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Capital requirements on ordered topological vector spaces: finiteness, continuity and optimality
ordered topological vector spaces Frechet and Banach lattices acceptance sets eligible asset risk measures capital adequacy Value-at-Risk Tail Value-at-Risk
2012/9/14
We discuss finiteness (effectiveness), continuity (robustness) and optimality (efficiency) results for capital requirements, or risk measures, defined for financial positions belonging to an ordered t...
Simple integral representation for bounded operators in topological vector spaces
Bounded Operators Weak integrals Riesz Theorem
2010/9/13
We prove that bounded operators of this class preserve the familiar operations of distribution theory, that is, the operations of derivation and Fourier transform. Also we give an application to weak ...
Self-decomposable probability measures on locally convex topological vector spaces
Self-decomposable probability measures locally convex topological vector spaces
2009/9/24
Tlie paper presents a proof of thc Levy-Khintching:
representation for self-decomposable probability measures an csrnpleie
locally convex topalogical vector spaces.
A Class of Cone Bounded Quasiconvex Mappings in Topological Vector Spaces
cone convexity cone quasiconvexity
2007/12/10
Within the context of cone-ordered topological vector spaces, this paper introduces the concepts of cone bounded point and cone bounded set for vector set. With their aid, a class of new cone quasicon...