Results 81 to 90 of about 673 (226)
Multipliers between Sobolev spaces and fractional differentiation
We characterize the pointwise multipliers which maps a Sobolev space H˙r(Rd) to a Sobolev space H˙s(Rd) in the case |s|
Lemarié-Rieusset, P.G., Gala, S.
core +1 more source
Abstract We introduce mixed super‐circles, a position‐curvature formulation of the original dynamic 2D super‐helix model. Compared to the latter, purely curvature‐based model – the so‐called chained formulation –, the mixed formulation that we propose here drastically reduces the algorithmic complexity of the solving scheme – from quadratic to quasi ...
Emile Hohnadel +2 more
wiley +1 more source
Abstract Fish must manage the competing demands of ion balance and gas exchange across the gills – a physiological tension known as the osmorespiratory compromise. In dynamic estuarine environments, the osmorespiratory compromise may be exacerbated by variable salinity and periods of hypoxia that demand high respiratory work.
Timothy D. Clark +4 more
wiley +1 more source
Pointwise multipliers and isomorphisms between weighted Bergman spaces on the unit ball
信州大学博士(理学)学位論文・平成25年3月20日授与(甲第90号)・武嶋 利直Thesis武嶋 利直. Pointwise multipliers and isomorphisms between weighted Bergman spaces on the unit ball.
武嶋, 利直
core
RPM and Vertical Integration With Upstream Competition and Noncontractible Efforts
ABSTRACT We study RPM and vertical integration in a common agency setting with two differentiated manufacturers and one retailer, where consumer demand depends on both the manufacturers' and retailer's noncontractible efforts. Under vertical separation, the adoption of maximum RPM by both manufacturers is an equilibrium and intensifies competition ...
Michele Bisceglia +3 more
wiley +1 more source
A Note on Local Polynomial Regression for Time Series in Banach Spaces
ABSTRACT This work extends local polynomial regression to Banach space‐valued time series for estimating smoothly varying means and their derivatives in non‐stationary data. The asymptotic properties of both the standard and bias‐reduced Jackknife estimators are analyzed under mild moment conditions, establishing their convergence rates.
Florian Heinrichs
wiley +1 more source
We show that useful estimates for the essential norm of pointwise multipliers acting on a function space may be easily obtained from certain functional-analytic facts related to the notions of inner variation and the measure of noncompactness ...
Edmunds, D E, Shargorodsky, E
core
Pointwise multipliers from Dirichlet type spaces Dτ to Qp spaces in the unit ball of Cn∗
In this paper, the pointwise multipliers M(Dτ,Qp) and M(Dτ,Qp,0) are characterized in the unit ball of Cn for the values of τ,p in the three cases: (i ...
Ouyang, Caiheng, Peng, Ru
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Penalized Convex Estimation in Dynamic Location Models
ABSTRACT This paper studies L1$$ {L}^1 $$‐penalized estimation for location models yt=mt+ϵt$$ {y}_t={m}_t+{\epsilon}_t $$, where mt$$ {m}_t $$ is defined by a possibly non‐Markovian recursion and ϵt$$ {\epsilon}_t $$ is a martingale difference sequence with possibly time‐varying conditional variance.
Reda Alami Chentoufi
wiley +1 more source
Optimal Portfolio Choice With Cross‐Impact Propagators
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
wiley +1 more source

