12,677 research outputs found
Dynamic risk measures on variable exponent Bochner--Lebesgue spaces
In this paper, we will study several classes of risk measures on a special
space where the variable exponent is no longer a
given real number like the space , but a random variable, which reflects
the possible volatility of the financial markets. The dual representations for
them are also provided
On universal modular symbols
We clarify the relationship between works of Lee-Szczarba and Ash-Rudolph on
the homology of the Steinberg module of a linear Tits building. This yields a
simple proof of the Solomon-Tits theorem in this special case. We also give a
(weak) relationship between this combinatorics and the one studied by van der
Kallen, Suslin and Nesterenko to compute the homology of the general linear
group with constant coefficients.Comment: 13
- …