Results 81 to 90 of about 34,092 (246)
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
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Optimal well-posedness and forward self-similar solution for the Hardy-Hénon parabolic equation in critical weighted Lebesgue spaces [PDF]
, 2021 Noboru Chikami +2 more
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Embeddings of Weighted Generalized Morrey Spaces Into Lebesgue Spaces on Fractal Sets [PDF]
Fractional Calculus and Applied Analysis, 2019 In the paper under review, embeddings of weighted local generalized Morrey spaces \(L^{p,\varphi}_{{x_0}}(X,w)\), \(1 \le p \le \infty\), into Lebesgue spaces \(L^s(X,\mu)\), \(1 \le s\le p\), are studied. This is done in a context of quasi-metric measure space \((X,d,\mu)\) with some mild assumptions (for instance, the Ahlfors conditions) imposed on \(
openaire +2 more sources
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
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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
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AxiomsFirstly, Hilbert-type integral inequalities with best constant factors are established for two non-homogeneous kernels. Then, by utilizing the relationship between the Hilbert-type inequality and the integral operator of same kernel, the parameter ...
Lijuan Zhang, Bing He, Yong Hong
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A Model of Strategic Sustainable Investment
Mathematical Finance, EarlyView.ABSTRACT We study a problem of optimal irreversible investment and emission reduction formulated as a nonzero‐sum dynamic game between an investor with environmental preferences and a firm. The game is set in continuous‐time on an infinite‐time horizon.
Tiziano De Angelis +2 more
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Likelihood Estimation for Stochastic Differential Equations with Mixed Effects
Scandinavian Journal of Statistics, EarlyView.ABSTRACT Stochastic differential equations provide a powerful tool for modelling dynamic phenomena affected by random noise. When time series are observed for several experimental units, it is often the case that some of the parameters vary between the individual experimental units.
Fernando Baltazar‐Larios +2 more
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Repelled Point Processes With Application to Numerical Integration
Scandinavian Journal of Statistics, EarlyView.ABSTRACT We look at Monte Carlo numerical integration from a stochastic geometry point of view. While crude Monte Carlo estimators relate to linear statistics of a homogeneous Poisson point process (PPP), linear statistics of more regularly spread point processes can yield unbiased estimators with faster‐decaying variance, and thus lower integration ...
Diala Hawat +3 more
wiley +1 more source
Some Estimates of the Growth of Polynomials in the Region with Piecewise Smooth Boundary
Cumhuriyet Science JournalIn this paper, we investigate inequalities for higher order derivatives of algebraic polynomials in weighted Lebesgue space. In doing so, using the weighted L_p-norm, we establish the growth of the modulus of the m-th derivatives of algebraic polynomials
Cevahir Doğanay Gün
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