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Turkish Journal of Mathematics

DOI

10.3906/mat-1606-51

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

Keywords

Smooth convex vectors, smooth concave vectors, vector convolution

First Page

2091

Last Page

2100

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Mathematics Commons

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