Results 101 to 110 of about 93,877 (207)
Hilbert's Type Linear Operator and Some Extensions of Hilbert's Inequality
Journal of Inequalities and Applications, 2008 The norm of a Hilbert's type linear operator T:L2(0,∞)→L2(0,∞) is given. As applications, a new generalizations of Hilbert integral inequality, and the result of series analogues are given correspondingly.
Bing He, Zhiping Wang, Yongjin Li
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Measure‐valued processes for energy markets
Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero +3 more
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The fundamental theorem of asset pricing with and without transaction costs
Mathematical Finance, Volume 35, Issue 2, Page 567-609, April 2025.Abstract We prove a version of the fundamental theorem of asset pricing (FTAP) in continuous time that is based on the strict no‐arbitrage condition and that is applicable to both frictionless markets and markets with proportional transaction costs. We consider a market with a single risky asset whose ask price process is higher than or equal to its ...
Christoph Kühn
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Noncommutative Chebyshev inequality involving the Hadamard product
, 2018 We present several operator extensions of the Chebyshev inequality for Hilbert space operators. The main version deals with the synchronous Hadamard property for Hilbert space operators.
Bakherad, Mojtaba +1 more
core
On some new Hilbert-type inequalities
Mathematica Slovaca, 2011 Abstract In the present paper we establish some new inequalities similar to extensions of Hilbert’s double-series inequality and give also their integral analogues. Our results provide some new estimates to these types of inequalities.
Cheung, WS, ChangJian, Z, LianYing, C
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Optimal Portfolio Choice With Cross‐Impact Propagators
Mathematical Finance, EarlyView.ABSTRACT We consider a class of optimal portfolio choice problems in continuous time where the agent's transactions create both transient cross‐impact driven by a matrix‐valued Volterra propagator, as well as temporary price impact. We formulate this problem as the maximization of a revenue‐risk functional, where the agent also exploits available ...
Eduardo Abi Jaber +2 more
wiley +1 more source
Bounds of Different Integral Operators in Tensorial Hilbert and Variable Exponent Function Spaces
MathematicsIn dynamical systems, Hilbert spaces provide a useful framework for analyzing and solving problems because they are able to handle infinitely dimensional spaces.
Waqar Afzal +2 more
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Spatial depth for data in metric spaces
Scandinavian Journal of Statistics, EarlyView.Abstract We propose a novel measure of statistical depth, the metric spatial depth, for data residing in an arbitrary metric space. The measure assigns high (low) values for points located near (far away from) the bulk of the data distribution, allowing quantifying their centrality/outlyingness.
Joni Virta
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On some Hilbert's type inequalities
Rad Hrvatske akademije znanosti i umjetnosti. Matematičke znanosti, 2009 A generalization of the well-known Hilbert’s inequality is given. Several other results of this type in recent years follows as a special case of our result.
Marangunić, Ljubo, Pečarić, Josip
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A Hilbert’s type inequality with three parameters
Filomat, 2019 In this paper, by introducing three parameters A,B,? and using the Euler-Maclaurin expansion for the Riemann zeta function, we establish an inequality of a weight coefficient. Using this inequality, we derive generalizations of a Hilbert?s type inequality.
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