Composite n-forms and Cauchy kernels.
We consider a rational function which is ‘lacunary’ in the sense that it can be expressed as the ratio of two polynomials (not necessarily coprime) having each at most a given number of terms. Then we look at the possible decompositions , where are rational functions of degree larger than 1. We prove that, apart from certain exceptional cases which we completely describe, the degree of is bounded only in terms of (and we provide explicit bounds). This supports and quantifies the intuitive...
Let F t: t ≥ 0 be a concave iteration semigroup of linear continuous set-valued functions defined on a convex cone K with nonempty interior in a Banach space X with values in cc(K). If we assume that the Hukuhara differences F 0(x) − F t (x) exist for x ∈ K and t > 0, then D t F t (x) = (−1)F t ((−1)G(x)) for x ∈ K and t ≥ 0, where D t F t (x) denotes the derivative of F t (x) with respect to t and for x ∈ K.
We consider a concave iteration semigroup of linear continuous set-valued functions defined on a closed convex cone in a separable Banach space. We prove that such an iteration semigroup has a selection which is also an iteration semigroup of linear continuous functions. Moreover it is majorized by an "exponential" family of linear continuous set-valued functions.
For a stochastic process with state space some Polish space, this paper gives sufficient conditions on the initial and conditional distributions for the joint law to satisfy Gaussian concentration inequalities and transportation inequalities. In the case of the Euclidean space , there are sufficient conditions for the joint law to satisfy a logarithmic Sobolev inequality. In several cases, the constants obtained are of optimal order of growth with respect to the number of random variables, or are...
In this note we study questions of redundancy concerning the functional equation f(h(x)+k(x)) = f(h(x))+f(k(x)), where h and k are given functions and f is the unknown function.
We establish conditions which guarantee that the second order difference equation possesses a nontrivial solution with at least two generalized zero points in a given discrete interval
We give sufficient conditions for a diffeomorphism in the plane to be analytically conjugate to a shift in a complex neighborhood of a segment of an invariant curve. For a family of functions close to the identity uniform estimates are established. As a consequence an exponential upper estimate for splitting of separatrices is established for diffeomorphisms of the plane close to the identity. The constant in the exponent is related to the width of the analyticity domain of the limit flow separatrix....
This paper deals with the numerical solution of nonlinear Black-Scholes equation modeling European vanilla call option pricing under transaction costs. Using an explicit finite difference scheme consistent with the partial differential equation valuation problem, a sufficient condition for the stability of the solution is given in terms of the stepsize discretization variables and the parameter measuring the transaction costs. This stability condition is linked to some properties of the numerical...