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Abstract Following the Arnold-Marsden-Ebin approach, we prove local (global in 2-D) existence and uniqueness of classical (H¨ older class) solutions of stochastic Euler equation
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We consider a discrete time financial market with proportional transaction costs. These markets have already been widely studied. In particular, a proof of the fundamental theorem
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Theorem 2.11. Let A and B be two random matrix ensembles which are asymptotically free. In contrast to the first order case, we have now to run over two disjoint cycles in the
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