Volume 14 (2011) ISBN:978-4431538820
Author(s) and Title Page Summary/Abstract
T.Arai and T.Suzuki
How much can investors discount?

 1 Abstract
A.D. Ioffe
Variational analysis and mathematical economics 2: Nonsmooth regular economies

 17 Abstract
M. A. Khan and A. Piazza
An overview of turnpike theory: towards the discounted deterministic case

 39 Abstract
K. Kuroda, J. Maskawa, and J. Murai
Stock price process and long memory in trade signs

 69 Abstract
A. Habte and B.S. Mordukhovich
Extended second welfare theorem for nonconvex economies with infinite commodities and public goods

 93 Abstract
Y. Nakano
Partial hedging for defaultable claims

 127 Abstract
K. Owari
Robust utility maximization with unbounded random endowment

 147 Abstract
A. Jofré, R.T. Rockafellar, and R.J.-B.Wets
A time-embedded approach to economic equilibrium with incomplete financial markets

 183 Abstract
W. Takahashi and J.-C. Yao
Strong convergence theorems by hybrid methods for nonexpansive mappings with equilibrium problems in Banach spaces

 197 Abstract


　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　

Volume 13 (2010) ISBN:978-4-431-99489-3
Author(s) and Title Page Summary/Abstract
F. Akhiat, C. Castaing, and F. Ezzaki
Some various convergence results for multivalued martingales

 1 Abstract
J. Honda and S.-I . Takekuma
A note on Aumann’s core equivalence theorem without monotonicity

 35 Abstract
M.A. Khan and A.J. Zaslavski
On two classical turnpike results for the Robinson-Solow-Srinivasan model

 47 Abstract
S. Kusuoka
A certain limit of iterated conditional tail expectation

 99 Abstract
T.Q. Bao and B.S. Mordukhovich
Set-valued optimization in welfare economics

 113 Abstract
A.J. Zaslavski
Convexity of the lower partition range of a concave vector measure

 155 Abstract
A.J. Zaslavski
Good locally maximal programs for the Robinson-Solow-Srinivasan model

 161 Abstract
S.T. Lowry
Pythagorean mathematical idealism and the framing of economic and political theory

 177 Abstract


　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　

Volume 12 (2009) ISBN:978-4-431-92934-5
Author(s) and Title Page Summary/Abstract
H. Adachi
Unemployment and income distribution in the medium-run growth model

 1 Abstract
C. Castaing, M. Saadoune
Convergences in a dual space with applications to Fatou lemma

 23 Abstract
A.D. Ioffe
Variational analysis and mathematical economics 1: Subdifferential calculus and the second theorem of welfare economics

 71 Abstract
V.L. Levin
Smooth feasible solutions to a dual Monge-Kantorovich problem with applications to best approximation and utility theory in mathematical economics

 97 Abstract
K. Matsumoto
Optimal growth rate in random trade time

 129 Abstract
H. Tsukahara
Some properties of distortion risk measures

 153 Abstract
　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　
Volume 11 (2008) ISBN:978-4-431-72783-0
Author(s) and Title Page Summary/Abstract
T. Arai
Optimal hedging strategies on asymmetric functions

 1 Abstract
C. Castaing, C. Hess, M. Saadoune
Tightness conditions and integrability of the sequential weak upper limit of a sequence of multifunctions

 11 Abstract
C. Hara
Core convergence in economies with bads

 45 Abstract
H. Komiya
A distance and a binary relation related to income comparisons

 77 Abstract
V. L. Levin
On preference relations that admit smooth utility functions

 95 Abstract
T. Matsuhisa, R. Ishikawa
Rational expectations can preclude trades

 105 Abstract
R. J. Rossana
The Le Chatelier Principle in dynamic models of the firm

 117 Abstract
T. Shinotsuka
Interdependent utility functions in an intergenerational context

 147 Abstract
　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　
Volume 10 (2007) ISBN:978-4-431-72733-0
Author(s) and Title Page Summary/Abstract
C. Castaing, M. Saadoune
Komlós type convergence for random variables and random sets with applications to minimization problems

 1 Abstract
J. -P. Garnier, K. Nishimura, A. Venditti
Capital-labor substitution and indeterminacy in continuous-time two sector models

 31 Abstract
T. Ibaraki, W. Takahashi
Weak and strong convergence theorems for new resolvents of maxmal monotone in Banach spaces

