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Shape-preserving properties and asymptotic behaviour of the semigroup generated by the Black-Scholes operator

Antonio Attalienti, Ioan Rasa (2008)

Czechoslovak Mathematical Journal

The paper is devoted to a careful analysis of the shape-preserving properties of the strongly continuous semigroup generated by a particular second-order differential operator, with particular emphasis on the preservation of higher order convexity and Lipschitz classes. In addition, the asymptotic behaviour of the semigroup is investigated as well. The operator considered is of interest, since it is a unidimensional Black-Scholes operator so that our results provide qualitative information on the...

Simultaneous approximation by a class of Bernstein-Durrmeyer operators preserving linear functions

Heiner Gonska, Radu Păltănea (2010)

Czechoslovak Mathematical Journal

We introduce and study a one-parameter class of positive linear operators constituting a link between the well-known operators of S. N. Bernstein and their genuine Bernstein-Durrmeyer variants. Several limiting cases are considered including one relating our operators to mappings investigated earlier by Mache and Zhou. A recursion formula for the moments is proved and estimates for simultaneous approximation of derivatives are given.

Some theorems of Korovkin type

Tomoko Hachiro, Takateru Okayasu (2003)

Studia Mathematica

We take another approach to the well known theorem of Korovkin, in the following situation: X, Y are compact Hausdorff spaces, M is a unital subspace of the Banach space C(X) (respectively, C ℝ ( X ) ) of all complex-valued (resp., real-valued) continuous functions on X, S ⊂ M a complex (resp., real) function space on X, ϕₙ a sequence of unital linear contractions from M into C(Y) (resp., C ℝ ( Y ) ), and ϕ ∞ a linear isometry from M into C(Y) (resp., C ℝ ( Y ) ). We show, under the assumption that Π N ⊂ Π T , where Π N is the Choquet...

Spline Subdivision Schemes for Compact Sets. A Survey

Dyn, Nira, Farkhi, Elza (2002)

Serdica Mathematical Journal

Dedicated to the memory of our colleague Vasil Popov January 14, 1942 – May 31, 1990 * Partially supported by ISF-Center of Excellence, and by The Hermann Minkowski Center for Geometry at Tel Aviv University, IsraelAttempts at extending spline subdivision schemes to operate on compact sets are reviewed. The aim is to develop a procedure for approximating a set-valued function with compact images from a finite set of its samples. This is motivated by the problem of reconstructing a 3D object from...

Statistical approximation by positive linear operators

O. Duman, C. Orhan (2004)

Studia Mathematica

Using A-statistical convergence, we prove a Korovkin type approximation theorem which concerns the problem of approximating a function f by means of a sequence Tₙ(f;x) of positive linear operators acting from a weighted space C ϱ ₁ into a weighted space B ϱ ₂ .

Statistical approximation to Bögel-type continuous and periodic functions

Fadime Dirik, Oktay Duman, Kamil Demirci (2009)

Open Mathematics

In this paper, considering A-statistical convergence instead of Pringsheim’s sense for double sequences, we prove a Korovkin-type approximation theorem for sequences of positive linear operators defined on the space of all real valued Bögel-type continuous and periodic functions on the whole real two-dimensional space. A strong application is also presented. Furthermore, we obtain some rates of A-statistical convergence in our approximation.

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