3 citations · 6 across the 11 of their papers we have counts for
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math.GN2016
Effros, Baire, Steinhaus and Non-Separability
A. J. Ostaszewski
We give a short proof of an improved version of the Effros Open Mapping Principle via a shift-compactness theorem (also with a short proof), involving `sequential analysis' rather…
math.PR2016
Stable laws and Beurling kernels
Adam J. Ostaszewski
We identify a close relation between stable distributions and the limiting homomorphisms central to the theory of regular variation. In so doing some simplifications are achieved i…
q-fin.MF2016
The Sound of Silence: equilibrium filtering and optimal censoring in financial markets
Miles B. Gietzmann, Adam J. Ostaszewski
Following the approach of standard filtering theory, we analyse investor-valuation of firms, when these are modelled as geometric-Brownian state processes that are privately and pa…