Results 71 to 80 of about 4,657,157 (233)

Distortion risk measures: Prudence, coherence, and the expected shortfall

Mathematical Finance, Volume 34, Issue 4, Page 1291-1327, October 2024.
Abstract Distortion risk measures (DRM) are risk measures that are law invariant and comonotonic additive. The present paper is an extensive inquiry into this class of risk measures in light of new ideas such as qualitative robustness, prudence and no reward for concentration, and tail relevance.
Massimiliano Amarante, Felix‐Benedikt Liebrich   +1 more
wiley   +1 more source

Equivalent theorem of approximation by linear combination of weighted Baskakov–Kantorovich operators in Orlicz spaces

Journal of Inequalities and Applications, 2019
In this paper, we introduce the Orlicz space corresponding to the Young function and, by virtue of the equivalent theorem between the modified K-functional and modulus of smoothness, establish the direct, inverse, and equivalent theorems for linear ...
Ling-Xiong Han, Bai-Ni Guo, Feng Qi
doaj   +1 more source

The canonical injection of the Hardy-Orlicz space $H^\Psi$ into the Bergman-Orlicz space ${\mathfrak B}^\Psi$

, 2010
We study the canonical injection from the Hardy-Orlicz space $H^\Psi$ into the Bergman-Orlicz space ${\mathfrak B}^\Psi$.Comment: 21 ...
Lefèvre, Pascal, Li, Daniel, Queffélec, Hervé, Rodriguez-Piazza, Luis   +3 more
core   +1 more source

Perturbation Method in Orlicz Sequence Spaces [PDF]

, 2023
Hristina Topalova, Nadia Zlateva
openalex   +1 more source

A revised condition for harmonic analysis in generalized Orlicz spaces on unbounded domains

Mathematische Nachrichten, Volume 297, Issue 9, Page 3184-3191, September 2024.
Abstract Conditions for harmonic analysis in generalized Orlicz spaces have been studied over the past decade. One approach involves the generalized inverse of so‐called weak Φ$\Phi$‐functions. It featured prominently in the monograph Orlicz Spaces and Generalized Orlicz Spaces [P. Harjulehto and P. Hästö, Lecture Notes in Mathematics, vol.
Petteri Harjulehto, Peter Hästö, Artur Słabuszewski   +2 more
wiley   +1 more source

Musielak Orlicz bumps and Bloom type estimates for commutators of Calderón Zygmund and fractional integral operators on variable Lebesgue spaces via sparse operators [PDF]

, 2022
Luciana Melchiori, Gladis Pradolini, Wilfredo Ramos   +2 more
openalex   +2 more sources

Numerical study of the Amick–Schonbek system

Studies in Applied Mathematics, Volume 153, Issue 1, July 2024.
Abstract The aim of this paper is to present a survey and a detailed numerical study on a remarkable Boussinesq system describing weakly nonlinear, long surface water waves. In the one‐dimensional case, this system can be viewed as a dispersive perturbation of the hyperbolic Saint‐Venant (shallow water) system.
Christian Klein, Jean‐Claude Saut
wiley   +1 more source

Weighted composition operators on $ \alpha $-Bloch-Orlicz spaces over the unit polydisc

AIMS Mathematics
Let $ {\mathbb{U}}^{n} $ be the unit polydisc in the complex vector space $ {\mathbb C}^n $. We defined the $ \alpha $-Bloch-Orlicz space on $ {\mathbb{U}}^n $ by using Young's function and showed that its norm is equivalent with a special $ \mu $-Bloch
Fuya Hu, Chengshi Huang, Zhijie Jiang
doaj   +1 more source

An extension of the Hausdorff-Young theorem to the Besicovitch-Orlicz space of almost periodic functions [PDF]

Rendiconti di Matematica e delle Sue Applicazioni, 2002
In a recent papers (cf. [1]), the Hausdorff-Young Theorem was extended to the class of Besicovitch almost periodic functions B^pa.p. We consider here such an extension in the context of Orlicz spaces, namely the Besicovitch-Orlicz space of almost ...
Mohamed Morsli, D. Drif
doaj