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We investigate the continuity of expected exponential utility maximization with respect to perturbation of the Sharpe ratio of markets. By focusing only on continuity, we impose weaker regularity conditions than those found in the…

Portfolio Management · Quantitative Finance 2012-12-13 Erhan Bayraktar , Ross Kravitz

This paper provides equivalence characterizations of homogeneous Triebel-Lizorkin and Besov-Lipschitz spaces, denoted by $\dot{F}^s_{p,q}(\mathbb{R}^n)$ and $\dot{B}^s_{p,q}(\mathbb{R}^n)$ respectively, in terms of maximal functions of the…

Classical Analysis and ODEs · Mathematics 2023-03-15 Lifeng Wang

We formulate a conjectural Lefschetz formula for locally symmetric spaces of finite volume. The formula can be verified in the compact case and for Riemann surfaces.

Differential Geometry · Mathematics 2007-05-23 Anton Deitmar

We present new sharp results concerning multipliers and distance estimates in various spaces of harmonic functions in the unit ball of $R^n$.

Complex Variables · Mathematics 2012-08-15 Miloš Arsenović , Romi F. Shamoyan

Suppose that $(X,d,\mu)$ is a space of homogeneous type, with upper dimension $\mu$, in the sense of R. R. Coifman and G. Weiss. Let $\eta$ be the H\"{o}lder regularity index of wavelets constructed by P. Auscher and T. Hyt\"{o}nen. In this…

Classical Analysis and ODEs · Mathematics 2019-08-07 Ziyi He , Dachun Yang , Wen Yuan

In this paper we provide a rate of convergence for periodic homogenization of Hamilton-Jacobi-Bellman equations with nonlocal diffusion. The result is based on the regularity of the associated effective problem, where the convexity plays a…

Analysis of PDEs · Mathematics 2020-12-08 Andrei Rodríguez-Paredes , Erwin Topp

Let $O$ be a one-dimensional Cohen-Macaulay local ring having a finite field as a coefficient field. The aim of this work is to extend the explicit computations of the St\"ohr Zeta Function of $O$ for one and two branches to an arbitrary…

Algebraic Geometry · Mathematics 2011-07-01 Julio José Moyano-Fernández

We consider various notions of vanishing mean oscillation on a (possibly unbounded) domain $\Omega \subset \mathbb{R}^n$, and prove an analogue of Sarason's theorem, giving sufficient conditions for the density of bounded Lipschitz…

Analysis of PDEs · Mathematics 2022-09-07 Almaz Butaev , Galia Dafni

The aim of this paper is to study two-weight norm inequalities for fractional maximal functions and fractional Bergman operator defined on the upper-half space. Namely, we characterize those pairs of weights for which these maximal…

Classical Analysis and ODEs · Mathematics 2017-03-02 Benoît F. Sehba

In this paper, we consider locally wedge-shaped manifolds, which are Riemannian manifolds that are allowed to have both boundary and certain types of edges. We define and study the properties of free boundary minimal hypersurfaces inside…

Differential Geometry · Mathematics 2023-12-19 Liam Mazurowski , Tongrui Wang

Based on Harnack's inequality and convex analysis we show that each plurisubharmonic function is locally BUO (bounded upper oscillation) with respect to polydiscs of finite type but not for arbitrary polydiscs. We also show that each…

Complex Variables · Mathematics 2019-09-10 Bo-Yong Chen , Xu Wang

The optimal $L^p \to L^q$ mapping properties for the (local) helical maximal function are obtained, except for endpoints. The proof relies on tools from multilinear harmonic analysis and, in particular, a localised version of the…

Classical Analysis and ODEs · Mathematics 2023-05-29 David Beltran , Jennifer Duncan , Jonathan Hickman

We study Neumann functions for divergence form, second order elliptic systems with bounded measurable coefficients in a bounded Lipschitz domain or a Lipschitz graph domain. We establish existence, uniqueness, and various estimates for the…

Analysis of PDEs · Mathematics 2014-09-25 Jongkeun Choi , Seick Kim

In the setting of fractional minimal surfaces, we prove that if two nonlocal minimal sets are one included in the other and share a common boundary point, then they must necessarily coincide. This strict maximum principle is not obvious,…

Analysis of PDEs · Mathematics 2024-12-02 Serena Dipierro , Ovidiu Savin , Enrico Valdinoci

We systematically study the local single-valuedness of the Bregman proximal mapping and local smoothness of the Bregman--Moreau envelope of a nonconvex function under relative prox-regularity - an extension of prox-regularity - which was…

Optimization and Control · Mathematics 2020-02-03 Emanuel Laude , Peter Ochs , Daniel Cremers

We prove a sharp stability result concerning how close homothetic sets attaining near-equality in the Brunn-Minkowski inequality are to being convex. In particular, resolving a conjecture of Figalli and Jerison, we show there are universal…

Metric Geometry · Mathematics 2020-04-17 Peter van Hintum , Hunter Spink , Marius Tiba

We prove a local-in-time existence and uniqueness theorem for a smooth classical solution to the spatially homogeneous Boltzmann equation with cutoff soft potentials. Our proof is based on a series of bilinear estimates for the…

Analysis of PDEs · Mathematics 2015-10-30 Yong-Kum Cho

The goal of this manuscript to establish the best possible estimate on coefficient functionals like Hermitian-Toeplitz determinant of secoend order involving logarithmic coefficients, initial logarithmic inverse coefficients and initial…

Complex Variables · Mathematics 2023-09-29 Sushil Kumar , Rakesh Kumar pandey , Pratima Rai

We prove the unique solvability in weighted Sobolev spaces of non-divergence form elliptic and parabolic equations on a half space with the homogeneous Neumann boundary condition. All the leading coefficients are assumed to be only…

Analysis of PDEs · Mathematics 2015-02-20 Hongjie Dong , Doyoon Kim , Hong Zhang

We determine the sharp constant in the Hardy inequality for fractional Sobolev spaces on half-spaces. Our proof relies on a non-linear and non-local version of the ground state representation.

Functional Analysis · Mathematics 2009-06-09 Rupert L. Frank , Robert Seiringer
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