• 제목/요약/키워드: Fatou property

검색결과 3건 처리시간 0.015초

ON RELATION AMONG COHERENT, DISTORTION AND SPECTRAL RISK MEASURES

  • Kim, Ju-Hong
    • 한국수학교육학회지시리즈B:순수및응용수학
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    • 제16권1호
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    • pp.121-131
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    • 2009
  • In this paper we examine the relation among law-invariant coherent risk measures with the Fatou property, distortion risk measures and spectral risk measures, and give a new proof of the relation among them. It is also shown that the spectral risk measure satisfies the monotonicity with respect to stochastic dominance and the comonotonic additivity.

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THE INFINITE GROWTH OF SOLUTIONS OF SECOND ORDER LINEAR COMPLEX DIFFERENTIAL EQUATIONS WITH COMPLETELY REGULAR GROWTH COEFFICIENT

  • Zhang, Guowei
    • 대한수학회보
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    • 제58권2호
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    • pp.419-431
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    • 2021
  • In this paper we discuss the classical problem of finding conditions on the entire coefficients A(z) and B(z) guaranteeing that all nontrivial solutions of f" + A(z)f' + B(z)f = 0 are of infinite order. We assume A(z) is an entire function of completely regular growth and B(z) satisfies three different conditions, then we obtain three results respectively. The three conditions are (1) B(z) has a dynamical property with a multiply connected Fatou component, (2) B(z) satisfies T(r, B) ~ log M(r, B) outside a set of finite logarithmic measure, (3) B(z) is extremal for Denjoy's conjecture.