output
20042026
most citedAnalysis of the Rosenblatt process

222 citations

103 papers

math.FA2026★ 2 cited

Hartman-Stampacchia theorem, Gale-Nikaido-Debreu lemma, and Brouwer and Kakutani fixed-point theorems

Pascal Gourdel, Cuong Le Van, Ngoc-Sang Pham +1

This paper uses the Hartman-Stampacchia theorems as the primary tool to prove the Gale-Nikaid{ô}-Debreu lemmas. It also establishes a cycle of equivalences among the Hartman-Stampa…

math.CO2026

Growing Binary Trees

Olivier Bodini, Antoine Genitrini, Khaydar Nurligareev

This paper introduces a new combinatorial framework for modeling the growth of binary trees through a discrete evolution process that incorporates a growing rule and an extinction…

math.PR2025

An Entropy Regularized BSDE Approach to Bermudan Options and Games

Noufel Frikha, Libo Li, Daniel Chee

In this paper, we investigate optimal stopping problems in a continuous-time framework where only a discrete set of stopping dates is admissible, corresponding to the Bermudan opti…

q-fin.CP2025

To Bubble or Not to Bubble: Asset Price Dynamics and Optimality in OLG Economies

Stefano Bosi, Cuong Le Van, Ngoc-Sang Pham

We study an overlapping generations (OLG) exchange economy with an asset that yields dividends. First, we derive general conditions, based on exogenous parameters, that give rise t…

cs.GT2025★ 4 cited

Minimal balanced collections and their applications to core stability and other topics of game theory

Dylan Laplace Mermoud, Michel Grabisch, Peter Sudhölter

Minimal balanced collections are a generalization of partitions of a finite set of n elements and have important applications in cooperative game theory and discrete mathematics. H…

math.CO2025

On the Set of Balanced Games

Pedro Garcia-Segador, Michel Grabisch, Pedro Miranda

We study the geometric structure of the set of cooperative transferable utility games having a nonempty core, characterized by Bondareva and Shapley as balanced games. We show that…