Lévy driven term structure models have become an important subject in the mathematical finance literature. This paper provides a comprehensive analysis of the Lévy driven Heath–Jarrow–Morton type term structure equation. This includes a full proof of existence and uniqueness in particular, which seems to have been lacking in the finance literature so far.

The join dependency provides the basis for obtaining lossless join decomposition in a classical relational schema. The existence of Join dependency shows that that the tables always represent the correct data after being joined. Since the classical relational databases cannot handle imprecise data, they were extended to fuzzy relational databases so that uncertain, ambiguous, imprecise and part...

We study the problem of estimating the mean of a multivariate distribution based on independent samples. The main result is the proof of existence of an estimator with a non-asymptotic sub-Gaussian performance for all distributions satisfying some mild moment assumptions.

This paper gives a proof of existence of price equilibria under certain parameters for a model of product differentiation commonly used in the empirical geographic differentiation literature. This proof is needed because the assumptions of Caplin and Nalebuff (1991) are not generally satisfied once data is introduced to geographic models. The theorem also has implications for existence in mixed...

Most real-world data is stored in relational form. In contrast, most statistical learning methods work with “flat” data representations, forcing us to convert our data into a form that loses much of the relational structure. The recently introduced framework of probabilistic relational models (PRMs) allows us to represent probabilistic models over multiple entities that utilize the relations be...

Relational interpretations of type systems are useful for establishing properties of programming languages. For languages with recursive types it is usually di cult to establish the existence of a relational interpretation. The usual approach is to give a denotational semantics of the language in a domain-theoretic model given by an inverse limit construction, and to construct relations over th...

We consider learning and planning in relational MDPs when object existence is uncertain and new objects may appear or disappear depending on previous actions or properties of other objects. Optimal policies actively need to discover objects to achieve a goal; planning in such domains in general amounts to a POMDP problem, where the belief is about the existence and properties of potential not-y...

Updates over virtual XML views that wrap the relational data have not been well supported by current XML data management systems. This paper studies the problem of the existence of a correct relational update translation for a given view update. First, we propose a clean extended-source theory to decide whether a translation mapping is correct. Then to answer the question of the existence of a ...

The Aristotelian syllogistic cannot account for the validity of certain inferences involving relational facts. In this paper, we investigate the prospects for providing a relational syllogistic. We identify several fragments based on (a) whether negation is permitted on all nouns, including those in the subject of a sentence; and (b) whether the subject noun phrase may contain a relative clause...

A careful exposition of Zilber’s quasiminimal excellent classes and their categoricity is given, leading to two new results: the Lω1,ω(Q)definability assumption may be dropped, and each class is determined by its model of dimension א0. Boris Zilber developed quasiminimal excellent classes in [Zil05], in order to prove that his conjectural description of complex exponentiation was categorical. T...