 51 Abstract
S. Iwamoto
Goloden optimal policy in calculus of variation and dynamic programing

 65 Abstract
S. Kusuoka
A remark on law invariant convex risk measures

 91 Abstract
A. Rubinchik, S. Weber
Existence and uniquness of equilibrium in a model of spatial electoral competition with entry

 101 Abstract
　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　
Volume 9 (2006) ISBN:4-431-34341-5
Author(s) and Title Page Summary/Abstract
T.Adachi
Option on a unit-type closed-end investment fund

 1 Abstract
T.Fujita, R.Miura
The distribution of continuous time rank processes

 25 Abstract
H.Fushiya
Asymptotic expansion for a filtering problem and a short term rate model

 33 Abstract
E.Jouini, W.Schachermayer, N.Touzi
Law invariant risk measures have the Fatou property

 49 Abstract
M.Nakayama
The dawn of modern theory of games

 73 Abstract
M.Toda
Approximation of excess demand on the boundary and equilibrium price set

 99 Abstract
Y.Umezawa
The minimal risk of hedging with a convex risk measure

 109 Abstract
N.Zhang
The distribution of firm of size

 117 Abstract


　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　
Volume 8 (2006) ISBN:4-431-30898-9
Author(s) and Title Page Summary/Abstract
L.Angeloni, B.Cornet
Existence of financial equilibria in a multi-period stochastic economy

 1 Abstract
C.Castaing, P.Raynaud de Fitte, A.Salvadori
Some variational convergence results with applications to evolution inclusions

 33 Abstract
F.Delbaen
Hedging bounded claims with bounded outcomes

 75 Abstract
A.Bosch-Domènech, J.Silvestre
The gain-loss asymmetry and single-self preferences

 87 Abstract
P.K.Dutta, R.Radner
A game-theoretic approach to global warming

 135 Abstract
G.Evéquoz, C.A.Stuart
On differentiability and bifurcation

 155 Abstract
D.Glycopantis, A.Muir, N.C.Yannelis
On extensive form implementation of equilibria in differential information economies

 185 Abstract
J.-M.Grandmont
Fiscally stable income distributions under majority voting, Lorenz curves and bargaining sets

 215 Abstract
H.Hata, J.Sekine
Solving long term optimal investment problems with Cox-Ingersoll-Ross interest rates

 231 Abstract
L.Hurwicz
Implementation with unknown endowments in a two-trader pure exchange economy

 257 Abstract
T.Ichiishi, A.Yamazaki
Cooperative extensions of the Bayesian game

 273 Abstract
A.Ioffe
Variational problem associated with a model of welfare economics with a measure spaces of agents

 297 Abstract
K.Kawamata, Y.Tamada
Direct and indirect connections,the Shapley value, and network formation

 315 Abstract
M.A.Khan, T.Mitra
Discounted optimal growth in the two-sector RSS model:
a geometric investigation

 349 Abstract
H.Nakagawa, T.Shouda
A prepayment model of mortgage-backed securities based on unobservable prepayment cost processes

 383 Abstract
D.Monderer
Solution-based congestion games

 397 Abstract
A.Takahashi, Y.Uchida
New acceleration schemes with the asymptotic expansion in Monte Carlo simulation

 411 Abstract
N.Watanabe, S.Muto
Licensing agreements as bargaining outcomes:general results and two examples

 433 Abstract
M.Yano
The Bertrand equilibrium in a price competition game

 449 Abstract


Volume 7 (2005) ISBN:4-431-24332-1
Author(s) and Title Page Summary/Abstract
C. Castaing, P.Raynaud de Fitte, A.Salvadori
Some variational convergence results for a class of evolution inclusions of second order using Young measures

 1 Summary
M.Frittelli, E.R.Gianin
Law invariant convex risk measures

 33 Abstract
V.L.Levin
A method in demand analysis connected with the Monge-Kantorovich problem

 47 Abstract
R.Nagata
Real indeterminacy of equilibria with real and nominal assets

 95 Abstract
J.-P.Penot
The bearing of duality on microeconomics

 113 Summary
Volume 6 (2004) ISBN:4-431-20315-X
Author(s) and Title Page Summary/Abstract
C.Castaing, P.Raynaud de Fitte
On the fiber product of Young measures with application to a control problem with measures

