Results 51 to 60 of about 3,875,192 (205)
Coefficient Quantization in Banach Spaces [PDF]
Foundations of Computational Mathematics, 2007 LaTeX, 28 ...
Stephen J. Dilworth +3 more
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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
Fuzzy stabilities of a new hexic functional equation in various spaces
Analele Stiintifice ale Universitatii Ovidius Constanta: Seria Matematica, 2022 The advantage of various fuzzy normed spaces is to analyse impreciseness and ambiguity that arise in modelling problems. In this paper, various classical stabilities of a new hexic functional equation in di erent fuzzy spaces like fuzzy Banach space ...
Dutta Hemen +2 more
doaj +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
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 +2 more
wiley +1 more source
On $T$-orthogonality in Banach spaces
Colloquium Mathematicum, 2023 Let $\mathbb{X}$ be a Banach space and let $\mathbb{X}^*$ be the dual space of $\mathbb{X}.$ For $x,y \in \mathbb{X},$ $ x$ is said to be $T$-orthogonal to $y$ if $Tx(y) =0,$ where $T$ is a bounded linear operator from $\mathbb{X}$ to $\mathbb{X}^*.$ We study the notion of $T$-orthogonality in a Banach space and investigate its relation with the ...
Sain, Debmalya +2 more
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Lipschitz measures and vector-valued Hardy spaces
International Journal of Mathematics and Mathematical Sciences, 2001 We define certain spaces of Banach-valued measures called Lipschitz measures. When the Banach space is a dual space X*, these spaces can be identified with the duals of the atomic vector-valued Hardy spaces HXp(ℝn ...
Magali Folch-Gabayet +2 more
doaj +1 more source
Risk Measure Duality Without Structure
Mathematical Finance, EarlyView.ABSTRACT We study risk measures on vector spaces of random variables which a priori have little structure, such as spaces lacking law invariance or a lattice structure. Ensuring the existence of a tractable dual representation (one which does not contain non‐sigma‐additive measures) is one of the main problems in risk measure theory, and we address it ...
Vasily Melnikov
wiley +1 more source
Arens Regularity and Weak Amenability of Certain Matrix Algebras [PDF]
Journal of Sciences, Islamic Republic of Iran, 2006 Motivated by an Arens regularity problem, we introduce the concepts of matrix Banach space and matrix Banach algebra. The notion of matrix normed space in the sense of Ruan is a special case of our matrix normed system.
doaj
Inverse problems for semilinear elliptic PDE with a general nonlinearity a(x,u)$a(x,u)$
Transactions of the London Mathematical Society, Volume 13, Issue 1, December 2026.Abstract This article studies the inverse problem of recovering a nonlinearity in an elliptic equation Δu+a(x,u)=0$\Delta u + a(x,u) = 0$ from boundary measurements of solutions. Previous results based on first‐order linearization achieve this under a sign condition on ∂ua(x,u)$\partial _u a(x,u)$, and results based on higher order linearization ...
David Johansson +2 more
wiley +1 more source