Results 51 to 60 of about 1,127,143 (202)
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
Intersection Properties of Balls in Banach Spaces
Journal of Function Spaces and Applications, 2013 We introduce a weaker notion of central subspace called almost central subspace, and we study Banach spaces that belong to the class (GC), introduced by Veselý (1997). In particular, we prove that if is an almost central subspace of a Banach space such
C. R. Jayanarayanan
doaj +1 more source
Observations on the Separable Quotient Problem for Banach Spaces
Axioms, 2020 The longstanding Banach−Mazur separable quotient problem asks whether every infinite-dimensional Banach space has a quotient (Banach) space that is both infinite-dimensional and separable.
Sidney A. Morris, David T. Yost
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
On the existence of representer theorems in Banach spaces [PDF]
, 2021 We consider general regularisation and regularised interpolation problems for learning parameter vectors from data. In particular in Hilbert spaces regularisation methods have been applied very successfully, largely due to the well known representer ...
Schlegel, Kevin
core +1 more source
Journal of MathematicsIn this present work, we derive the solution of a quadratic functional equation and investigate the Ulam stability of this equation in Banach spaces using fixed point and direct techniques.
Kandhasamy Tamilvanan +4 more
doaj +1 more source
Noncompact Perturbation of Sweeping Process with Delay in Banach Spaces
International Journal of Mathematics and Mathematical Sciences, 2013 We have proven an existence theorem concerning the existence of solutions for a functional evolution inclusion governed by sweeping process with closed convex sets depending on time and state and with a noncompact nonconvex perturbation in Banach spaces.
F. Aladsani, A. G. Ibrahim
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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
openaire +2 more sources
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