Results 41 to 50 of about 87 (65)

Comonotone approximation of periodic functions

Journal of Approximation Theory
Denote by \(\widetilde{C}\) the space of continuous \(2\pi\)-periodic functions \(f\) endowed with the uniform norm \(\|f\| := \max\limits_{x\in \mathbb{R}} |f(x)|\) and by \(\omega_m (f,t)\) the \(m\)-th modulus of smoothness of \(f\). Furthermore, denote by \(\widetilde{C}^r\) the subspace of \(r\)-times continuously differentiable functions \(f\in ...
D Leviatan
exaly   +3 more sources

Comonotone approximation by hybrid polynomials

Journal of Mathematical Analysis and Applications
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
D Leviatan
exaly   +3 more sources

Constants in Comonotone Polynomial Approximation — A Survey

1999
We survey the Jackson and Jackson type estimates for comonotone polynomial approximation of continuous and r-times continuously differentiable functions which change their monotonicity finitely many times in a finite interval, say [-1,1], with special attention to the constants involved in the estimates.
I A Shevchuk, Shevchuk I A
exaly   +2 more sources

On Comonotone Approximation

Canadian Mathematical Bulletin, 1983
AbstractJackson type theorems are obtained for the comonotone approximation of piecewise monotone functions by polynomials.
Beatson, R. K., Leviatan, D.
openaire   +2 more sources

The order of comonotone approximation of differentiable periodic functions

Ukrainian Mathematical Bulletin, 2021
Let $\Dely$ be a set of all $2\pi$-periodic functions $f$ that are continuous on the real axis $R$\ and\ change their monotonicity at various fixed points $y_{i}\in\lbrack-\pi,\pi),\ i=1,...,2s,\ s\in N$ (i.e., there is a set $Y:=\{y_{i}\}_{i\in\mathbb{Z}}$ of points $y_{i}=y_{i+2s}+2\pi$ on $R$ such that $f$ are nondecreasing on $[y_{i},y_{i-1}]$ if ...
Dzyubenko, German, Yushchenko, Lyudmyla
openaire   +2 more sources

Comonotone and coconvex rational interpolation and approximation

Numerical Algorithms, 2011
Let \(x_0,\ldots,x_n\) be given points and \(f_0,\ldots,f_n\) function values. Algorithms for constructing shape-preserving barycentric rational interpolations \[ r_n(x)=\frac{\sum_{i=0}^nf_i\frac{w_i}{x-x_i}}{\sum_{i=0}^n\frac{w_i}{x-x_i}}, \] with suitable \(w_i\) are described. The interpolation of interval data is also considered.
Hoa Thang Nguyen, Annie A. M. Cuyt, Oliver Salazar Celis   +2 more
openaire   +2 more sources

Comonotone approximation of periodic functions

Mathematical Notes, 2008
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Dzyubenko, G. A., Pleshakov, M. G.
openaire   +3 more sources

Comonotonic approximations for a general pension problem

International Journal of Sustainable Economy, 2005
In this paper the existing methodology of conditioning Taylor approximation is used to solve a general model from the area of pensions. More specifically, we searched for the optimal multi-period investment strategy of an investor whose accumulation phase (lasting M years) is followed by an annuization period (lasting N years).
openaire   +1 more source

A comonotonic approximation to optimal terminal wealth under a multivariate Merton model with correlated jump risk

Applied Mathematics and Computation, 2023
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Bahareh Afhami, Mohsen Rezapour, Mohsen Madadi, Vahed Maroufy   +3 more
openaire   +1 more source

Comonotonic approximations for the probability of lifetime ruin

Journal of Pension Economics and Finance, 2011
AbstractThis paper addresses the issue of lifetime ruin, which is defined as running out of money before death. Taking into account the random nature of the remaining lifetime, we discuss how a retiree should invest in order to avoid lifetime ruin. We also discuss the conditional time of lifetime ruin and the notion of bequest or wealth at death.Using ...
van Weert, K., Dhaene, J., Goovaerts, M.J.   +2 more
openaire   +2 more sources