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相关论文: Two characterizations of quasiconvexity

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This paper introduces and fully characterizes the novel class of quasi-logconvex measures of risk, to stand on equal footing with the rich class of quasi-convex measures of risk. Quasi-logconvex risk measures naturally generalize logconvex…

风险管理 · 定量金融 2022-08-17 Roger J. A. Laeven , Emanuela Rosazza Gianin

In the present paper, we discuss several basic properties of a class of quasiconformal close-to-convex harmonic mappings with starlike analytic part, such results as coefficient inequalities, an integral representation, a growth theorem, an…

复变函数 · 数学 2021-10-25 Zhi-Gang Wang , Xin-Zhong Huang , Zhi-Hong Liu , Rahim Kargar

We provide a dual representation of quasiconvex maps between two lattices of random variables in terms of conditional expectations. This generalizes the dual representation of quasiconvex real valued functions and the dual representation of…

风险管理 · 定量金融 2010-01-25 Marco Frittelli , Marco Maggis

Two criteria for the robust quasiconvexity of lower semicontinuous functions are established in terms of Fr\'echet subdifferentials in Asplund spaces.

泛函分析 · 数学 2018-04-20 Hoa T. Bui , Pham Duy Khanh , Tran Thi Tu Trinh

Since the quasiconvex risk measures is a bigger class than the well known convex risk measures, the study of quasiconvex risk measures makes sense especially in the financial markets with volatility. In this paper, we will study the…

风险管理 · 定量金融 2019-06-26 Fei Sun , Yijun Hu

In this paper we have obtained two more characterizations of nearly pseudocompact spaces.

一般拓扑 · 数学 2022-03-28 Biswajit Mitra , Sanjib Das

In recent papers the convexity of quasiarithmetic means was characterized under twice differentiability assumptions. One of the main goals of this paper is to show that the convexity or concavity of a quasiarithmetic mean implies the the…

经典分析与常微分方程 · 数学 2020-11-23 Zsolt Páles , Paweł Pasteczka

We introduce a relaxed version of the metric definition of quasiconformality that is natural also for mappings of low regularity, including $W_{\mathrm{loc}}^{1,1}(\mathbb{R}^n;\mathbb{R}^n)$-mappings. Then we show on the plane that this…

度量几何 · 数学 2024-12-25 Panu Lahti

The present paper is devoted to the study of mappings with finite distortion on Riemannian manifolds. Theorems on local behavior of generalized quasiisometries with unbounded characteristic of quasiconformality are obtained.

复变函数 · 数学 2015-12-22 E. A. Sevost'yanov , S. A. Skvortsov

Relying on rays, we search for submodules of a module V over a supertropical semiring on which a given anisotropic quadratic form is quasilinear. Rays are classes of a certain equivalence relation on V, that carry a notion of convexity,…

环与代数 · 数学 2018-07-10 Zur Izhakian , Manfred Knebusch

Motivated by the problem of finding dual representations for quasiconvex systemic risk measures in financial mathematics, we study quasiconvex compositions in an abstract infinite-dimensional setting. We calculate an explicit formula for…

风险管理 · 定量金融 2025-11-10 Çağın Ararat , Mücahit Aygün

Convexity and quasiconvexity are two properties that capture the concept of diversification for risk measures. Between the two, there is natural quasiconvexity, an old but not so well-known property weaker than convexity but stronger than…

数理金融 · 定量金融 2022-01-19 Çağın Ararat , Barış Bilir , Elisa Mastrogiacomo

In this short note, we obtain partial quasi-metric versions of Kannan's fixed point theorem for self-mappings. Moreover, we use these fixed points results to characterize a certain type of completeness in partial quasi-metric spaces. We…

一般拓扑 · 数学 2019-02-11 Yaé Ulrich Gaba

A class of real functions, which is the generalization of a family of convex functions, is introduced; in this connection, we have defined $X$-convex, strictly $X$-convex, quasi-$X$-convex, strictly quasi-$X$-convex, and semi-strictly…

最优化与控制 · 数学 2022-08-16 Musavvir Ali , Ehtesham Akhter

In this paper we give various characterizations of quasiopen sets and quasicontinuous functions on metric spaces. For complete metric spaces equipped with a doubling measure supporting a p-Poincar\'e inequality we show that quasiopen and…

泛函分析 · 数学 2017-02-13 Anders Björn , Jana Björn , Jan Malý

Let $X$ be a normed space of a finite dimension at least two, and $C\subsetneq X$ a closed convex set with nonempty interior. We are interested in extending Lipschitz quasiconvex functions on $C$ to quasiconvex functions on $X$. We show…

泛函分析 · 数学 2026-03-06 Carlo Alberto De Bernardi , Libor Veselý

We survey the recent developments in the theory of quasireg- ular mappings in metric spaces. In particular, we study the geometric porosity of the branch set of quasiregular mappings in general metric measure spaces, and then, introduce the…

复变函数 · 数学 2017-01-12 Chang-Yu Guo

We introduce several classes of set-valued maps with generalized convexity. We obtain minimax theorems for set-valued maps which satisfy the introduced properties and are not continuous, by using a fixed point theorem for weakly naturally…

最优化与控制 · 数学 2015-10-09 Monica Patriche

Finite linear least squares is one of the core problems of numerical linear algebra, with countless applications across science and engineering. Consequently, there is a rich and ongoing literature on algorithms for solving linear least…

数值分析 · 数学 2021-10-27 Paz Fink Shustin , Haim Avron

There are two basic ways of weakening the definition of the well-known metric regularity property by fixing one of the points involved in the definition. The first resulting property is called metric subregularity and has attracted a lot of…

最优化与控制 · 数学 2020-01-22 R. Cibulka , M. Fabian , A. Y. Kruger
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