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Convexity analysis in financial instruments [PDF]

, 2014
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Local convex analysis

Journal of Soviet Mathematics, 1984
Translation from Itogi Nauki Tekh., Ser. Sovrem. Probl. Mat. 19, 155-206 (Russian) (1982; Zbl 0516.46026).
Anatoly G. Kusraev, Semen S. Kutateladze
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Fourier Analysis and Convexity

2004
Beck, J; Berestein, C; Chen, W; Green, B; Groemer, H; Koldobsky, A; Kolountzakis, MN; Magyar, A; Podkorytov, A; Rubin, B; Ryabogin, D; Tao, T; Travaglini, G; Zvavitch ...
Brandolini, L, COLZANI, LEONARDO, Iosevich, A, TRAVAGLINI, GIANCARLO   +3 more
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Convex multiresolution analysis

Proceedings of Third International Symposium on Time-Frequency and Time-Scale Analysis (TFTS-96), 1998
A standard wavelet multiresolution analysis can be defined via a sequence of projection operators onto a monotone sequence of closed vector subspaces possessing suitable invariance properties. We propose an extension of this framework in which the linear projection operators are replaced by nonlinear retractions onto convex sets.
Jean-Christophe Pesquet, Patrick L. Combettes   +1 more
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