Abstract In this paper, we introduce the concept of a weak q-distance and for this distance we derive a set-valued version of Ekeland's variational principle in the setting of uniform spaces. By using ...
Accurate measurement of time-varying systematic risk exposures is essential for robust financial risk management.
Proceedings of the Royal Society of London. Series A, Mathematical and Physical Sciences, Vol. 299, No. 1456, A Discussion on Nonlinear Theory of Wave Propagation in Dispersive Systems (Jun. 13, 1967) ...
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