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Turkish Journal of Mathematics

Abstract

In this paper, we develop the weighted energy estimates for arbitrary 4-convex vectors and the vectors having both 4-convex and 4-concave functions as their arguments. To do this, we first develop these estimates for smooth 4-convex vectors and then, through mollification, extend the results for arbitrary 4-convex vectors. This type of estimates are valuable in problems of financial mathematics for the establishment of optimal investment strategies

DOI

10.3906/mat-1606-51

Keywords

Smooth convex vectors, smooth concave vectors, vector convolution

First Page

2091

Last Page

2100

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