 1 Abstract
D.Glycopantis, A.Muir
The compactness of Pr(K)

 39 Summary
S.Iwamoto
Recursive methods in probability control

 55 Abstract
S.Kusuoka
Approximation of expectation of diffusion processes based on Lie algebra and Malliavin calculus

 69 Abstract
V.L.Levin
Optimal solutions of the Monge problem

 85 Summary
H.Nakagawa, T.Shouda
Valuation of mortgage-backed securities based on unobservable prepayment costs

 123 Abstract
K.Urai, A.Yoshimachi
Fixed point theorems in Hausdorff topological vector spaces and economic equilibrium theory

 149 Abstract
A.Yamazaki
Monetary equilibrium with buying and selling price spread without transactions costs

 167 Abstract
Volume 5 (2003) ISBN:4-431-00003-8
Author(s) and Title Page Summary/Abstract
G.Carlier
Duality and existence for a class of mass transportation problems

 1 Abstract
C.Castaing, A.G.Ibrahim
Functional evolution equations governed by m-accretive operators

 23 Abstract
T.Fujimoto, J.A.Silva, A.Villar
Nonlinear generalizations of theorems on inverse--positive matrices

 55 Abstract
L.Hurwicz, M.K.Richter
Implicit functions and diffeomorphisms without C1

 65 Abstract
L.Hurwicz, M.K.Richter
Optimization and Lagrange multipliers: non-C1 constraints and ``minimal'' constraint qualifications

 97 Abstract
S.Kusuoka
Monte Carlo method for pricing of Bermuda type derivatives

 153 Abstract
I.Mutoh
Mathematical economics in Vienna between the Wars

 167 Abstract
Volume 4 (2002) ISBN:4-431-70320-9
Author(s) and Title Page Summary/Abstract
A.D.Ioffe, A.M.Rubinov
Abstract convexity and nonsmooth analysis: Global aspects

 1 Abstract
H.Ozaki
Dynamic programming with upper semi-continuous stochastic aggregator

 25 Abstract
H.Tateishi
On the existence of equilibria of equicontinuous games with incomplete information

 41 Abstract
N.C.Yannelis
A Bayesian equilibrium existence theorem

 61 Abstract
Volume 3 (2001) ISBN:4-431-70307-1
Author(s) and Title Page Summary/Abstract
H.Benabdellah, C.Castaing
Weak compactness and convergences in L1E'[E]

 1 Abstract
A.Ioffe
Abstract convexity and non-smooth analysis

 45 no
S.Iwamoto
Recursive method in stochastic optimmization under compound criteria

 63 Abstract
S.Kusuoka
On law invariant coherent risk measures

 83 Key words
V.L.Levin
The Monge-Kantorovich problems and stochastic preference relations

 97 Summary
Volume 2 (2000) ISBN:4-431-70278-4
Author(s) and Title Page Summary/Abstract
S.V.Anoulova, I.V.Evstingneev, V.M.Gundlach
Turnpike theorems for positive multivalued stochastic operators

 1 Abstract
C.Castaing, A.G.Ibrahim
Functional differential inclusion on closed sets in Banach spaces

 21 Summary
T.Ichiishi, S.Koray
Job matching: a multi-principal, multi-agent model

 41 Abstract
S.Kusuoka
Term structure and SPDE

 67 Key words
K.Urai
Fixed point theorems and the existence of econominc equilibia based on conditions for local directions of mappings

 87 Abstract
A.Yamazaki
Efficiency of stochastic transfers in a directed graph

 119 Summary
A.J.Zaslavski
Allocations of labour resources on trajectories for the model with discrete innovations

 137 Abstract
Volume 1 (1999) ISBN:4-431-70251-2
Author(s) and Title Page Summary/Abstract
G.Debreu
On the use in economic theory of some central results of mathematical analysis

 1 no
L.Calvet, J.-M.Grandmont, I.Lemaire
Heterogenous probabilities in complete asset markets

 3 Summary
C.Castaing, M.Guessous
Convergences in L1X(μ)
 17 Summary
E.Dierker, H.Dierker
Product differentiation and market power

 39 Abstract
S.Kusuoka
A Remark on default risk models

 69 Summary
H.Shirakawa
Evaluation of yield spread for credit risk

 83 Summary
M.Valadier
Analysis of the asymptotic distance between oscillating functions and their weak limit in L2

 99 Summary
K.Nishimura, M.Yano
Chaotic solutions in infinite-time horizon linear programming and economic dynamics

 115 no
S.Suda
Determinacy of monetary equilibria in an economy with no real risk

 127 Summary