Related papers: Monetary Utility Functions on $C_b(X)$ Spaces

We consider approximation problems for a special space of d variate functions. We show that the problems have small number of active variables, as it has been postulated in the past using concentration of measure arguments. We also show…

In this paper we give the complete characterization of the boundedness of the generalized fractional maximal operator $$ M_{\phi,\Lambda^{\alpha}(b)}f(x) : = \sup_{Q \ni x} \frac{\|f \chi_Q\|_{\Lambda^{\alpha}(b)}}{\phi (|Q|)} \qquad (x \in…

We define new generalized Herz spaces having weight and variable exponent, that is, weighted Herz spaces with variable exponent. We prove the boundedness of an intrinsic square function on those spaces under proper assumptions on each…

We introduce Kuelbs-Steadman-type spaces for real-valued functions, with respect to countably additive measures, taking values in Banach spaces. We investigate their main properties and embeddings in $L^p$-type spaces, considering both the…

We prove the existence of functions $f$ in the Bloch space of the unit ball $\mathbb{B}_N$ of $\mathbb{C}^N$ with the property that, given any measurable function $\varphi$ on the unit sphere $\mathbb{S}_N$, there exists a sequence…

We investigate pointwise multipliers on vector-valued function spaces over $\mathbb{R}^d$, equipped with Muckenhoupt weights. The main result is that in the natural parameter range, the characteristic function of the half-space is a…

We study analogs of value functions arising in classical mechanics in the space of probability measures endowed with the Wasserstein metric $W_p$, for $1<p<\infty$. Our main result is that each of these generalized value functions is a type…

It is proved that commonotonicity and time consistence for monetary utility functions do not go together. I also gives additional results on atomless and conditionally atomless probability spaces.

This paper develops the geometry of locally bounded rational functions on non-singular real algebraic varieties. First various basic geometric and algebraic results regarding these functions are established in any dimension, culminating…

This survey gives an introduction to monetary measures of risk as monotone and cash additive functions on spaces of univariate random variables. Primal and dual representation results as well as several examples are discussed. Principal…

We investigate an extended version of Hilbert space of analytic functions called Hilbert space of complex-valued harmonic functions. It is found that functions in Hilbert space of complex-valued harmonic functions exhibit many properties…

A charge space $(X,\mathcal{A},\mu)$ is a generalisation of a measure space, consisting of a sample space $X$, a field of subsets $\mathcal{A}$ and a finitely additive measure $\mu$, also known as a charge. Key properties a real-valued…

Let $X$ be a ball quasi-Banach function space satisfying some minor assumptions. In this article, the authors establish the characterizations of $H_X(\mathbb{R}^n)$, the Hardy space associated with $X$, via the Littlewood--Paley…

The article examines Nikolskii and Besov spaces with norms defined using "$L_p$-averaged" mixed moduli of continuity of functions of appropriate orders, instead of mixed moduli of continuity of known orders for certain mixed derivative…

We give criteria on the existence of a so-called mark function in the context of marked metric measure spaces (mmm-spaces). If an mmm-space admits a mark function, we call it functionally-marked metric measure space (fmm-space). This is not…

In this paper, we discuss the stability of (restricted) Chebyshev centers in few function spaces. For an extremally disconnected compact Hausdorff space $K$ and a finite dimensional Banach space $X$, we prove the existence of Chebyshev…

We consider robust utility maximisation in continuous-time financial markets with proportional transaction costs under model uncertainty. For this purpose, we work in the framework of Chau and R\'asonyi (2019), where robustness is achieved…

The problem is considered as to whether a monotone function defined on a subset P of a Euclidean space can be strictly monotonically extended to the whole space. It is proved that this is the case if and only if the function is {\em…

It is shown that most of the well-known basic results for Sobolev-Slobodeckii and Bessel potential spaces, known to hold on bounded smooth domains in $\mathbb{R}^n$, continue to be valid on a wide class of Riemannian manifolds with…

It is obtained necessary and sufficient conditions of dependence on $\aleph$ coordinates for functions of several variables, each of which is a product of metrizable factors. The set of discontinuity points of such functions is…