Results 21 to 30 of about 3,983,040 (155)
We prove and discuss some new H p $H_{p}$ - L p $L_{p}$ type inequalities of weighted maximal operators of Vilenkin-Nörlund means with monotone coefficients. It is also proved that these inequalities are the best possible in a special sense.
Lasha Baramidze +3 more
doaj +1 more source
Projective system approach to the martingale characterization of the absence of arbitrage [PDF]
The equivalence between the absence of arbitrage and the existence of an equivalent martingale measure fails when an infinite number of trading dates is considered. By enlarging the set of states of nature and the probability measure through a projective
Balbás, Alejandro +2 more
core +2 more sources
Martingale Operators and Hardy Spaces with Continuous Time Generated by Them
In this paper, we introduce the martingale Hardy spaces and BMO spaces generated by an operator T in continuous time and establish the atomic decomposition theorem of the space HpT under the condition that T is predictable.
Zhiwei Hao, Jianlan Yue, Ferenc Weisz
doaj +1 more source
Littlewood, Paley and almost‐orthogonality: a theory well ahead of its time
Abstract The classic paper by Littlewood and Paley [J. Lond. Math. Soc. (1), 6 (1931), 230–233] marked the birth of Littlewood–Paley theory. We discuss this paper and its impact from a historical perspective, include an outline of the results in the paper and their subsequent significance in relation to developments over the last century, and set them ...
Anthony Carbery
wiley +1 more source
Function spaces for decoupling
Abstract We introduce new function spaces LW,sq,p(Rn)$\mathcal {L}_{W,s}^{q,p}(\mathbb {R}^{n})$ that yield a natural reformulation of the ℓqLp$\ell ^{q}L^{p}$ decoupling inequalities for the sphere and the light cone. These spaces are invariant under the Euclidean half‐wave propagators, but not under all Fourier integral operators unless p=q$p=q$, in ...
Andrew Hassell +3 more
wiley +1 more source
Optimal Quantum Control in Fermionic Stochastic Systems With Bounded Delay
This figure illustrates the workflow of a quantum control system driven by fermionic Brownian motion, integrating control inputs, delay conditions and state updates. It outlines the iterative process of constructing a cost functional system, applying optimality conditions, and refining the quantum state through control functions.
Divyabala Kanagaraj, Durga Nagarajan
wiley +1 more source
Martingale Hardy–Orlicz-amalgam spaces
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Li, Libo, Liu, Kaituo, Wang, Yao
openaire +2 more sources
The scalar T1 theorem for pairs of doubling measures fails for Riesz transforms when p not 2
Abstract We show that for an individual Riesz transform in the setting of doubling measures, the scalar T1$T1$ theorem fails when p≠2$p \ne 2$: for each p∈(1,∞)∖{2}$ p \in (1, \infty) \setminus \lbrace 2\rbrace$, we construct a pair of doubling measures (σ,ω)$(\sigma, \omega)$ on R2$\mathbb {R}^2$ with doubling constant close to that of Lebesgue ...
Michel Alexis +3 more
wiley +1 more source
We investigate the convergence and approximation properties of Cesàro means of Walsh‐type Fourier series for functions belonging to classes of weighted bounded variation. Working within the dyadic and 2‐adic framework, we establish new sufficient conditions under which Cesàro means exhibit improved stability and convergence behavior compared with ...
Anteneh Tilahun Adimasu, Shikha Binwal
wiley +1 more source
Optimal hedging of longevity risks for group self‐annuity portfolios
Abstract This paper proposes a dynamic longevity risk hedging strategy for smooth survival benefit profiles of group self‐annuity (GSA) schemes in the presence of population basis risk. The fund manager of GSA acts on behalf of fund participants in selecting the optimal hedge. The hedging framework is formulated as a mean‐variance optimization problem,
Yang Shen +3 more
wiley +1 more source

