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Advances in Mathematical Economics

  • Book
  • © 2004

Overview

Editors:
  1. Shigeo Kusuoka

    1. Graduate School of Mathematical Sciences, University of Tokyo, Meguro-ku, Tokyo, Japan

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    You can also search for this editor in PubMed   Google Scholar

  2. Toru Maruyama

    1. Department of Economics, Keio University, Minato-ku, Tokyo, Japan

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    You can also search for this editor in PubMed   Google Scholar

  • It is planned to publish this series once a year under the auspices of the Research Center of Mathematical Economics (Tokyo)
  • It is designed to bring together those mathematicians who are seriously interested in obtaining new challenging stimuli from economic theories and those economists who are seeking effective mathematical tools for their research
  • Authors are asked to develop their original results as fully as possible and also to give a clear-cut expository overview of the problem under discussion
  • Consequently, this series will also invite articles which might be considered too long for publication in journals

Part of the book series: Advances in Mathematical Economics (MATHECON, volume 6)

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Table of contents (8 chapters)

  1. Front Matter

    Pages i-v
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  2. On the fiber product of Young measures with application to a control problem with measures

    • Charles Castaing, Paul Raynaud de Fitte
    Pages 1-38

  3. The compactness of Pr(K)

    • Dionysius Glycopantis, Allan Muir
    Pages 39-53

  4. Recursive methods in probability control

    • Seiichi Iwamoto
    Pages 55-68

  5. Approximation of expectation of diffusion processes based on Lie algebra and Malliavin calculus

    • Shigeo Kusuoka
    Pages 69-83

  6. Optimal solutions of the Monge problem

    • Vladimir L. Levin
    Pages 85-122

  7. Valuation of mortgage-backed securities based on unobservable prepayment costs

    • Hidetoshi Nakagawa, Tomoaki Shouda
    Pages 123-147

  8. Fixed point theorems in Hausdorff topological vector spaces and economic equilibrium theory

    • Ken Urai, Akihiko Yoshimachi
    Pages 149-165

  9. Monetary equilibrium with buying and selling price spread without transactions costs

    • Akira Yamazaki
    Pages 167-183

  10. Back Matter

    Pages 185-188
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Keywords

Editors and Affiliations

  • Graduate School of Mathematical Sciences, University of Tokyo, Meguro-ku, Tokyo, Japan

    Shigeo Kusuoka

  • Department of Economics, Keio University, Minato-ku, Tokyo, Japan

    Toru Maruyama

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