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Existence
Kinds of Existence Terms modified by Existence Selected AbstractsTERM STRUCTURES OF IMPLIED VOLATILITIES: ABSENCE OF ARBITRAGE AND EXISTENCE RESULTSMATHEMATICAL FINANCE, Issue 1 2008Martin Schweizer This paper studies modeling and existence issues for market models of stochastic implied volatility in a continuous-time framework with one stock, one bank account, and a family of European options for all maturities with a fixed payoff function h. We first characterize absence of arbitrage in terms of drift conditions for the forward implied volatilities corresponding to a general convex h. For the resulting infinite system of SDEs for the stock and all the forward implied volatilities, we then study the question of solvability and provide sufficient conditions for existence and uniqueness of a solution. We do this for two examples of h, namely, calls with a fixed strike and a fixed power of the terminal stock price, and we give explicit examples of volatility coefficients satisfying the required assumptions. [source] EXISTENCE OF THE STANDARD SYSTEM IN THE MULTIPLE-PRODUCTION CASE: A SOLUTION TO THE MANARA PROBLEMMETROECONOMICA, Issue 3 2009Michel-Stéphane Dupertuis ABSTRACT In this paper we show that the Manara problem in the case of Sraffa's generalized multiple-production case arises due to the presence of superfluous processes of production. We argue that ,goods' should be defined from the perspective of the system and not the observer. We provide a mathematical procedure to remove superfluous processes from the construction of Sraffa's Standard system. Once this is done, the Manara problem disappears. [source] ECCLESIAL EXISTENCE: PERSON AND COMMUNITY IN THE TRINITARIAN ANTHROPOLOGY OF ADRIENNE VON SPEYRMODERN THEOLOGY, Issue 3 2008MICHELE M. SCHUMACHER Best known for her extraordinary influence upon Hans Urs von Balthasar, Adrienne von Speyr is perhaps overshadowed by the same. Here is an effort to expose her profound mystical insights concerning the specifically Trinitarian dimension of anthropology. Of key significance is the concept of surrender, whereby the human person participates in the fundamental disposition of Christ, whose self-gift is revealed as obedient receptivity vis-ŕ-vis the Father and loving generosity vis-ŕ-vis the world. This in turn is revelatory of the eternal surrender of each divine Person to the Others in a continuous exchange of love. The human person thus participates in divine life by the means that characterize it: love of God and neighbor. [source] ECCLESIAL EXISTENCE: CHRISTIAN COMMUNITY IN HISTORY by Roger Haight SJNEW BLACKFRIARS, Issue 1030 2009JOSEPH FITZPATRICK No abstract is available for this article. [source] HOTELLING'S BEACH WITH LINEAR AND QUADRATIC TRANSPORTATION COSTS: EXISTENCE OF PURE STRATEGY EQUILIBRIA,AUSTRALIAN ECONOMIC PAPERS, Issue 1 2007ALAIN EGLI In Hotelling type models consumers have the same transportation cost function. We deviate from this assumption and introduce two consumer types. Some consumers have linear transportation costs, while the others have quadratic transportation costs. If at most half the consumers have linear transportation costs, a subgame perfect equilibrium in pure strategies exists for all symmetric locations. Furthermore, no general principle of differentiation holds. With two consumer types, the equilibrium pattern ranges from maximum to intermediate differentiation. The degree of product differentiation depends on the fraction of consumer types. [source] Authentic Identity Is Prayerful ExistenceCROSSCURRENTS, Issue 1 2009A Short Commentary [source] On the Existence of Pure Strategy Monotone Equilibria in Asymmetric First-Price AuctionsECONOMETRICA, Issue 4 2004Philip J. Reny We establish the existence of pure strategy equilibria in monotone bidding functions in first-price auctions with asymmetric bidders, interdependent values, and affiliated one-dimensional signals. By extending a monotonicity result due to Milgrom and Weber (1982), we show that single crossing can fail only when ties occur at winning bids or when bids are individually irrational. We avoid these problems by considering limits of ever finer finite bid sets such that no two bidders have a common serious bid, and by recalling that single crossing is needed only at individually rational bids. Two examples suggest that our results cannot be extended to multidimensional signals or to second-price auctions. [source] Single Crossing Properties and the Existence of Pure Strategy Equilibria in Games of Incomplete InformationECONOMETRICA, Issue 4 2001Susan Athey This paper analyzes a class of games of incomplete information where each agent has private information about her own type, and the types are drawn from an atomless joint probability distribution. The main result establishes existence of pure strategy Nash equilibria (PSNE) under a condition we call the single crossing condition (SCC), roughly described as follows: whenever each opponent uses a nondecreasing strategy (in the sense that higher types choose higher actions), a player's best response strategy is also nondecreasing. When the SCC