎we prove a general bound for $chi^{prime}_{aa}(gsquare h)$ for any two graphs $g$ and $h$‎. ‎we also determine‎ ‎exact value of this parameter for the cartesian product of ...