Advances in Mathematical Economics Volume 16

1. Front Matter

   Pages i-v

   PDF

2. Some applications of Birkhoff-Kingman ergodic theorem

   • Charles Castaing, Marc Lavie

   Pages 1-38

3. Elementary form and proof of the Frobenius theorem for economists

   • Yuhki Hosoya

   Pages 39-51

4. A remark on credit risk models and copula

   • Shigeo Kusuoka, Takenobu Nakashima

   Pages 53-84

5. Profits and exploitation: a reappraisal

   • Naoki Yoshihara, Roberto Veneziani

   Pages 85-109

6. On the equivalence between the rejective core and the dividend equilibrium: a note

   • Kentaro Miyazaki, Shin-Ichi Takekuma

   Pages 111-117

7. Discrete stochastic calculus and its applications: an expository note

   • Takahiko Fujita, Naoyuki Ishimura, Norihisa Kawai

   Pages 119-131

8. Back Matter

   Pages 133-136

   PDF

A lot of economic problems can be formulated as constrained optimizations and equilibration of their solutions. Various mathematical theories have been supplying economists with indispensable machineries for these problems arising in economic theory. Conversely, mathematicians have been stimulated by various mathematical difficulties raised by economic theories. The series is designed to bring together those mathematicians who are seriously interested in getting new challenging stimuli from economic theories with those economists who are seeking effective mathematical tools for their research.

• Economic Theory
• Finance
• Probability
• Static Economics
• Stochastic Analysis

• Graduate School of, Mathematical Sciences, University of Tokyo, Tokyo, Japan

  Shigeo Kusuoka

• Keio University, Minato-ku, Japan

  Toru Maruyama

Policies and ethics