Results 71 to 80 of about 1,163,773 (213)
Tensor products of abstract Besov spaces
Karpatsʹkì Matematičnì Publìkacìï, 2013 We prove the interpolation theorem for tensor products of abstract Besov spaces, associated with closed operators in Banach spaces and show its application to the problems of approximations of elements of tensor products of Banach spaces.
M. I. Dmytryshyn
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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 ...
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The (D) Property in Banach Spaces [PDF]
Abstract and Applied Analysis, 2012 A Banach space E is said to have (D) property if every bounded linear operator T : F → E* is weakly compact for every Banach space F whose dual does not contain an isomorphic copy of l∞. Studying this property in connection with other geometric properties, we show that every Banach space whose dual has (V∗) property of Pełczyński (and hence every ...
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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
Pruitt’s Estimates in Banach Space [PDF]
Journal of Theoretical Probability, 2009 Pruitt's estimates on the expectation and the distribution of the time taken by a random walk to exit a ball of radius r are extended to the infinite dimensional setting. It is shown that they separate into two pairs of estimates depending on whether the space is type 2 or cotype 2.
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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
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Some Remarks on Smooth Mappings of Hilbert and Banach Spaces and Their Local Convexity Property
AxiomsWe analyze smooth nonlinear mappings for Hilbert and Banach spaces that carry small balls to convex sets, provided that the radii of the balls are small enough.
Yarema A. Prykarpatskyy +3 more
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Type and cotype of some Banach spaces
International Journal of Mathematics and Mathematical Sciences, 1992 Type and cotype are computed for Banach spaces generated by some positive sublinear operators and Banach function spaces. Applications of the results yield that under certain assumptions Clarkson's inequalities hold in these spaces.
Mieczyslaw Mastylo
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On quasihyperbolic geodesics in Banach spaces
Annales Academiae Scientiarum Fennicae Mathematica, 2014 14 pages, 4 ...
Rasila Antti +2 more
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