Results 91 to 100 of about 23,112 (257)

Adaptive Estimation for Weakly Dependent Functional Times Series

Journal of Time Series Analysis, EarlyView.
ABSTRACT We propose adaptive mean and autocovariance function estimators for stationary functional time series under 𝕃p−m‐approximability assumptions. These estimators are designed to adapt to the regularity of the curves and to accommodate both sparse and dense data designs.
Hassan Maissoro, Valentin Patilea, Myriam Vimond   +2 more
wiley   +1 more source

Sectional representation of Banach modules and their multipliers

International Journal of Mathematics and Mathematical Sciences, 2003
Let X be a Banach module over the commutative Banach algebra A with maximal ideal space Δ. We show that there is a norm-decreasing representation of X as a space of bounded sections in a Banach bundle π:ℰ→Δ, whose fibers are quotient modules of X.
Terje Hõim, D. A. Robbins
doaj   +1 more source

A Note on Local Polynomial Regression for Time Series in Banach Spaces

Journal of Time Series Analysis, EarlyView.
ABSTRACT This work extends local polynomial regression to Banach space‐valued time series for estimating smoothly varying means and their derivatives in non‐stationary data. The asymptotic properties of both the standard and bias‐reduced Jackknife estimators are analyzed under mild moment conditions, establishing their convergence rates.
Florian Heinrichs
wiley   +1 more source

Weak convergence of random sets in Banach spaces

, 1992
In this paper we introduce the notion of weak convergence for random sets in a separable Banach space. We study its properties, we prove some weak completeness results, a Dunford-Pettis type compactness theorem, and an analog of Mazur's lemma.
Papageorgiou, Nikolaos S, Papageorgiou, NS   +1 more
core   +1 more source

On Banach Spaces with Bases

Journal of Functional Analysis, 1996
Let \(X\) be a separable Banach space and let \((U_n)\) be a sequence of linear operators \(U_n: X\to X\). \((U_n)\) factors uniformly \(\ell^{m_n}_p\)'s with respect to \(\lambda\), if there exists a sequence of positive integers \((m_n)\) and sequences of linear operators \((T_n)\), \((S_n)\), with \(T_n:X\to\ell^{m_n}_p\), \(S_n:\ell^{m_n}_p\to X ...
openaire   +1 more source

Relative Arbitrage Opportunities With Interactions Among N Investors

Mathematical Finance, EarlyView.
ABSTRACT The relative arbitrage portfolio outperforms a benchmark portfolio over a given time‐horizon with probability one. With market price of risk processes depending on the market portfolio and investors, this paper analyzes the multi‐agent optimization of relative arbitrage opportunities in the coupled system of market and wealth dynamics.
Tomoyuki Ichiba, Nicole Tianjiao Yang
wiley   +1 more source

On $r$-reflexive Banach spaces [PDF]

, 2009
summary:A Banach space $X$ is called {\it $r$-reflexive\/} if for any cover $\Cal U$ of $X$ by weakly open sets there is a finite subfamily $\Cal V\subset\Cal U$ covering some ball of radius 1 centered at a point $x$ with $\|x\|\leq r$.
Riss, Elena, Banakh, Taras, Banakh, Iryna   +2 more
core   +1 more source

Weak convergence of an iterative sequence for accretive operators in Banach spaces

Fixed Point Theory and Applications, 2006
Let C be a nonempty closed convex subset of a smooth Banach space E and let A be an accretive operator of C into E. We first introduce the problem of finding a point u∈C such that 〈Au,J(v−u)〉≥0 for all v∈C ...
Wataru Takahashi, Hideaki Iiduka, Koji Aoyama   +2 more
doaj   +1 more source

The Optimal Mean–Variance Selling Problem With Finite Horizon

Mathematical Finance, EarlyView.
ABSTRACT The optimal mean–variance selling problem seeks to determine a dynamically optimal stopping time in the nonlinear problem sup0≤τ≤TE(Xτ)−cVar(Xτ)$\sup _{0 \le \tau \le T} \left[ \mathsf {E}\,\!(X_\tau) - c\, \mathsf {V}ar\,\!(X_\tau) \right]$, where X$X$ is a geometric Brownian motion with strictly positive drift, the supremum is taken over ...
Peter Johnson, Jesper Lund Pedersen, Goran Peskir   +2 more
wiley   +1 more source

On bounded solutions of differential inclusions in Banach spaces*1

, 1988
Let X be a separable Banach space and t ϵ R+. We prove the existence and an asymptotic property of bounded solutions of the differential inclusion ẋ(t) ϵ A(t)x(t) + F(t, x(t)).The orientor field F(·,·) satisfies Carathéodory-type conditions and a ...
Papageorgiou, Nikolaos S, PAPAGEORGIOU, N   +1 more
core   +1 more source