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Arbitrage and pricing in a general model with flows

Jan Palczewski (2003)

Applicationes Mathematicae

We study a fundamental issue in the theory of modeling of financial markets. We consider a model where any investment opportunity is described by its cash flows. We allow for a finite number of transactions in a finite time horizon. Each transaction is held at a random moment. This places our model closer to the real world situation than discrete-time or continuous-time models. Moreover, our model creates a general framework to consider markets with different types of imperfection: proportional...

Capacités invariantes extrémales

Michel Talagrand (1978)

Annales de l'institut Fourier

On étudie certains cônes de mesures 0 sur un espace localement compact, qui sont invariantes par l’action continue d’un groupe localement compact G , cette étude étant centrée sur les génératrices extrémales de ces cônes. On dégage d’abord un type très simple d’action continue où l’on décrit complètement la situation. On dégage ensuite une classe d’actions (contenant par exemple l’action de shift de Bernoulli sur { 0 , 1 } N ) qui ne sont pas du type précédent, et que l’on étudie en grand détail. Le résultat...

Cartesian Products of Family of Real Linear Spaces

Hiroyuki Okazaki, Noboru Endou, Yasunari Shidama (2011)

Formalized Mathematics

In this article we introduced the isomorphism mapping between cartesian products of family of linear spaces [4]. Those products had been formalized by two different ways, i.e., the way using the functor [:X, Y:] and ones using the functor "product". By the same way, the isomorphism mapping was defined between Cartesian products of family of linear normed spaces also.

Complexifications of real Banach spaces, polynomials and multilinear maps

Gustavo Muñoz, Yannis Sarantopoulos, Andrew Tonge (1999)

Studia Mathematica

We give a unified treatment of procedures for complexifying real Banach spaces. These include several approaches used in the past. We obtain best possible results for comparison of the norms of real polynomials and multilinear mappings with the norms of their complex extensions. These estimates provide generalizations and show sharpness of previously obtained inequalities.

Composition operators on Banach spaces of formal power series

B. Yousefi, S. Jahedi (2003)

Bollettino dell'Unione Matematica Italiana

Let β n n = 0 be a sequence of positive numbers and 1 p < . We consider the space H p β of all power series f z = n = 0 f n z n such that n = 0 f n p β n p < . Suppose that 1 p + 1 q = 1 and n = 1 n q j β n q = for some nonnegative integer j . We show that if C φ is compact on H p β , then the non-tangential limit of φ j + 1 has modulus greater than one at each boundary point of the open unit disc. Also we show that if C φ is Fredholm on H p β , then φ must be an automorphism of the open unit disc.

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