holds, a PSNE exists in every finite-action game. Further, for games with continuous payoffs and a continuum of actions, there exists a sequence of PSNE to finite-action games that converges to a PSNE of the continuum-action game. These convergence and existence results also extend to some classes of games with discontinuous payoffs, such as first-price auctions, where bidders may be heterogeneous and reserve prices are permitted. Finally, the paper characterizes the SCC based on properties of utility functions and probability distributions over types. Applications include first-price, multi-unit, and all-pay auctions; pricing games with incomplete information about costs; and noisy signaling games. [source] Existence of a tightly regulated water channel in Saccharomyces cerevisiaeFEBS JOURNAL, Issue 2 2001Valérie Meyrial The Saccharomyces cerevisiae strain ,1278b possesses two putative aquaporins, Aqy1-1p and Aqy2-1p. Previous work demonstrated that Aqy1-1p functions as a water channel in Xenopus oocyte. However, no function could be attributed to Aqy2-1p in this system. Specific antibodies were used to follow the expression of Aqy1-1p and Aqy2-1p in the yeast. Aqy1-1p was never detected whatever the growth phase and culture conditions tested. In contrast, Aqy2-1p was detected only during the exponential growth phase in rich medium containing glucose. Aqy2-1p expression was repressed by hyper-osmotic culture conditions. Both immunocytochemistry and biochemical subcellular fractionation demonstrated that Aqy2-1p is located on the endoplasmic reticulum (ER) as well as on the plasma membrane. In microsomal vesicles enriched in ER, a water channel activity due to Aqy2-1p was detected by stopped-flow analysis. Our results show that the expression of aquaporins is tightly controlled. The physiological relevance of aquaporin-mediated water transport in yeast is discussed. [source] Existence and distinction of acid-evoked currents in rat astrocytesGLIA, Issue 12 2010Chao Huang Abstract Astrocytes are vital structures that support and/or protect neighboring neurons from pathology. Although it is generally accepted that glutamate receptors mediate most astrocyte effects, acid-evoked currents have recently attracted attention for their role in this regard. Here, we identified the existence and characteristics of acid-sensing ion channels (ASICs) and the transient receptor potential vanilloid type 1 (TRPV1) in astrocytes. There were two types of currents recorded under the application of acidic solution (pH 6.0) in cultured rat astrocytes. Transient currents were exhibited by 10% of the astrocytes, and sustained currents were exhibited by the other 90%, consistent with the features of ASIC and TRPV1 currents, respectively. Western blotting and immunofluorescence confirmed the expression of ASIC1, ASIC2a, ASIC3, and TRPV1 in cultured and in situ astrocytes. Unlike the ASICs expressed in neurons, which were mainly distributed in the cell membrane/cytoplasm, most of the ASICs in astrocytes were expressed in the nucleus. TRPV1 was more permeable to Na+ in cultured astrocytes, which differed from the typical neuronal TRPV1 that was mainly permeable to Ca2+. This study demonstrates that there are two kinds of acid-evoked currents in rat astrocytes, which may provide a new understanding about the functions of ligand-gated ion channels in astrocytes. © 2010 Wiley-Liss, Inc. [source] Existence and uniqueness of solutions for DC networks containing non-linear ideal op ampsINTERNATIONAL JOURNAL OF CIRCUIT THEORY AND APPLICATIONS, Issue 1 2002Maurizio Ciampa Abstract In this paper we are concerned with networks obtained by connecting independent sources, linear resistors and non-linear ideal op amps. A necessary and sufficient condition for the existence and uniqueness of solutions for every positive output saturation voltage of the op amps and every value of the independent sources is found. Copyright © 2001 John Wiley & Sons, Ltd. [source] Singing Our World into Existence: International Relations Theory and September 11INTERNATIONAL STUDIES QUARTERLY, Issue 3 2004February 2, Portland, Presidential Address to the International Studies Association This paper focuses on the relationship between International Relations theory and ethics. It poses the question of the complicity of the discipline in the events of September 11, 2001. The paper begins with a discussion of Weber's notion of science as a vocation, and links this to the commitment in the discipline to a value-free conception of social science, one that sharply separates facts from values. The paper then examines the role of ten core assumptions in International Relations theory in helping to construct a discipline that has a culturally and historically very specific notion of violence, one resting on distinctions between economics and politics, between the outside and the inside of states, and between the public and the private realms. Using the United Nations Human Development report, the paper summarizes a number of forms of violence in world politics, and questions why the discipline of International Relations only focuses on a small subset of these. The paper then