Results 71 to 80 of about 1,549 (180)
On essentially conditional information inequalities
International audienceIn 1997, Z. Zhang and R.W. Yeung found the first example of a conditional information inequality in four variables that is not "Shannon-type". This linear inequality for entropies is called conditional (or constraint) since it holds
Tarik Kaced +3 more
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Harnack inequality and no-arbitrage bounds for self-financing portfolios
We give a direct proof of the Harnack inequality for a class of Kolmogorov operators associated with a linear SDE and we find the explicit expression of the optimal Harnack constant.
Polidoro, Sergio +2 more
core
On inequalities of Kolmogorov type for the functions being analytic in the unit bicircle
The sharp inequality of Kolmogorov type has been obtained in the space $\mathfrak{B}(U_2)$ for functions of two complex variables analytic in the unit bicircle.
S.B. Vakarchuk, M.B. Vakarchuk
openaire +2 more sources
Inégalités de Hardy multipolaires pondérées dans R^N et opérateurs de type Kolmogorov
The main purpose of the thesis, which describes the topics I was involved and the results achieved so far, is to introduce the multipolar weighted Hardy inequalities in R^N in the context of the study of Kolmogorov type operators perturbed by singular ...
Pappalardo, Francesco
core
Kolmogorov-Type Inequalities for Periodic Functions Whose First Derivatives Have Bounded Variation
Одержано нову непокращувану нерівність типу Колмогорова для дифереиційовних 2π-періодичyих функцій х, що мають обмежену варіацію похідної x'.We obtain a new unimprovable Kolmogorov-type inequality for differentiable 2π-periodic functions x with bounded ...
Пигучов, С.А. +2 more
core
We consider the operators \begin{eqnarray*} \nabla_X\cdot(A(X)\nabla_X),\ \nabla_X\cdot(A(X)\nabla_X)-\partial_t,\ \nabla_X\cdot(A(X)\nabla_X)+X\cdot\nabla_Y-\partial_t, \end{eqnarray*} where $X\in \Omega$, $(X,t)\in \Omega ...
Litsgård, Malte,, Nyström, Kaj,
core
Landau-Kolmogorov problem for a class of functions absolutely monotone on a finite interval
Розв’язано задачу Ландау – Колмогорова для класу абсолютно монотонних на скiнченному вiдрiзку функцiй. Для такого класу функцiй також отримано новi точнi адитивнi нерiвностi типу Колмогоров.We solve the Landau - Kolmogorov problem for the class of ...
Скороходов, Д.С.
core
Inference Based on Conditional Moment Inequalities [PDF]
In this paper, we propose an instrumental variable approach to constructing confidence sets (CS's) for the true parameter in models defined by conditional moment inequalities/equalities.
Xiaoxia Shi, Donald W.K. Andrews
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Inégalités de Landau-Kolmogorov dans des espaces de Sobolev
Ce travail est dédié à l étude des inégalités de type Landau-Kolmogorov en normes L2. Les mesures utilisées sont celles d Hermite, de Laguerre-Sonin et de Jacobi. Ces inégalités sont obtenues en utilisant une méthode variationnelle. Elles font intervenir
ABBAS, Lamia, DRAUX, André
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