Results 111 to 120 of about 421,577 (266)

Some isomorphically polyhedral Orlicz sequence spaces [PDF]

open access: yesarXiv, 1993
A Banach space is polyhedral if the unit ball of each of its finite dimensional subspaces is a polyhedron. It is known that a polyhedral Banach space has a separable dual and is $c_0$-saturated, i.e., each closed infinite dimensional subspace contains an isomorph of $c_0$.
arxiv  

Rough PDEs for Local Stochastic Volatility Models

open access: yesMathematical Finance, EarlyView.
ABSTRACT In this work, we introduce a novel pricing methodology in general, possibly non‐Markovian local stochastic volatility (LSV) models. We observe that by conditioning the LSV dynamics on the Brownian motion that drives the volatility, one obtains a time‐inhomogeneous Markov process. Using tools from rough path theory, we describe how to precisely
Peter Bank   +3 more
wiley   +1 more source

An arbitrarily distortable Banach space [PDF]

open access: yesIsrael J. Math. 76 (1991), no. 1-2, 81--95, 1991
In this work we construct a ``Tsirelson like Banach space'' which is arbitrarily distortable.
arxiv  

On some properties of Banach operators

open access: yesInternational Journal of Mathematics and Mathematical Sciences, 2001
A mapping α from a normed space X into itself is called a Banach operator if there is a constant k such that 0 ...
A. B. Thaheem, AbdulRahim Khan
doaj   +1 more source

On holomorphic Banach vector bundles over Banach spaces [PDF]

open access: yesarXiv, 2005
We show, e.g., that a holomorphic Banach vector bundle over a pseudoconvex open subset of, say, Hilbert space is holomorphically trivial if it is continuously trivial. Some applications are also given.
arxiv  

Conditional Aalen–Johansen estimation

open access: yesScandinavian Journal of Statistics, EarlyView.
Abstract The conditional Aalen–Johansen estimator, a general‐purpose nonparametric estimator of conditional state occupation probabilities, is introduced. The estimator is applicable for any finite‐state jump process and supports conditioning on external as well as internal covariate information.
Martin Bladt, Christian Furrer
wiley   +1 more source

A description of the Stone space of Banach lattice C(K,E)

open access: yesJournal of Function Spaces and Applications, 2006
We give a topological description of the Stone space of C(K,E), Banach lattices of continuous functions from a compact Hausdorff space K into a Banach lattice E.
Zafer Ercan
doaj   +1 more source

Weakly Lindelof determined Banach spaces not containing $\ell^1(N)$ [PDF]

open access: yesarXiv, 1992
The class of countably intersected families of sets is defined. For any such family we define a Banach space not containing $\ell^{1}(\NN )$. Thus we obtain counterexamples to certain questions related to the heredity problem for W.C.G. Banach spaces. Among them we give a subspace of a W.C.G.
arxiv  

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