• Title/Summary/Keyword: convex

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FIXED POINTS OF NONEXPANSIVE MAPS ON LOCALLY CONVEX SPACES

  • Ling, Joseph M.
    • Bulletin of the Korean Mathematical Society
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    • v.37 no.1
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    • pp.21-36
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    • 2000
  • In this article we study the relation between subinvariant submean and normal structure in a locally convex topological vector space. This extends in a natural way a result obtained recently by Lau and Takahashi. Our approach also follows closely theirs.

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COHERENT AND CONVEX HEDGING ON ORLICZ HEARTS IN INCOMPLETE MARKETS

  • Kim, Ju-Hong
    • Journal of applied mathematics & informatics
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    • v.30 no.3_4
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    • pp.413-428
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    • 2012
  • Every contingent claim is unable to be replicated in the incomplete markets. Shortfall risk is considered with some risk exposure. We show how the dynamic optimization problem with the capital constraint can be reduced to the problem to find an optimal modified claim $\tilde{\psi}H$ where$\tilde{\psi}H$ is a randomized test in the static problem. Convex and coherent risk measures defined in the Orlicz hearts spaces, $M^{\Phi}$, are used as risk measure. It can be shown that we have the same results as in [21, 22] even though convex and coherent risk measures defined in the Orlicz hearts spaces, $M^{\Phi}$, are used. In this paper, we use Fenchel duality Theorem in the literature to deduce necessary and sufficient optimality conditions for the static optimization problem using convex duality methods.

ON THE ISOPERIMETRIC DEFICIT UPPER LIMIT

  • Zhou, Jiazu;Ma, Lei;Xu, Wenxue
    • Bulletin of the Korean Mathematical Society
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    • v.50 no.1
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    • pp.175-184
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    • 2013
  • In this paper, the reverse Bonnesen style inequalities for convex domain in the Euclidean plane $\mathbb{R}^2$ are investigated. The Minkowski mixed convex set of two convex sets K and L is studied and some new geometric inequalities are obtained. From these inequalities obtained, some isoperimetric deficit upper limits, that is, the reverse Bonnesen style inequalities for convex domain K are obtained. These isoperimetric deficit upper limits obtained are more fundamental than the known results of Bottema ([5]) and Pleijel ([22]).

DEFORMATION SPACES OF CONVEX REAL-PROJECTIVE STRUCTURES AND HYPERBOLIC AFFINE STRUCTURES

  • Darvishzadeh, Mehdi-Reza;William M.Goldman
    • Journal of the Korean Mathematical Society
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    • v.33 no.3
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    • pp.625-639
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    • 1996
  • A convex $RP^n$-structure on a smooth anifold M is a representation of M as a quotient of a convex domain $\Omega \subset RP^n$ by a discrete group $\Gamma$ of collineations of $RP^n$ acting properly on $\Omega$. When M is a closed surface of genus g > 1, then the equivalence classes of such structures form a moduli space $B(M)$ homeomorphic to an open cell of dimension 16(g-1) (Goldman [2]). This cell contains the Teichmuller space $T(M)$ of M and it is of interest to know what of the rich geometric structure extends to $B(M)$. In [3], a symplectic structure on $B(M)$ is defined, which extends the symplectic structure on $T(M)$ defined by the Weil-Petersson Kahler form.

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