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We present a unified approach to get explicit formulas for utility maximising strategies in Exponential Levy models. This approach is related to $f$-divergence minimal martingale measures and based on a new concept of preservation of the…

Probability · Mathematics 2018-03-14 S. Cawston , L. Vostrikova

We show that Lieb's concavity theorem holds more generally for any unitary invariant matrix function $\phi:\mathbf{H}_+^n\rightarrow \mathbb{R}_+^n$ that is concave and satisfies H\"older's inequality. Concretely, we prove the joint…

Functional Analysis · Mathematics 2019-05-08 De Huang

In this paper, we study the weighted inequality for multilinear fractional maximal operators and fractional integrals. We give sharp weighted estimates for both operators.

Classical Analysis and ODEs · Mathematics 2017-08-01 Kangwei Li , Kabe Moen , Wenchang Sun

After establishing some new global facts (like a measure theoretic structure theorem and approximation results) about complex-valued functions with bounded variation on arbitrary noncompact Riemannian manifolds, we extend results of…

Differential Geometry · Mathematics 2013-01-25 Batu Güneysu , Diego Pallara

We prove that for the dyadic maximal operator $\mathrm M$ and every locally integrable function $f\in L^1_{\mathrm{loc}}(\mathbb R^d)$ with bounded variation, also $\mathrm M f$ is locally integrable and $\mathop{\mathrm{var}}\mathrm M…

Classical Analysis and ODEs · Mathematics 2020-12-07 Julian Weigt

We prove that if the Hardy-Littlewood maximal operator is bounded on a separable Banach function space $X(\mathbb{R}^n)$ and on its associate space $X'(\mathbb{R}^n)$ and a maximally modulated Calder\'on-Zygmund singular integral operator…

Functional Analysis · Mathematics 2014-08-20 Alexei Yu. Karlovich

This paper formulates Young-type inequalities for singular values (or $s$-numbers) and traces in the context of von Neumann algebras. In particular, it shown that if $\t(\cdot)$ is a faithful semifinite normal trace on a semifinite von…

Operator Algebras · Mathematics 2007-05-23 Douglas R. Farenick , S. Mahmoud Manjegani

Let $\mathcal{A}$ be a unital $\mathbf{C}^*$-algebra with unit $e$. We develop several inequalities for a positive linear functional $f$ on $\mathcal{A}$ and obtain several bounds for the numerical radius $v(a)$ of an element $a\in…

Functional Analysis · Mathematics 2024-10-04 Pintu Bhunia

In this article we study the Heinz and Hermite-Hadamard inequalities. We derive the whole series of refinements of these inequalities involving unitarily invariant norms, which improve some recent results, known from the literature. We also…

Functional Analysis · Mathematics 2020-09-08 Amir Ghasem Ghazanfari

We establish the higher differentiability for the minimizers of the following non-autonomous integral functionals \begin{equation*} \mathcal{F}(u,\Omega):= \, \int_\Omega \sum_{i=1}^{n} \, a_i(x) \lvert u_{x_i} \rvert^{p_i} dx,…

Analysis of PDEs · Mathematics 2025-03-04 Stefania Russo

We prove noncommutative martingale inequalities associated with convex functions. More precisely, we obtain $\Phi$-moment analogues of the noncommutative Burkholder inequalities and the noncommutative Rosenthal inequalities for any convex…

Probability · Mathematics 2015-06-15 Narcisse Randrianantoanina , Lian Wu

We establish several mixed $A_p$-$A_\infty$ bounds for Calder\'on-Zygmund operators that only involve one supremum. We address both cases when the $A_\infty$ part of the constant is measured using the exponential-logarithmic definition and…

Classical Analysis and ODEs · Mathematics 2013-10-07 Andrei K. Lerner , Kabe Moen

Let $n\geq 1,0<\rho<1, \max\{\rho,1-\rho\}\leq \delta\leq 1$ and $$m_1=\rho-n+(n-1)\min\{\frac 12,\rho\}+\frac {1-\delta}{2}.$$ If the amplitude $a$ belongs to the H\"{o}rmander class $S^{m_1}_{\rho,\delta}$ and $\phi\in \Phi^{2}$ satisfies…

Classical Analysis and ODEs · Mathematics 2024-08-29 Xiangrong Zhu , Wenjuan Li

Let $\mathcal{A}$ be a factor with dim$\mathcal{A}\geq2$. For $A, B\in\mathcal{A}$, define by $[A, B]_{*}=AB-BA^{\ast}$ and $A\bullet B=AB+BA^{\ast}$ the new products of $A$ and $B$. In this paper, it is proved that a map $\Phi: \mathcal…

Operator Algebras · Mathematics 2022-03-23 Dongfang Zhang , Changjing Li

For a strictly stationary sequence of nonnegative regularly varying random variables $(X_{n})$ we study functional weak convergence of partial maxima processes $M_{n}(t) = \bigvee_{i=1}^{\lfloor nt \rfloor}X_{i},\,t \in [0,1]$ in the space…

Probability · Mathematics 2015-12-16 Danijel Krizmanić

The introduction of abstract Friedrichs operators in 2007-an operator-theoretic framework for studying classical Friedrichs operators has led to significant developments in the field, including results on well-posedness, multiplicity, and…

Analysis of PDEs · Mathematics 2026-01-13 Krešimir Burazin , Marko Erceg , Sandeep Kumar Soni

We consider base-$\beta$ expansions of Parry's type, where $a_0 \geq a_1 \geq 1$ are integers and $a_0<\beta <a_0+1$ is the positive solution to $\beta^2 = a_0\beta + a_1$ (the golden ratio corresponds to $a_0=a_1=1$). The map $x\mapsto…

Dynamical Systems · Mathematics 2026-05-20 Horia D. Cornean , Kasper S. Sørensen

We present two novel methods for approximating minimizers of the abstract Rayleigh quotient $\Phi(u)/ \|u\|^p$. Here $\Phi$ is a strictly convex functional on a Banach space with norm $\|\cdot\|$, and $\Phi$ is assumed to be positively…

Analysis of PDEs · Mathematics 2016-02-16 Ryan Hynd , Erik Lindgren

Semibounded symmetric operators have a distinguished self-adjoint extension, the Friedrichs extension. The eigenvalues of the Friedrichs extension are given by a variational principle that involves only the domain of the symmetric operator.…

Mathematical Physics · Physics 2019-01-14 Lukas Schimmer , Jan Philip Solovej , Sabiha Tokus

Let $A$ and $ B$ be $n\times n$ positive definite complex matrices, let $\sigma$ be a matrix mean, and let $f : [0,\infty)\to [0,\infty)$ be a differentiable convex function with $f(0)=0$. We prove that $$f^{\prime}(0)(A \sigma B)\leq…

Functional Analysis · Mathematics 2024-04-19 Manisha Devi , Jaspal Singh Aujla , Mohsen Kian , Mohammad Sal Moslehian