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Double Exponential Instability of Triangular Arbitrage Systems
Limits to arbitrage Recurrent sequences Matrix products Asynchronous systems
2012/4/28
This paper investigates arbitrage chains involving d currencies and d foreign exchange trader-arbitrageurs. The commonly recognized belief in economics and finance is that arbitrage has the effect of ...
Exponential instability in the Gel'fand inverse problem on the energy intervals
Exponential instability Gel'fand inverse problem energy intervals
2011/1/20
We consider the Gel’fand inverse problem and continue studies of [Mandache,2001].We show that the Mandache-type instability remains valid even in the case of Dirichletto-Neumann map given on the energ...
Exponential instability in the inverse scattering problem on the energy interval
Exponential instability inverse energy interval
2011/2/28
We consider the inverse scattering problem on the energy interval in three dimensions.We are focused on stability and instability questions for this problem. In particular,we prove an exponential inst...