Advances in Mathematical Economics Volume 16

Cover......Page 1
Advances in Mathematical Economics......Page 4
Table of Contents......Page 6
1 Introduction......Page 8
2 Notations and preliminaries......Page 9
3 Multivalued conditional expectation theorem......Page 10
4 Conditional expectation in a dual space......Page 12
5  An epiconvergence result......Page 15
6  Birkhoff ergodic theorem for Bochner-Gelfand-Pettis integrable multifunctions......Page 18
7 An unsual convergence for superadditive integrable process in Banach lattice......Page 34
8  Convex weakly compact valued superadditive process in L1cwk(E) (Ω, F, P)......Page 38
References......Page 43
1 Introduction......Page 46
2.1 Our Theorem......Page 48
2.2 Relationships between Our Theorem and the Usual Frobenius Theorem......Page 49
2.3 Application to the Classical Integrability Theory......Page 50
3.2 Proof of 1)......Page 52
3.3 Proof of 2)......Page 54
3.4 Proof of 3)......Page 57
References......Page 58
1 Introduction......Page 59
2 Preliminary results......Page 63
3 A remark on support......Page 68
4 Fundamental Relations......Page 69
5 Verification......Page 76
6 Proof of Theorem 2......Page 79
7 Remarks......Page 82
8 Proof of Proposition 16......Page 84
9 Examples of dynamical default time copula models......Page 88
References......Page 90
1 Introduction......Page 91
2 The Basic Model......Page 94
3.1 Two definitions of exploitation......Page 96
3.2 Roemer\'s (1982) definition reconsidered......Page 98
3.3 Morishima\'s (1974) definition and workers\' heterogeneous consumption demands......Page 104
4 A New Definition of Labour Exploitation......Page 110
5 Conclusions......Page 113
References......Page 114
1 Introduction......Page 116
2 The model and the main theorem......Page 117
3 Proof of the main theorem......Page 119
4 Appendix......Page 121
References......Page 122
Discrete stochastic calculus and its applications: an expository note......Page 123
2 Discrete analogue of the Itô formula......Page 124
3 Optimal portfolio problem......Page 128
4 Pricing of Margrabe option......Page 132
5 Discussions......Page 134
References......Page 135
Subject Index......Page 136
Instructions for Authors......Page 138