Results 71 to 80 of about 33,554 (201)
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
wiley +1 more source
Weighted Hardy Operators in Complementary Morrey Spaces
Journal of Function Spaces and Applications, 2012 We study the weighted p→q-boundedness of the multidimensional weighted Hardy-type operators Hwα and ℋwα with radial type weight w=w(|x|), in the generalized complementary Morrey spaces ℒ∁{0}p,ψ(ℝn) defined by an almost increasing function ψ=ψ(r).
Dag Lukkassen +2 more
doaj +1 more source
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
wiley +1 more source
Compactness of the Commutator of Multilinear Fourier Multiplier Operator on Weighted Lebesgue Space
Journal of Function Spaces, 2014 Let Tσ be the multilinear Fourier multiplier operator associated with multiplier σ satisfying the Sobolev regularity that supl∈ZσlWs1,…,sm(Rmn)
Jiang Zhou, Peng Li
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On approximation properties of functions by means of Fourier and Faber series in weighted Lebesgue spaces with variable exponent [PDF]
Mathematica Moravica, 2023 In this paper the approximation of functions by linear means of Fourier series in weighted variable exponent Lebesgue spaces was studied. This result was applied to the approximation of the functions by linear means of Faber series in Smirnov classes ...
Jafarov Sadulla Z.
doaj
Mathematical Finance, EarlyView.ABSTRACT This study develops a novel multivariate stochastic framework for assessing systemic risks, such as climate and nature‐related shocks, within production or financial networks. By embedding a linear stochastic fluid network, interpretable as a generalized vector Ornstein–Uhlenbeck process, into the production network of interdependent ...
Giovanni Amici +3 more
wiley +1 more source
Finite-rank intermediate Hankel operators on the Bergman space
International Journal of Mathematics and Mathematical Sciences, 2001 Let L2=L2(D,r dr dθ/π) be the Lebesgue space on the open unit disc and let La2=L2∩ℋol(D) be the Bergman space. Let P be the orthogonal projection of L2 onto La2 and let Q be the orthogonal projection onto L¯a,02={g∈L2;g¯∈La2, g(0)=0}. Then I−P≥Q.
Takahiko Nakazi, Tomoko Osawa
doaj +1 more source
The Smirnov Property for Weighted Lebesgue Spaces
MathematicsWe establish lower norm bounds for multivariate functions within weighted Lebesgue spaces, characterised by a summation of functions whose components solve a system of nonlinear integral equations. This problem originates in portfolio selection theory, where these equations allow one to identify mean-variance optimal portfolios, composed of standard ...
openaire +3 more sources
Embedding Theorem For Weighted Hardy Spaces into Lebesgue Spaces
, 2019 20 ...
Lou, Zengjian, Shen, Conghui
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Norms of some operators between weighted-type spaces and weighted Lebesgue spaces
AIMS Mathematics, 2023 <abstract><p>We calculate the norms of several concrete operators, mostly of some integral-type ones between weighted-type spaces of continuous functions on several domains. We also calculate the norm of an integral-type operator on some subspaces of the weighted Lebesgue spaces.</p></abstract>
openaire +2 more sources