Fréchet algebras with orthogonal basis
Starting with a continuous injection I: X → Y between Banach spaces, we are interested in the Fréchet (non Banach) space obtained as the reduced projective limit of the real interpolation spaces. We study relationships among the pertenence of I to an operator ideal and the pertenence of the given interpolation space to the Grothendieck class generated by that ideal.
We characterize all Fréchet quotients of the space (Ω) of (complex-valued) real-analytic functions on an arbitrary open set . We also characterize those Fréchet spaces E such that every short exact sequence of the form 0 → E → X → (Ω) → 0 splits.
Fréchet spaces of strongly, weakly and weak*-continuous Fréchet space valued functions are considered. Complete solutions are given to the problems of their injectivity or embeddability as complemented subspaces in dual Fréchet spaces.
Associated with every vector measure m taking its values in a Fréchet space X is the space L1(m) of all m-integrable functions. It turns out that L1(m) is always a Fréchet lattice. We show that possession of the AL-property for the lattice L1(m) has some remarkable consequences for both the underlying Fréchet space X and the integration operator f → ∫ f dm.
Coherent risk measures [ADEH], introduced to study both market and nonmarket risks, have four characteristic properties that lead to the term “coherent” present in their name. Coherent risk measures regarded as functionals on the space have been extensively studied [De] with respect to these four properties. In this paper we introduce CRM functionals, defined as isotonic Banach functionals [Al], and use them to characterize coherent risk measures on the space as order opposites of CRM functionals....