3 papers
math.DS2020
Anosov diffeomorphisms, anisotropic BV spaces and regularity of foliations
Wael Bahsoun, Carlangelo Liverani
Given any smooth Anosov map we construct a Banach space on which the associated transfer operator is quasi-compact. The peculiarity of such a space is that in the case of expanding…
math.DS2017
Quenched decay of correlations for slowly mixing systems
Wael Bahsoun, Christopher Bose, Marks Ruziboev
We study random towers that are suitable to analyse the statistics of slowly mixing random systems. We obtain upper bounds on the rate of quenched correlation decay in a general se…
q-fin.PM2009
Growth-optimal investments and numeraire portfolios under transaction costs: An analysis based on the von Neumann-Gale model
Wael Bahsoun, Igor V. Evstigneev, Michael I. Taksar
The aim of this work is to extend the capital growth theory developed by Kelly, Breiman, Cover and others to asset market models with transaction costs. We define a natural general…