A general stochastic target problem with jump diffusion and an application to a hedging problem for large investors.
Weighted embedding theorems for radial Besov and Triebel-Lizorkin spaces
We study the continuity and compactness of embeddings for radial Besov and Triebel-Lizorkin spaces with weights in the Muckenhoupt class . The main tool is a discretization in terms of an almost orthogonal wavelet expansion adapted to the radial situation.
Page 1