On convex risk measures on <Emphasis Type="Italic">L</Emphasis><Superscript><Emphasis Type="Italic">p</Emphasis></Superscript>-spaces

Much of the recent literature on risk measures is concerned with essentially bounded risks in L ^∞. In this paper we investigate in detail continuity and representation properties of convex risk measures on L ^p spaces. This frame for risks is natural from the point of view of applications since risks are typically modelled by unbounded random variables. The various continuity properties of risk measures can be interpreted as robustness properties and are useful tools for approximations. As particular examples of risk measures on L ^p we discuss the expected shortfall and the shortfall risk. In the final part of the paper we consider the optimal risk allocation problem for L ^p risks.     

A Singular Parabolic Boundary Value Problem in Weighted <Emphasis Type="Italic">L</Emphasis><Superscript><Emphasis Type="Italic">p</Emphasis></Superscript>-spaces

We consider the operator ${\cal A}$ formally defined by ${\cal A}u(x)=\alpha(x)\Delta u(x)$ for any $x$ in a sufficiently smooth bounded open set $\Om\subset\R^N$ ($N\ge 1$), where $\alpha\in C(\ov\Omega)$ is a continuous nonnegative function vanishing only on $\partial\Omega$, and such that $1/\alpha$ is integrable in $\Omega$. We prove that the realization $A_p$ of ${\cal A}$, equipped with suitable nonlinear boundary conditions is an m-dissipative operator in suitably weighted $L^p(\Omega)$-spaces in the case where either $(p,N)\in (1,+\infty)\times\{1\}$ or $(p,N)=\{2\}\times\N$. Moreover, we prove that $A_p$ is a densely defined closed operator. We consider nonlinear boundary conditions of the following type: in the one dimensional case we take $\Omega=(0,1)$ and we assume that $u(j)=(-1)^j\beta_j(u(j))$ ($j=0,1$), $\beta_0$ and $\beta_1$ being nondecreasing continuous functions in $\R$ such that $\beta_0(0)=\beta_1(0)=0$; in the $N$-dimensional setting we assume that $(D_{\nu}u)_{|\partial\Omega}=-\beta(u_{|\partial\Omega})$, $\beta$ being a nondecreasing Lipschitz continuous function in $\R$ such that $\beta(0)=0$. Here $\nu$ denotes the unit outward normal to $\partial\Om$.     

Interpolation of nonlinear operators in weighted <Emphasis Type="Italic">L</Emphasis><Subscript><Emphasis Type="Italic">p</Emphasis></Subscript>-spaces

We show that Peetre’s classical interpolation theorem in weighted L _p -spaces is carried over to some classes of nonlinear operators containing in particular the Lipschitz operators and operators close to them in the properties satisfying less restrictive conditions than Lipschitz in each of the spaces of a Banach pair.     

Lebesgue weighted <Emphasis Type="Italic">L</Emphasis><Superscript><Emphasis Type="Italic">p</Emphasis></Superscript>-algebra on locally compact groups

Let G be a locally compact group, ω a weight function on G, and 1<p<∞. We introduce the Lebesgue weighted L ^p -space \({\mathcal{L}}_{\omega}^{1,p}(G)= L^{p}(G,\omega)\cap L^{1}(G)\) as a Banach space and introduce its dual. Furthermore, we consider this space as a Banach algebra with respect to the usual convolution and show that \({\mathcal{L}}_{\omega}^{1,p}(G)\) admits a bounded approximate identity if and only if G is discrete. In addition, we prove that amenability of this algebra implies that G is discrete and amenable. Moreover, we discuss the converse of this result.     

Approximation by K-finite functions in <Emphasis Type="Italic">L</Emphasis><Superscript><Emphasis Type="Italic">p</Emphasis></Superscript> spaces

Let Γ ⊂ ℝⁿ, n ≥ 2, be the boundary of a bounded domain. We prove that the translates by elements of Γ of functions which transform according to a fixed irreducible representation of the orthogonal group form a dense class in L ^p (ℝⁿ) for . A similar problem for noncompact symmetric spaces of rank one is also considered. We also study the connection of the above problem with the injectivity sets for weighted spherical mean operators. The first author was supported in part by a grant from UGC via DSA-SAP Phase IV.     

Best approximation by ridge functions in <Emphasis Type="Italic">L</Emphasis><Subscript><Emphasis Type="Italic">p</Emphasis></Subscript>-spaces

We study the approximation of the classes of functions by the manifold R _n formed by all possible linear combinations of n ridge functions of the form r(a · x)): It is proved that, for any 1 ≤ q ≤ p ≤ ∞, the deviation of the Sobolev class W ^r _p from the set R _n of ridge functions in the space L _q (B ^d ) satisfies the sharp order n ^-r/(d-1).     

Mixed norm estimate for Radon transform on weighted <Emphasis Type="Italic">L</Emphasis><Superscript><Emphasis Type="Italic">p</Emphasis></Superscript> spaces

We will discuss about the mapping property of Radon transform on L ^p spaces with power weight. It will be shown that the Pitt’s inequality together with the weighted version of Hardy-Littlewood-Sobolev lemma imply weighted inequality for the Radon transform.     

