On the minimizers of energy forms with completely monotone kernel

DOI10.1007/s00245-018-9516-7zbMath1461.49033arXiv1706.04844OpenAlexW2625757893WikidataQ129368345 ScholiaQ129368345MaRDI QIDQ2019989

Elias Strehle, Alexander Schied

Publication date: 22 April 2021

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1706.04844

zbMATH Keywords

Fredholm integral equation of second kindoptimal portfolio liquidationenergy formcapacitary measuresymmetrically totally monotone function

Mathematics Subject Classification ID

Regularity of solutions in optimal control (49N60) Financial applications of other theories (91G80) Fredholm integral equations (45B05) Convexity of real functions in one variable, generalizations (26A51) Monotonic functions, generalizations (26A48) Potentials and capacities on other spaces (31C15) Real-analytic functions (26E05) Optimality conditions for problems involving relations other than differential equations (49K21)

Uses Software

• MathOverflow

Cites Work

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• Order Book Resilience, Price Manipulation, and the Positive Portfolio Problem
• TRANSIENT LINEAR PRICE IMPACT AND FREDHOLM INTEGRAL EQUATIONS
• Price Manipulation and Quasi-Arbitrage
• Convex Analysis

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