Results 41 to 50 of about 315,893 (200)

Empirical‐Process Limit Theory and Filter Approximation Bounds for Score‐Driven Time Series Models

Journal of Time Series Analysis, EarlyView.
ABSTRACT This article examines the filtering and approximation‐theoretic properties of score‐driven time series models. Under specific Lipschitz‐type and tail conditions, new results are derived, leading to maximal and deviation inequalities for the filtering approximation error using empirical process theory.
Enzo D'Innocenzo
wiley   +1 more source

On Normed Algebras and the Generalized Maligranda–Orlicz Lemma

Symmetry, 2023
In this paper, we discuss some extensions of the Maligranda–Orlicz lemma. It deals with the problem of constructing a norm in a subspace of the space of bounded functions, for which it becomes a normed algebra so that the norm introduced is equivalent to the initial norm of the subspace.
Mieczyslaw Cichon, Kinga Cichon
openaire   +2 more sources

Risk Measure Duality Without Structure

Mathematical Finance, EarlyView.
ABSTRACT We study risk measures on vector spaces of random variables which a priori have little structure, such as spaces lacking law invariance or a lattice structure. Ensuring the existence of a tractable dual representation (one which does not contain non‐sigma‐additive measures) is one of the main problems in risk measure theory, and we address it ...
Vasily Melnikov
wiley   +1 more source

Smoothness in Musielak-Orlicz spaces equipped with the Orlicz norm

Collectanea Mathematica, 1997
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Hudzik, Henryk, Zbaszyniak, Z.
openaire   +3 more sources

Families of Young functions and limits of Orlicz norms

Canadian Mathematical Bulletin, 2023
AbstractGiven a $\sigma $ -finite measure space $(X,\mu )$ , a Young function $\Phi $ , and a one-parameter family of Young functions $\{\Psi _q\}$ , we find necessary and sufficient conditions for the associated Orlicz norms of any function $f\in L^\Phi (X,\mu )$ to satisfy $$\begin{align*}\lim_{q\rightarrow \infty}\|f\|_{L^{\Psi_q}(X,\mu)}=C ...
MacDonald, Sullivan F., Rodney, Scott
openaire   +3 more sources

Amenability Constants for Unconditional Sums of Banach Algebras

Mathematische Nachrichten, Volume 299, Issue 9, Page 2472-2494, September 2026.
ABSTRACT We study Johnson amenability for unconditional direct sums of Banach algebras. Given a family (Ai)i∈I$(A_i)_{i\in I}$ of Banach algebras and a Banach sequence lattice E$E$ on I$I$, the E$E$‐sum ⨁i∈IAiE${\bigl (\bigoplus _{i\in I} A_i\bigr)}_{\!E}$ carries a natural Banach algebra structure via coordinatewise multiplication.
Tomasz Kania, Jerzy Ka̧kol
wiley   +1 more source

Orlicz spaces equipped with s-norms

Journal of Mathematical Analysis and Applications, 2020
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +2 more sources

Well‐posedness of heat equations with nonlinearities of arbitrarily rapid growth

Proceedings of the London Mathematical Society, Volume 133, Issue 3, September 2026.
Abstract We address local‐ and global‐in‐time well‐posedness of the Cauchy problem for nonlinear heat equations without imposing growth rate restrictions on the nonlinearity a priori. Our results constitute a nontrivial expansion of the classical Lq$L^q$‐theory for nonlinearities dominated by polynomial growth and the exponential‐Orlicz space theory ...
Yohei Fujishima, Kotaro Hisa, Robert Laister   +2 more
wiley   +1 more source

Smooth Points of Orlicz Function Spaces Equipped with S-norm

Journal of Harbin University of Science and Technology
Smooth points are important concepts in Banach space geometry theory, which have important applications in estimation theory, probability theory and other fields.
XU Hao, WANG Junming
doaj   +1 more source

Uniform rotundity in every direction of Orlicz-Sobolev spaces

Journal of Inequalities and Applications, 2016
In this paper, we study the extreme points and rotundity of Orlicz-Sobolev spaces. Analyzing and combining the properties of both Orlicz spaces and Sobolev spaces, we get the sufficient and necessary criteria for Orlicz-Sobolev spaces equipped with a ...
Fayun Cao, Rui Mao, Bing Wang
doaj   +1 more source