Summability Kernels for <Emphasis Type="Italic">L</Emphasis><Superscript><Emphasis Type="Italic">p</Emphasis></Superscript> Multipliers

In this article we study the problem of extending Fourier Multipliers on L ^p (T) to those on L ^p (R) by taking convolution with a kernel, called a summability kernel. We characterize the space of such kernels for the cases p = 1 and p = 2. For other values of p we give a necessary condition for a function to be a summability kernel. For the case p = 1, we present properties of measures which are transferred from M(T) to M(R) by summability kernels. Furthermore it is shown that every l _p sequence can be extended to some L ^q (R) multipliers for certain values of p and q.     

Maximal regularity for evolution equations in weighted <Emphasis Type="Italic">L</Emphasis><Subscript><Emphasis Type="Italic">p</Emphasis></Subscript>-spaces

Let X be a Banach space and let A be a closed linear operator on X. It is shown that the abstract Cauchy problem enjoys maximal regularity in weighted L _p -spaces with weights , where , if and only if it has the property of maximal L _p -regularity. Moreover, it is also shown that the derivation operator admits an -calculus in weighted L _p -spaces. Received: 26 February 2003     

Lambert multipliers between <Emphasis Type="Italic">L</Emphasis><Superscript><Emphasis Type="Italic">p</Emphasis></Superscript> spaces

In this paper Lambert multipliers acting between L ^p spaces are characterized by using some properties of conditional expectation operator. Also, Fredholmness of corresponding bounded operators is investigated.     

Diffeomorphisms with <Emphasis Type="Italic">L</Emphasis><Superscript><Emphasis Type="Italic">p</Emphasis></Superscript>-shadowing property

We give a characterization of structurally stable diffeomorphisms by making use of the notion of L ^p -shadowing property. More precisely, we prove that the set of structurally stable diffeomorphisms coincides with the C ¹-interior of the set of diffeomorphisms having L ^p -shadowing property.     

<Emphasis Type="Italic">L</Emphasis><Superscript><Emphasis Type="Italic">p</Emphasis></Superscript> estimates of rough maximal functions along surfaces with applications

In this paper, we study the L^p mapping properties of certain class of maximal oscillatory singular integral operators. We prove a general theorem for a class of maximal functions along surfaces. As a consequence of such theorem, we establish the L^p boundedness of various maximal oscillatory singular integrals provided that their kernels belong to the natural space Llog L(S^n-1). Moreover, we highlight some additional results concerning operators with kernels in certain block spaces. The results in this paper substantially improve previously known results.     

LP（Rn）-Boundedness of certain commutators

In this paper, the Lp(Rn)-boundedness of the commutators generalized by BMO(Rn) function and the singular integral operator T with rough kernel Ω∈ Llog+ L(Sn-1) is proved by using the Bony's formula for the paraproduct of two functions.     

<Emphasis Type="Italic">L</Emphasis><Superscript><Emphasis Type="Italic">p</Emphasis></Superscript>-convergence of Lagrange interpolation on the semiaxis

In order to approximate functions defined on (0, +∞), the authors consider suitable Lagrange polynomials and show their convergence in weighted L ^p -spaces.      

Weighted <Emphasis Type="Italic">L</Emphasis><Superscript><Emphasis Type="Italic">p</Emphasis></Superscript> Boundedness of Marcinkiewicz Integral

A weighted norm inequality for the Marcinkiewicz integral operator is proved when belongs to . We also give the weighted L^p-boundedness for a class of Marcinkiewicz integral operators with rough kernels and related to the Littlewood-Paley -function and the area integral S, respectively.     

Norm of Berezin transformon <Emphasis Type="Italic">L</Emphasis><Superscript><Emphasis Type="Italic">p</Emphasis></Superscript> space

It is shown that the Berezin transform B on L ^p (D), where D is the unit disc, has norm . Furthermore, the norms of a family of operators (on L ^p (D)) whose kernels are moduli of Bergman type kernels are also calculated. Partially supported by MNZZS, Grant ON144010     

Cyclic Functions in <Emphasis Type="Italic">L</Emphasis><Superscript><Emphasis Type="Italic">p</Emphasis></Superscript>(<Emphasis Type="Bold">R</Emphasis>), 1 \le <Emphasis Type="Italic">p</Emphasis> < \infty

Functions whose translates span L ^p (R) are called L ^p-cyclic functions. For a fixed p \memb [1, \infty], we construct Schwartz-class functions which are L ^r -cyclic for r > p and not L ^r - cyclic for r \le p. We then construct Schwartz-class functions which are L ^r -cyclic for r \ge p and not L ^r -cyclic for r < p. The constructions differ for p \memb (1, 2) and p > 2.     

On the <Emphasis Type="Italic">L</Emphasis><Superscript><Emphasis Type="Italic">p</Emphasis></Superscript>-consistency of wavelet estimators

This paper deals with the L ^p -consistency of wavelet estimators for a density function based on size-biased random samples. More precisely, we firstly show the L ^p -consistency of wavelet estimators for independent and identically distributed random vectors in R ^d . Then a similar result is obtained for negatively associated samples under the additional assumptions d = 1 and the monotonicity of the weight function.     

On the <Emphasis Type="Italic">L</Emphasis><Superscript><Emphasis Type="Italic">p</Emphasis></Superscript>-conjecture for locally compact groups

Let G be a locally compact group. For 1 < p < ∞, it is well-known that f * g exists and belongs to L^p(G) for all f, g L^p (G) if and only if G is compact. Here, for 2 < p < ∞, we show that f * g exists for all f, g L^p(G) if and only if G is compact. We also show that this result does not remain true for 1 < p ≤ 2. Received: 23 April 2006