Integral price formulas for lookback options.
The purpose of this paper is to introduce a definition of cliquishness for multifunctions and to study the search for cliquish, quasi-continuous and Baire measurable selections of compact valued multifunctions. A correction as well as a generalization of the results of [5] are given.
In this paper a full totalization is presented of the Kurzweil-Henstock integral in the multidimensional space. A residual function of the total Kurzweil-Henstock primitive is defined.
Let (FP) abbreviate the statement that holds for every bounded function f: [0,1]² → ℝ whenever each of the integrals involved exists. We shall denote by (SFP) the statement that the equality above holds for every bounded function f: [0,1]² → ℝ having measurable vertical and horizontal sections. It follows from well-known results that both of (FP) and (SFP) are independent of the axioms of ZFC. We investigate the logical connections of these statements with several other strong Fubini type properties...
Let be a mapping in the Sobolev space . Then the change of variables, or area formula holds for provided removing from counting into the multiplicity function the set where is not approximately Hölder continuous. This exceptional set has Hausdorff dimension zero.