refers to the art of Magritte, and specifically Velazquez's painting Las Meninas, to argue for a notion of representation relevant to the social world that stresses negotiation, perspective, and understanding rather than notions of an underlying Archimedean foundation to truth claims. In concluding, the paper asserts that the discipline helped to sing into existence the world of September 11 by reflecting the interests of the dominant in what were presented as being neutral, and universal theories. [source] Discussion of On the Existence of Visual Technical Patterns in the UK Stock MarketJOURNAL OF BUSINESS FINANCE & ACCOUNTING, Issue 1-2 2003Article first published online: 1 APR 200, Stephen J. Taylor First page of article [source] Managing Discursive Tension: the Co,Existence of Individualist and Collaborative Discourses in Flight CentreJOURNAL OF MANAGEMENT STUDIES, Issue 8 2002Ian Palmer Our study of the travel agency Flight Centre began as a case study of a company that appears to be a ,success story' in what is a highly competitive industry. In the course of our study we found that inscribed in Flight Centre were two, differing discourses which appear to co,exist in creative tension throughout the organization. One discourse is competitive individualism and the other collaborative teamwork. Our paper focuses on how Flight Centre has made use of multiple discourses such as these in the process of achieving competitive advantage, and how people manage the differing discursive logics which confront them on a day,to,day basis. The paper proceeds by identifying the social and textual practices which constitute each discourse. It then establishes the discursive co,existence and tension which exists between the two discourses. Study is made of the conditions under which this discursive co,existence is disrupted. We then identify the interpretative routines and practices through which organizational actors maintain and reproduce discursive co,existence. Our paper concludes by considering a variety of implications of studying multiple discourses in organizations. [source] Existence of a critical carbon number in the aging of a wax-oil gelAICHE JOURNAL, Issue 9 2001Probjot Singh A fundamental study was carried out to understand the aging (or hardening) of the wax-oil gels formed in the subsea pipelines during the flow of crude oil from offshore wells to shore. The aging process is a counterdiffusion phenomenon where there exists a critical carbon number (CCN), and wax molecules with carbon numbers greater than the CCN diffuse into the gel matrices and vice versa. Using a careful analysis of carbon number distributions of gel deposits, collected from a cold finger after various deposition time intervals, the CCN for the wax-oil system was obtained. A mathematical model, based on a modified version of UNIQUAC model, was developed to predict the CCN for wax-oil systems. The size of the interaction units for n-alkanes in the solid-phase UNIQUAC model was found to be a strong function of the mean carbon number in the solid phase. [source] Existence of a Condorcet Winner When Voters Have Other-Regarding PreferencesJOURNAL OF PUBLIC ECONOMIC THEORY, Issue 5 2010SANJIT DHAMI In standard political economy models, voters are "self-interested" that is, care only about "own" utility. However, the emerging evidence indicates that voters often have "other-regarding preferences" (ORP), that is, in deciding among alternative policies voters care about their payoffs relative to others. We extend a widely used general equilibrium framework in political economy to allow for voters with ORP, as in Fehr and Schmidt (1999). In line with the evidence, these preferences allow voters to exhibit "envy" and "altruism," in addition to the standard concern for "own utility." We give sufficient conditions for the existence of a Condorcet winner when voters have ORP. This could open the way for an incorporation of ORP in a variety of political economy models. Furthermore, as a corollary, we give more general conditions for the existence of a Condorcet winner when voters have purely selfish preferences. [source] Endogenous City Formation with Production Externalities: Existence of EquilibriumJOURNAL OF PUBLIC ECONOMIC THEORY, Issue 6 2007COURTNEY LAFOUNTAIN I show that equilibria exist in closed city-system models with production externalities if firms' production possibilities vary continuously with the source of the externality, are constant returns to scale in own inputs, include inaction, and satisfy free disposal; if firms have to employ their own inputs to produce output; if there is a finite number of firm types; and if some standard conditions on preferences and endowments are satisfied. This is the first model to include production externalities in the fully general equilibrium framework required for endogenous city formation. Thus, this result provides formal support for the conjecture that production externalities lead to urban agglomeration. [source] Existence of the School Health Coordinator in a Frontier StateJOURNAL OF SCHOOL HEALTH, Issue 9 2005Scott D. Winnail Baseline data were collected soliciting the involvement of all 