Semigroup theory applied to options.
We consider operators acting in the space C(X) (X is a compact topological space) of the form , u ∈ C(X), where and are given continuous mappings (1 ≤ k ≤ N). A new formula on the logarithm of the spectral radius r(A) is obtained. The logarithm of r(A) is defined as a nonlinear functional λ depending on the vector of functions . We prove that , where Mes is the set of all probability vectors of measures on X × 1,..., N and λ* is some convex lower-semicontinuous functional on . In other...
We prove that for the spectral radius of a weighted composition operator , acting in the space , the following variational principle holds: , where X is a Hausdorff compact space, α: X → X is a continuous mapping preserving a Borel measure μ with suppμ = X, is the set of all α-invariant ergodic probability measures on X, and a: X → ℝ is a continuous and -measurable function, where . This considerably extends the range of validity of the above formula, which was previously known in the case...
Dans cet article, nous montrons que toute série formelle (en ), resp. toute série de factorielles formelle, solution d’une équation linéaire aux différences finies à coefficients polynômes est Gevrey d’un ordre qui peut se lire sur un, ou plutôt deux, polygone(s) de Newton convenable(s). Nous calculons également l’indice d’un tel opérateur agissant sur des espaces de séries Gevrey factorielles ou ordinaires.