Results 71 to 80 of about 2,532 (218)
Demonstratio MathematicaIn this article, we express a numerical form of the convergence using the suitable modulus of smoothness for linear compositions of the Mellin convolution operators.
Ozsarac Firat
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Multilinear fractional integral operators on non-homogeneous metric measure spaces
Journal of Inequalities and Applications, 2016 In this paper, the boundedness in Lebesgue spaces for multilinear fractional integral operators and commutators generated by multilinear fractional integrals with an RBMO ( μ ) $\operatorname{RBMO}(\mu)$ function on non-homogeneous metric measure spaces ...
Huajun Gong, Rulong Xie, Chen Xu
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Generalized Lebesgue points for Sobolev functions [PDF]
Czechoslovak Mathematical Journal, 2017 In this article, we show that a function $f\in M^{s,p}(X ...
openaire +3 more sources
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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A Decomposition of the Dual Space of Some Banach Function Spaces
Journal of Function Spaces and Applications, 2012 We give a decomposition for the dual space of some Banach Function Spaces as the Zygmund space EXP𝛼 of the exponential integrable functions, the Marcinkiewicz space 𝐿𝑝,∞, and the Grand Lebesgue Space 𝐿𝑝),𝜃.
Claudia Capone, Maria Rosaria Formica
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Gyronormed Function Spaces [PDF]
Mathematics Interdisciplinary ResearchIn this paper, we introduce a gyrodistance on the gyrolinear space of functions (whose gyronorm is measurable) from a measure space to the Möbius disk $\mathbb{D}$.
Lorenzo Matarazzo
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Robust Bernoulli Mixture Models for Credit Portfolio Risk
Mathematical Finance, EarlyView.ABSTRACT This paper presents comparison results and establishes risk bounds for credit portfolios within classes of Bernoulli mixture models, assuming conditionally independent defaults that are stochastically increasing in a common risk factor. We provide simple and interpretable conditions on conditional default probabilities that imply a comparison ...
Jonathan Ansari, Eva Lütkebohmert
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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
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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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Lifts of continuous and Hölder alpha curves in the configuration space MN/SN$M^N/S_N$
Transactions of the London Mathematical Society, Volume 13, Issue 1, December 2026.Abstract In this paper, we study the quotient space X=MN/SN$X = M^N / S_N$ of equivalence classes of N$N$‐tuples in a metric space (M,dM)$(M, d_M)$, equipped with the metric induced by the minimal total pairing distance. Given a continuous path F:(0,1)→X$F: (0,1) \rightarrow X$, we prove that there exist continuous functions f1,⋯,fN:(0,1)→M$f_1, \dots,
Charles L. Fefferman +3 more
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