Mean-ρ portfolio selection and ρ-arbitrage for coherent risk measures [PDF]
Mathematical Finance, Volume 32, Issue 1, Page 226-272, January 2022., 2022 Abstract We revisit mean‐risk portfolio selection in a one‐period financial market where risk is quantified by a positively homogeneous risk measure . We first show that under mild assumptions, the set of optimal portfolios for a fixed return is nonempty and compact.
Herdegen, Martin, Khan, Nazem
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Spin-polarized transport in ferromagnetic multilayers: An unconditionally convergent FEM integrator. [PDF]
Comput Math Appl, 2014 23 pages, 1 figureWe propose and analyze a decoupled time-marching scheme for the coupling of the Landau-Lifshitz-Gilbert equation with a quasilinear diffusion equation for the spin accumulation.
Abert C +5 more
europepmc +2 more sources
Entire functions on banach spaces with the U$U$‐property
Bulletin of the London Mathematical Society, Volume 54, Issue 1, Page 126-144, February 2022., 2022 Abstract Let E$E$ be a Banach space without a copy of l1$l_{1}$ and with the U$U$‐property. We show that every entire function on E$E$ which is weakly continuous on bounded sets is bounded on bounded sets of E$E$. We answer this way, in the affirmative, to a problem raised by Aron, Hervés, and Valdivia in 1983, for these spaces.
Humberto D. Carrión V.
wiley +1 more source
Leray–Schauder Fixed Point Theorems for Block Operator Matrix with an Application
Journal of Mathematics, Volume 2021, Issue 1, 2021., 2021 In this paper, we establish some new variants of Leray–Schauder‐type fixed point theorems for a 2 × 2 block operator matrix defined on nonempty, closed, and convex subsets Ω of Banach spaces. Note here that Ω need not be bounded. These results are formulated in terms of weak sequential continuity and the technique of De Blasi measure of weak ...
Mohamed Amine Farid +3 more
wiley +1 more source
Composition Operators on Classes of Holomorphic Functions on Banach Spaces [PDF]
, 2022 [ES] El objetivo principal de esta tesis es el estudio de diferentes propiedades (principalmente ergódicas) de operadores de composición y de composición ponderados actuando en espacios de funciones holomorfas definidas en un espacio de Banach de ...
Santacreu Ferra, Daniel
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Constant sign and nodal solutions for parametric anisotropic (p,2)-equations [PDF]
, 2021 We consider an anisotropic (Formula presented.) -equation, with a parametric and superlinear reaction term. We show that for all small values of the parameter the problem has at least five nontrivial smooth solutions, four with constant sign and the ...
Papageorgiou N. S. +2 more
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On the existence of weak solutions in the context of multidimensional incompressible fluid dynamics [PDF]
, 2021 We define the concept of energy-variational solutions for the Navier--Stokes and Euler equations. This concept is shown to be equivalent to weak solutions with energy conservation.
Lasarzik, Robert
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Overcomplete sets in non-separable Banach spaces [PDF]
, 2020 We introduce and study the notion of overcomplete set in a Banach space, that subsumes and extends the classical concept of overcomplete sequence in a (separable) Banach space.
Russo, Tommaso, Somaglia, Jacopo
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Subspaces of Hilbert-generated Banach spaces and the quantification of super weak compactness [PDF]
, 2023 © 2023 The Author(s). Published by Elsevier Inc. This is an open access article under the CC BY-NC-ND license (http://creativecommons.org/licenses/by-nc-nd/4.0/).We introduce a measure of super weak noncompactness Γ defined for bounded subsets and ...
Grelier, Guillaume Guy Marcel +1 more
core
Positive solutions for (p,2)-equations with superlinear reaction and a concave boundary term [PDF]
, 2020 We consider a nonlinear boundary value problem driven by the $(p,2)$-Laplacian, with a $(p-1)$-superlinear reaction and a parametric concave boundary term (a "concave-convex" problem).
Papageorgiou, Nikolaos +1 more
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