Search results for "g10"
showing 10 items of 74 documents
Gauge integrals and selections of weakly compact valued multifunctions
2016
In the paper Henstock, McShane, Birkhoff and variationally multivalued integrals are studied for multifunctions taking values in the hyperspace of convex and weakly compact subsets of a general Banach space X. In particular the existence of selections integrable in the same sense of the corresponding multifunctions has been considered.
On $p$-Dunford integrable functions with values in Banach spaces
2018
[EN] Let (Omega, Sigma, mu) be a complete probability space, X a Banach space and 1 X. Special attention is paid to the compactness of the Dunford operator of f. We also study the p-Bochner integrability of the composition u o f: Omega->Y , where u is a p-summing operator from X to another Banach space Y . Finally, we also provide some tests of p-Dunford integrability by using w*-thick subsets of X¿.
Multifunctions determined by integrable functions
2019
Integral properties of multifunctions determined by vector valued functions are presented. Such multifunctions quite often serve as examples and counterexamples. In particular it can be observed that the properties of being integrable in the sense of Bochner, McShane or Birkhoff can be transferred to the generated multifunction while Henstock integrability does not guarantee it.
P-spaces and the Volterra property
2012
We study the relationship between generalizations of $P$-spaces and Volterra (weakly Volterra) spaces, that is, spaces where every two dense $G_\delta$ have dense (non-empty) intersection. In particular, we prove that every dense and every open, but not every closed subspace of an almost $P$-space is Volterra and that there are Tychonoff non-weakly Volterra weak $P$-spaces. These results should be compared with the fact that every $P$-space is hereditarily Volterra. As a byproduct we obtain an example of a hereditarily Volterra space and a hereditarily Baire space whose product is not weakly Volterra. We also show an example of a Hausdorff space which contains a non-weakly Volterra subspace…
Some new results on integration for multifunction
2018
It has been proven in previous papers that each Henstock-Kurzweil-Pettis integrable multifunction with weakly compact values can be represented as a sum of one of its selections and a Pettis integrable multifunction. We prove here that if the initial multifunction is also Bochner measurable and has absolutely continuous variational measure of its integral, then it is a sum of a strongly measurable selection and of a variationally Henstock integrable multifunction that is also Birkhoff integrable.
Cloning of a novel putative G-protein-coupled receptor (NLR) which is expressed in neuronal and lymphatic tissue.
1993
AbstractA novel G-protein-coupled receptor was isolated from mouse and rat neuronal and lymphatic tissues. The amino acid sequence of the rat receptor (rNLR) shows an overall homology of 80% to a recently cloned receptor from Burkitt's lymphoma cells (BLR1) which is exclusively expressed in lymphatic tissues [(1992) Eur. J. Immunol. 22, 2795]. Much less homology between rNLR and BLR1 was observed at the N-terminus (about 40%), whereas rNLR and the mouse homologue mNLR show 92% amino acid identity. Northern blot analysis of NLR revealed a predominant 5.5 kb mRNA species in various brain regions and neuronal cell lines, whereas in the spleen a 3 kb transcript is predominant. This distribution…
SINGLE FACTOR STOCHASTIC MODELS WITH SEASONALITY APPLIED TO UNDERLYING WEATHER DERIVATIVES VARIABLES
2003
This paper estimates single factor stochastic models describing daily air temperature behaviour. We modify classical financial models to reflect temperature seasonality and fit them to a time series representing temperatures in Spain. The estimated models are used in Montecarlo simulations to obtain heating and cooling degree-days, which are used as an underlying reference in weather derivatives. The final goal of this work is to obtain an insight into weather derivative valuation, and so making it easier to manage economic activity risks closely related to temperature (i.e. oil, gas and electricity prices and volumes). En este trabajo se estiman modelos estocásticos unifactoriales que desc…
Cross-Commodity Spot Price Modeling with Stochastic Volatility and Leverage For Energy Markets
2013
Spot prices in energy markets exhibit special features, such as price spikes, mean reversion, stochastic volatility, inverse leverage effect, and dependencies between the commodities. In this paper a multivariate stochastic volatility model is introduced which captures these features. The second-order structure and stationarity of the model are analyzed in detail. A simulation method for Monte Carlo generation of price paths is introduced and a numerical example is presented.
Self-stabilizing processes: uniqueness problem for stationary measures and convergence rate in the small-noise limit
2011
In the context of self-stabilizing processes, that is processes attracted by their own law, living in a potential landscape, we investigate different properties of the invariant measures. The interaction between the process and its law leads to nonlinear stochastic differential equations. In [S. Herrmann and J. Tugaut. Electron. J. Probab. 15 (2010) 2087–2116], the authors proved that, for linear interaction and under suitable conditions, there exists a unique symmetric limit measure associated to the set of invariant measures in the small-noise limit. The aim of this study is essentially to point out that this statement leads to the existence, as the noise intensity is small, of one unique…
Affine-invariant rank tests for multivariate independence in independent component models
2016
We consider the problem of testing for multivariate independence in independent component (IC) models. Under a symmetry assumption, we develop parametric and nonparametric (signed-rank) tests. Unlike in independent component analysis (ICA), we allow for the singular cases involving more than one Gaussian independent component. The proposed rank tests are based on componentwise signed ranks, à la Puri and Sen. Unlike the Puri and Sen tests, however, our tests (i) are affine-invariant and (ii) are, for adequately chosen scores, locally and asymptotically optimal (in the Le Cam sense) at prespecified densities. Asymptotic local powers and asymptotic relative efficiencies with respect to Wilks’…