Approximation par des variétés algébriques dans les espaces hilbertiens (Variation sur un thème de Vituškin)
We study a fundamental issue in the theory of modeling of financial markets. We consider a model where any investment opportunity is described by its cash flows. We allow for a finite number of transactions in a finite time horizon. Each transaction is held at a random moment. This places our model closer to the real world situation than discrete-time or continuous-time models. Moreover, our model creates a general framework to consider markets with different types of imperfection: proportional...
On étudie certains cônes de mesures sur un espace localement compact, qui sont invariantes par l’action continue d’un groupe localement compact , cette étude étant centrée sur les génératrices extrémales de ces cônes. On dégage d’abord un type très simple d’action continue où l’on décrit complètement la situation. On dégage ensuite une classe d’actions (contenant par exemple l’action de shift de Bernoulli sur ) qui ne sont pas du type précédent, et que l’on étudie en grand détail. Le résultat...
In this article we introduced the isomorphism mapping between cartesian products of family of linear spaces [4]. Those products had been formalized by two different ways, i.e., the way using the functor [:X, Y:] and ones using the functor "product". By the same way, the isomorphism mapping was defined between Cartesian products of family of linear normed spaces also.
We give a unified treatment of procedures for complexifying real Banach spaces. These include several approaches used in the past. We obtain best possible results for comparison of the norms of real polynomials and multilinear mappings with the norms of their complex extensions. These estimates provide generalizations and show sharpness of previously obtained inequalities.
Let be a sequence of positive numbers and . We consider the space of all power series such that . Suppose that and for some nonnegative integer . We show that if is compact on , then the non-tangential limit of has modulus greater than one at each boundary point of the open unit disc. Also we show that if is Fredholm on , then must be an automorphism of the open unit disc.