Seminar of Mathematical Analysis: Proceedings, Universities of Malaga and Seville (Spain), September 2004-june 2005Daniel Girela Álvarez, Genaro López Acedo, Rafael Villa Caro Universidad de Sevilla, 2006 - 239 pagini This volume consists of the lecture notes of the Seminar on Mathematical Analysis which was held at the Universities of Malaga and Seville, Septembre 2007-June 2005. |
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Pagina 230
... J. M. Wilson , Weighted norm inequalities for the continuous square function , Trans . Amer . Math . Soc . 314 ( 1989 ) , 661-692 . Author's address : Michael Wilson Department of Mathematics and Statistics 230 Seminar of Mathematical ...
... J. M. Wilson , Weighted norm inequalities for the continuous square function , Trans . Amer . Math . Soc . 314 ( 1989 ) , 661-692 . Author's address : Michael Wilson Department of Mathematics and Statistics 230 Seminar of Mathematical ...
Cuprins
Preface | 9 |
A Geometric Approach to Interest Rate Models | 27 |
The fixed point property for renormings of l2 | 121 |
Commutators of singular integral operators satisfying Hörman | 161 |
Fixed point index and its application to positive solutions | 181 |
Three Lectures on LittlewoodPaley Theory | 207 |
| 235 | |
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Termeni și expresii frecvente
assume assumption Banach space bounded compute consider convex body defined denotes deterministic differential dyadic intervals dynamics example exists fact finite dimensional realization fixed point index fixed point property forward rate curve forward rate equation forward rate model Frechet derivative geometric given GL(n Hilbert space Hull-White iK(T inequalities initial forward rate interest rate model invariant manifold isotropic Itô kernel Lemma Lie algebra Lie bracket lim sup linear Lipschitz constant Math Nelson-Siegel nonexpansive mappings nonlinear norm normal structure obtain parameterized model positive integer positive solutions Proof Proposition prove real numbers renorming renorming of l2 ro(x satisfies scalar Section short rate model singular integral operators smooth span stochastic volatility stochastic volatility model Stratonovich subset sufficient conditions Theorem uniformly lipschitzian vector fields volatility structure Wiener process Young function