Related papers: Fine properties of functions with bounded variatio…
We prove a robust super-hedging duality result for path-dependent options on assets with jumps, in a continuous time setting. It requires that the collection of martingale measures is rich enough and that the payoff function satisfies some…
We classify simple singularities of functions on space curves. We show that their bifurcation sets have properties very similar to those of functions on smooth manifolds and complete intersections [1,2]: the k(pi, 1)-theorem for the…
We introduce the concept of functions of locally bounded variation on abstract Wiener spaces and study their properties. Some nontrivial examples and applications to stochastic analysis are also discussed.
In this paper, we have investigated the generalized Wiener space of bounded variation with $p$-variable. Various results are obtained such as uniform convexity and reflexivity, there was characterized the set of points of discontinuity of…
Comparison and localization results for the Lempert function, the Carath\'eodory distance and their infinitesimal forms on strongly pseudoconvex domains are obtained. Related results for visible and strongly complete domains are proved.
We obtain approximation results for general positive linear operators satisfying mild conditions, when acting on discontinuous functions and absolutely continuous functions having discontinuous derivatives. The upper bounds, given in terms…
The aim of this paper is to study variation detracting property and con- vergence in variation of the Bernstein-Durrmeyer modifications of the classical Bernstein operators in the space of functions of bounded variation. These problems are…
We study the class of functions on Lipschitz-graph domains satisfying a differential-oscillation condition and show that such functions are $\epsilon$-approximable. As a consequence we obtain the quantitative Fatou theorem in the spirit of…
We give a simple proof of Gromov's Theorem on nilpotentization of vector fields, and exhibit a new method for obtaining quantitative estimates of comparing geometries of two different local Carnot groups in Carnot--Carath\'{e}odory spaces…
We give a local characterization of the class of functions having positive distributional derivative with respect to $\bar{z}$ that are almost everywhere equal to one of finitely many analytic functions and satisfy some mild non-degeneracy…
We investigate the differentiability properties of real-valued quasiconvex functions f defined on a separable Banach space X. Continuity is only assumed to hold at the points of a dense subset. If so, this subset is automatically residual.…
We present a class of functions $\mathcal{K}$ in $C^0(\R)$ which is variant of the Knopp class of nowhere differentiable functions. We derive estimates which establish $\mathcal{K} \sub C^{0,\al}(\R)$ for $0<\al<1$ but no $K \in…
In this paper, using the tools from the lineability theory, we distinguish certain subsets of $p$-adic differentiable functions. Specifically, we show that the following sets of functions are large enough to contain an infinite dimensional…
We introduce and discuss Fr\'echet differentiability for maps between Fr\'echet spaces. For delay differential equations $x'(t)=f(x_t)$ we construct a continuous semiflow of continuously differentiable solution operators $x_0\mapsto x_t$,…
We prove necessary optimality conditions, in the class of continuous functions, for variational problems defined with Jumarie's modified Riemann-Liouville derivative. The fractional basic problem of the calculus of variations with free…
Precise behavior of the Caratheodory, Kobayashi and Bergman metrics and distances near smooth boundary points of domains in C is found under different assumptions of regularity.
We consider a wide class of linear boundary-value problems for systems of $r$-th order ordinary differential equations whose solutions range over the normed complex space $(C^{(n)})^m$ of $n\geq r$ times continuously differentiable…
We consider a class of "box-like" statistically self-affine functions, and compute the almost-sure box-counting dimension of their graphs. Furthermore, we consider the differentiability of our functions, and prove that, depending on an…
This paper is devoted to the study of quasi-periodic properties of fractional order integrals and derivatives of periodic functions. Considering Riemann-Liouville and Caputo definitions, we discuss when the fractional derivative and when…
The Julia quotient measures the ratio of the distance of a function value from the boundary to the distance from the boundary. The Julia-Carath\'eodory theorem on the bidisk states that if the Julia quotient is bounded along some sequence…