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Jarno Talponen

Publications and source records attributed to Jarno Talponen.

At least 37 records · Page 2Linked to original sources
arXiv2014

Note on multidimensional Breeden-Litzenberger representation for state price densities

In this note, we consider European options of type $h(X^1_T, X^2_T,\ldots, X^n_T)$ depending on several underlying assets. We give a multidimensional version of the result of Breeden and Litzenberger \cite{Breeden} on the relation between derivatives of the call price and the risk-neutral density of the underlying asset. The pricing measure is assumed to be absolutely continuous with respect to the Lebesgue measure on the state space.

math.PR↗
arXiv2013

On Quasihyperbolic Geodesics in Banach Spaces

We study properties of quasihyperbolic geodesics on Banach spaces. For example, we show that in a strictly convex Banach space with the Radon-Nikodym property, the quasihyperbolic geodesics are unique. We also give an example of a convex domain $Ω$ in a Banach space such that there is no geodesic between any given pair of points $x, y \in Ω\,.$ In addition, we prove that if $\mathrm{X}$ is a uniformly convex Banach space and its modulus of convexity is of a power type, then every geodesic of the quasihyperbolic metric, defined on a proper subdomain of $\mathrm{X}$, is smooth.

math.CV↗
arXiv2012

Smooth approximations of norms in separable Banach spaces

Let X be a separable real Banach space having a k-times continuously Fréchet differentiable (i.e. C^k-smooth) norm where k=1,...,\infty. We show that any equivalent norm on X can be approximated uniformly on bounded sets by C^k-smooth norms.

math.FA↗
arXiv2011

Convex-transitivity of Banach algebras via ideals

We investigate a method for producing concrete convex-transitive Banach spaces. The gist of the method is in getting rid of dissymmetries of a given space by taking a carefully chosen quotient. The spaces of interest here are typically Banach algebras and their ideals. We also investigate the convex-transitivity of ultraproducts and tensor products of Banach spaces.

math.FA↗
arXiv2011

Quasihyperbolic Geometry in Euclidean and Banach Spaces

We consider the quasihyperbolic metric, and its generalizations in both the $n$-dimensional Euclidean space $R^n$, and in Banach spaces. Historical background, applications, and our recent work on convexity properties of these metrics are discussed.

math.CV↗
arXiv2011

Extracting long basic sequences from systems of dispersed vectors

We study Banach spaces satisfying some geometric or structural properties involving tightness of transfinite sequences of nested linear subspaces. These properties are much weaker than WCG and closely related to Corson's property (C). Given a transfinite sequence of normalized vectors, which is dispersed or null in some sense, we extract a subsequence which is a biorthogonal sequence, or even a weakly null monotone basic sequence, depending on the setting. The Separable Complementation Property is established for spaces with an M-basis under rather weak geometric properties. We also consider an analogy of the Baire Category Theorem for the lattice of closed linear subspaces.

math.FA↗
arXiv2010

Directionally Euclidean Structures of Banach Spaces

We study spaces with directionally asymptotically controlled ellipsoids approximating the unit ball in finite-dimensions. These ellipsoids are the unique minimum volume ellipsoids, which contain the unit ball of the corresponding finite-dimensional subspace. The directional control here means that we evaluate the ellipsoids with a given functional of the dual space. The term asymptotical refers to the fact that we take '$\limsup$' over finite-dimensional subspaces. This leads to some isomorphic and isometric characterizations of Hilbert spaces. An application involving Mazur's rotation problem is given. We also discuss the complexity of the family of ellipsoids as the dimension and geometry vary.

math.FA↗
arXiv2009

Uniformly convex-transitive function spaces

We introduce a property of Banach spaces called uniform convex-transitivity, which falls between almost transitivity and convex-transitivity. We will provide examples of uniformly convex-transitive spaces. This property behaves nicely in connection with some Banach-valued function spaces. As a consequence, we obtain new examples of convex-transitive Banach spaces.

math.FA↗
arXiv2009

Constructions of sequential spaces

We introduce and study certain type of variable exponent \ell^p spaces. These spaces will typically not be rearrangement-invariant but instead they enjoy a good local control of some geometric properties. We obtain some interesting examples of Banach spaces with a 1-unconditional basis.

math.FA↗
arXiv2008

Special symmetries of Banach spaces isomorphic to Hilbert spaces

In this paper Hilbert spaces are characterized among Banach spaces in terms of transitivity with respect to nicely behaved subgroups of the isometry group. For example, the following result is typical here: If X is a real Banach space isomorphic to a Hilbert space and convex-transitive with respect to the isometric finite-dimensional perturbations of the identity, then X is already isometric to a Hilbert space.

math.FA↗
arXiv2008

The isometry group of L^{p}(μ,\X) is SOT-contractible

We will show that if (Ω,Σ,μ) is an atomless positive measure space, X is a Banach space and 1\leq p<\infty, then the group of isometric automorphisms on the Bochner space L^{p}(μ,X) is contractible in the strong operator topology. We do not require Σor X above to be separable.

math.FA↗
arXiv2008

Lindelof type of generalization of separability in Banach spaces

We will introduce the countable separation property (CSP) of Banach spaces X, which is defined as follows: For each subset \mathcal{F} of X^{\ast}, which separates X, there exists a countable separating subset \mathcal{F}_{0} of \mathcal{F}. All separable Banach spaces have CSP and plenty of examples of non-separable CSP spaces are provided. Connections of CSP with Markucevic-bases, Corson property and related geometric issues are discussed.

math.FA↗
arXiv2008

Convex-transitivity and function spaces

If X is a convex-transitive Banach space and 1\leq p\leq \infty then the closed linear span of the simple functions in the Bochner space L^{p}([0,1],X) is convex-transitive. If H is an infinite-dimensional Hilbert space and C_{0}(L) is convex-transitive, then C_{0}(L,H) is convex-transitive. Some new fairly concrete examples of convex-transitive spaces are provided.

math.FA↗
arXiv2008

Operators on C_{0}(L,X) whose range does not contain c_{0}

This paper contains the following results: a) Suppose that X is a non-trivial Banach space and L is a non-empty locally compact Hausdorff space without any isolated points. Then each linear operator T: C_{0}(L,X)\to C_{0}(L,X), whose range does not contain C_{00} isomorphically, satisfies the Daugavet equality ||I+T||=1+||T||. b) Let Γbe a non-empty set and X, Y be Banach spaces such that X is reflexive and Y does not contain c_{0} isomorphically. Then any continuous linear operator T: c_{0}(Γ,X)\to Y is weakly compact.

math.FA↗