A remark on the continuity of metric projections

Доказывается, Что мет рическая проекция че бышевского подпространства кон ечной ко-размерности в рефл ексивном банаховом п ространстве является слабо непре рывной. С помощью этого резул ьтата дается отрицат ельный ответ на следующий во прос В. Клее: «Следует ли из слабой непрерывности метри ческой проекции ее непрерыв ность по норме?»     

Nonstability of the inversion of the radon transform

Several examples of the distributions on the plane for which the distance in variation between their projections on an arbitrary one-dimensional direction is less than or equal to ε, but the uniform distance between their two-dimensional distribution functions is equal to 1/2, are constructed. Bibliography: 12 titles. Translated fromZapiski Nauchnykh Seminarov POMI, Vol. 216, 1994, pp. 76–85. Translated by the author.     

Construction of Gibbs measures for 1-dimensional continuum fields

We study 1-dimensional continuum fields of Ginzburg-Landau type under the presence of an external and a long-range pair interaction potentials. The corresponding Gibbs states are formulated as Gibbs measures relative to Brownian motion [17]. In this context we prove the existence of Gibbs measures for a wide class of potentials including a singular external potential as hard-wall ones, as well as a non-convex interaction. Our basic methods are: (i) to derive moment estimates via integration by parts; and (ii) in its finite-volume construction, to represent the hard-wall Gibbs measure on C(ℝ;ℝ⁺) in terms of a certain rotationally invariant Gibbs measure on C(ℝ;ℝ³).     

Approximate inversion of the 3 D radon transform

The nuclear magnetic resonance (NMR) zeugmatography, a new technology in diagnostic medicine, leads to the problem of inverting the Radon transform in three dimensions. In contrast to even dimensions in odd dimensions the inversion formula is local. In three dimensions it consists of a backprojection operator, which brings no problems for the implementation, and taking the second derivative of the data. This is usually approximated by the central difference quotient. Here the effect of this approximate inversion operator is studied, error estimates for this ill-posed problem are given and a stepsize is computed which minimizes the sum of discretization and data error.     

An inverse problem of determining the implied volatility in option pricing

In the Black-Scholes world there is the important quantity of volatility which cannot be observed directly but has a major impact on the option value. In practice, traders usually work with what is known as implied volatility which is implied by option prices observed in the market. In this paper, we use an optimal control framework to discuss an inverse problem of determining the implied volatility when the average option premium, namely the average value of option premium corresponding with a fixed strike price and all possible maturities from the current time to a chosen future time, is known. The issue is converted into a terminal control problem by Green function method. The existence and uniqueness of the minimum of the control functional are addressed by the optimal control method, and the necessary condition which must be satisfied by the minimum is also given. The results obtained in the paper may be useful for those who engage in risk management or volatility trading.     

Absolute continuity of the images of measures

One presents a new method for isolating conditions for the absolute continuity of distributions of functionals of random processes. The obtained general result is applied to the investigation of integral functionals of stationary processes, to the supremum of semistable processes, and to the norm of stable Banach-valued vectors.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 142, pp. 48–54, 1985.     

几种矩阵逆的连续性

非奇异矩阵的逆是矩阵元素的连续函数．学者们也对矩阵广义逆的连续性有所研究．本文应用矩阵分裂和两个矩阵之和的逆的展开式,给出了一般非奇异矩阵,M-矩阵和H-矩阵的逆的连续性．当一些合理的条件满足时,这几种矩阵的逆是连续的．     

On the uniform continuity of metric projections in Banach spaces

Let M be a convex Chebyshev subset of a uniformly convex and uniformly smooth Banach space. It is proved that the metric projection P_M of X onto M is uniformly continuous on every bounded subset of X. Moreover, a global and explicit estimate on the modulus of continuity of the metric projection is obtained.     

Inversion of the Weyl integral transform and the radon transform on Rn using generalized wavelets

We invert the Weyl integral transform by means of a generalized continuous wavelet transform on the half line associated with the Bessel operatorL , >–1/2. Next, we use the connection between radial classical wavelets onR ⁿ and generalized wavelets associated with the Bessel operatorL( _n–2)/2 to derive new inversion formulas for the Radon transform onR ⁿ ,n2.     

The inversion problem and applications of the generalized radon transform

We prove that under certain conditions the inversion problem for the generalized Radon transform reduces to solving a Fredholm integral equation and we obtain the asymptotic expansion of the symbol of the integral operator in this equation. We consider applications of the generalized Radon transform to partial differential equations with variable coefficients and provide a solution to the inversion problem for the attenuated and exponential Radon transforms.     

Characterization of integrals with respect to arbitrary radon measures by the boundedness indices

The problem of characterization of integrals as linear functionals is considered in the paper. It starts from the familiar results of F. Riesz (1909) and J. Radon (1913) on integral representation of bounded linear functionals by Riemann?CStieltjes integrals on a segment and by Lebesgue integrals on a compact in $ {\mathbb{R}^n} $ , respectively. After works of J. Radon, M. Fréchet, and F. Hausdorff the problem of characterization of integrals as linear functionals took the particular form of the problem of extension of Radon??s theorem from $ {\mathbb{R}^n} $ to more general topological spaces with Radon measures. This problem has turned out difficult and its solution has a long and rich history. Therefore, it may be naturally called the Riesz?CRadon?CFréchet problem of characterization of integrals. The important stages of its solution are connected with such mathematicians as S. Banach, S. Saks, S. Kakutani, P. Halmos, E. Hewitt, R. E. Edwards, N. Bourbaki, V. K. Zakharov, A. V. Mikhalev, et al. In this paper, the Riesz?CRadon?CFr??echet problem is solved for the general case of arbitrary Radon measures on Hausdorff spaces. The solution is given in the form of a general parametric theorem in terms of a new notion of the boundedness index of a functional. The theorem implies as particular cases well-known results of the indicated authors characterizing Radon integrals for various classes of Radon measures and topological spaces.     

An underdetermined problem of integral geometry for the generalized radon transform

Under study is a new problem of integral geometry. All kinds of planes are considered in the three-dimensional Euclidean space. The available data are given by the integrals over all these planes of an unknown piecewise-smooth function depending both on the spatial variables and the variables characterizing the planes. The sought object is a first kind discontinuity surface of the integrand. The uniqueness theorem of a desired surface is proved. The above results are related to one of the aspects of the theory of testing unknown media by various physical signals.