A Tail Measure With Variable Risk Tolerance: Application in Dynamic Portfolio Insurance Strategy

Methodology and Computing in Applied Probability - Risk measures for tail risk have an important application in the dynamic portfolio insurance strategies. We propose a new risk measure called...     

Rearrangement Free Method for Hardy-Littlewood-Sobolev Inequalities on $\mathbb{S}^n$

For conformal Hardy-Littlewood-Sobolev(HLS) inequalities [22] and reversed conformal HLS inequalities [8] on $\mathbb{S}^n,$ a new proof is given for the attainability of their sharp constants. Classical methods used in [22] and [8] depends on rearrangement inequalities. Here, we use the subcritical approach to construct the extremal sequence and circumvent the blow-up phenomenon by renormalization method. The merit of the method is that it does not rely on rearrangement inequalities.     

Weighted composition operators on the Fock space

In this paper,we study weighted composition operators on theFock space F².We prove that each bounded composition operator on F² is complex symmetric.This is in sharp contrast with the phenomenon on the Hardy space H²(D).We characterize Hermitian weighted composition operators and algebraic weighted composition operators with degree less than or equal to two on F².In addition,we investigate cyclicity and hypercyclicity of complex symmetric weighted composition operators.We also characterize those weighted compositionoperators that preserveframes,tight frames or normalized tight frames on F².Finally,we study mean ergodicity and uniformly mean ergodicity of weighted composition operators.