48 state school districts and the state girl's school (N = 49). Thirty-seven districts responded (75.5%). Identified school health coordinators were predominantly health and physical education teachers. Most coordinators spent minimal time (less than 10% of time) each week on school health coordination activities; nearly one half identified little or no coordination of school health efforts in their school districts; few identified personal involvement in budgetary matters concerning school health; and most identified their primary teaching responsibilities as the areas where the majority of their time was spent. Data collected help create a profile of the "typical" district level-school health coordinator in this frontier state and can assist in the development of future efforts aimed at school health coordination through the work of district-level school health coordinators. (J Sch Health. 2005;75(9):329,333) [source] On the Existence of Finite-Dimensional Realizations for Nonlinear Forward Rate ModelsMATHEMATICAL FINANCE, Issue 2 2001Tomas Björk We consider interest rate models of the Heath,Jarrow,Morton type, where the forward rates are driven by a multidimensional Wiener process, and where the volatility is allowed to be an arbitrary smooth functional of the present forward rate curve. Using ideas from differential geometry as well as from systems and control theory, we investigate when the forward rate process can be realized by a finite-dimensional Markovian state space model, and we give general necessary and sufficient conditions, in terms of the volatility structure, for the existence of a finite-dimensional realization. A number of concrete applications are given, and all previously known realization results (as far as existence is concerned) for Wiener driven models are included and extended. As a special case we give a general and easily applicable necessary and sufficient condition for when the induced short rate is a Markov process. In particular we give a short proof of a result by Jeffrey showing that the only forward rate models with short rate dependent volatility structures which generically possess a short rate realization are the affine ones. These models are thus the only generic short rate models from a forward rate point of view. [source] Generic Existence and Robust Nonexistence of Numéraires in Finite Dimensional Securities MarketsMATHEMATICAL FINANCE, Issue 4 2000Bruno Girotto A numéraire is a portfolio that, if prices and dividends are denominated in its units, admits an equivalent martingale measure that transforms all gains processes into martingales. We first supply a necessary and sufficient condition for the generic existence of numéraires in a finite dimensional setting. We then characterize the arbitrage-free prices and dividends for which the absence of numéraires survives any small perturbation preserving no arbitrage. Finally, we identify the cases when any small, but otherwise arbitrary, perturbation of prices and dividends preserves either the existence of numéraires, or their nonexistence under no arbitrage. [source] A Martingale Characterization of Consumption Choices and Hedging Costs with Margin RequirementsMATHEMATICAL FINANCE, Issue 3 2000Domenico Cuoco This paper examines optimal consumption and investment choices and the cost of hedging contingent claims in the presence of margin requirements or, more generally, of nonlinear wealth dynamics and constraints on the portfolio policies. Existence of optimal policies is established using martingale and duality techniques under general assumptions on the securities' price process and the investor's preferences. As an illustration, explicit solutions are provided for an agent with ,logarithmic' utility. A PDE characterization of the cost of hedging a nonnegative path-independent European contingent claim is also provided. [source] Existence of front solutions for a nonlocal transport problem describing gas ionizationMATHEMATICAL METHODS IN THE APPLIED SCIENCES, Issue 12 2010M. Günther Abstract We discuss a moving boundary problem arising from a model of gas ionization in the case of negligible electron diffusion and suitable initial data. It describes the time evolution of an ionization front. Mathematically, it can be considered as a system of transport equations with different characteristics for positive and negative charge densities. We show that only advancing fronts are possible and prove short-time well posedness of the problem in Hölder spaces of functions. Technically, the proof is based on a fixed-point argument for a Volterra-type system of integral equations involving potential operators. It crucially relies on estimates of such operators with respect to variable domains in weighted Hölder spaces and related calculus estimates. Copyright © 2010 John Wiley & Sons, Ltd. [source] A transmission problem with imperfect contact for an unbounded multiply connected domainMATHEMATICAL METHODS IN THE APPLIED SCIENCES, Issue 4 2010L. P. Castro Abstract An analysis of the flux of certain unbounded doubly periodic multiply connected domains with circle disjoint components is performed. This is done under generalized non-ideal contact conditions on the boundary between domain components, which include analytic given data. A formula for the flux that depends on the conductivity of components, their radii, centers, the conductivity of the matrix, and also certain values of special Eisenstein functions is derived. Existence and uniqueness of solution to the problem are obtained by using a transmission problem with imperfect contact for analytic functions in corresponding Hardy spaces. Copyright © 2009 John Wiley & Sons, Ltd. [source] Existence of solutions to a phase transition model with microscopic movementsMATHEMATICAL METHODS IN THE APPLIED SCIENCES, Issue 11 2009Eduard Feireisl Abstract We prove the existence of weak solutions for a 3D phase change model introduced by Michel Frémond in (Non-smooth Thermomechanics. Springer: Berlin, 2002) showing, via a priori estimates, the weak sequential stability property in the sense already used by the first author in (Comput. Math. Appl. 2007; 53:461,490). The result follows by passing to the limit in an approximate problem obtained adding a superlinear part (in terms of the gradient of the temperature) in the heat flux law. We first prove well posedness for this last problem and then,using proper a priori estimates,we pass to the limit showing that the total energy is conserved during the evolution process and proving the non-negativity of the entropy production rate in a suitable sense. Finally, these weak solutions turn out to be the classical solution to the original Frémond's model provided all quantities in question are smooth enough. Copyright © 2008 John Wiley & Sons, Ltd. [source] Existence of a weak solution to the Navier,Stokes equation in a general time-varying domain by the Rothe methodMATHEMATICAL METHODS IN THE APPLIED SCIENCES, Issue 6 2009í Neustupa Abstract We assume that ,t is a domain in ,3, arbitrarily (but continuously) varying for 0,t,T. We impose no conditions on smoothness or shape of ,t. We prove the global in time existence of a weak solution of the Navier,Stokes equation with Dirichlet's homogeneous or inhomogeneous boundary condition in Q[0,,T) := {(x,,t);0,t,T, x,,t}. The solution satisfies the energy-type inequality and is weakly continuous in dependence of time in a certain sense. As particular examples, we consider flows around rotating bodies and around a body striking a rigid wall. Copyright © 2008 John Wiley & Sons, Ltd. [source] Existence of global solutions to a model of chondrogenesisMATHEMATICAL METHODS IN THE APPLIED SCIENCES, Issue 3 2009B. Kazmierczak Abstract The paper considers conditions sufficient for the existence of classical C solutions to a new model of chondrogenesis during the vertebrate limb formation. We assume that the diffusion coefficient of the fibronectin is positive and that the function describing the interaction between the fibronectin and cells satisfies some additional properties. Copyright © 2008 John Wiley & Sons, Ltd. [source] Existence of periodic traveling wave solutions for the Ostrovsky equationMATHEMATICAL METHODS IN THE APPLIED SCIENCES, Issue 14 2008Naoyuki Ishimura Abstract We are concerned with the Ostrovsky equation, which is derived from the theory of weakly nonlinear long surface and internal waves in shallow water under the presence of rotation. On the basis of the variational method, we show the existence of periodic traveling wave solutions. Copyright © 2008 John Wiley & Sons, Ltd. [source] On a model for electromagnetic processes inside and outside a ferromagnetic bodyMATHEMATICAL METHODS IN THE APPLIED SCIENCES, Issue 13 2008Martin Brokate Abstract One-dimensional Maxwell's equations are considered in a ferromagnetic body surrounded by vacuum. Existence and uniqueness of solution for the resulting system of partial differential equations with hysteresis on the whole real line is proved under suitable constitutive hypotheses. Copyright © 2008 John Wiley & Sons, Ltd. [source] Mathematical analysis of a viscoelastic problem with temperature-dependent coefficients,Part I: Existence and uniquenessMATHEMATICAL METHODS IN THE APPLIED SCIENCES, Issue 13 2007Patricia Barral Abstract The aim of this article is to study the quasistatic evolution of a thermoviscoelastic problem whose behaviour law is of the Maxwell,Norton type with coefficients depending on temperature. In this law, the deformation rate tensor is a superposition of viscoelastic and thermal contributions. The existence and uniqueness of the solution is proved. Copyright © 2007 John Wiley & Sons, Ltd. [source] Scattering from infinite rough tubular surfacesMATHEMATICAL METHODS IN THE APPLIED SCIENCES, Issue 4 2007Xavier Claeys Abstract We study the Helmholtz equation in the exterior of an infinite perturbed cylinder with a Dirichlet boundary condition. Existence and uniqueness of solutions are established using the variational technique introduced (SIAM J. Math. Anal. 2005; 37(2):598,618). We also provide stability estimates with explicit dependence of the constants in terms of the frequency and the perturbed cylinder thickness. Copyright © 2006 John Wiley & Sons, Ltd. [source] | |||||||||||||||||||||||||||||||||||||||||||||||||||||||