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In this paper, we consider the question of smoothness of slowly varying functions satisfying the modern definition that, in the last two decades, gained prevalence in the applications concerning function spaces and interpolation. We show that every slowly varying function of this type is equivalent to a slowly varying function that has continuous classical derivatives of all orders.
We obtain series expansions of the q-scale functions of arbitrary spectrally negative Lévy processes, including processes with infinite jump activity, and use these to derive various new examples of explicit q-scale functions. Moreover, we study smoothness properties of the q-scale functions of spectrally negative Lévy processes with infinite jump activity. This complements previous results of Chan et al. (Prob. Theory Relat. Fields150, 2011) for spectrally negative Lévy processes with Gaussian component or bounded variation.
This study deals with the ruin problem when an insurance company having two business branches, life insurance and non-life insurance, invests its reserves in a risky asset with the price dynamics given by a geometric Brownian motion. We prove a result on the smoothness of the ruin probability as a function of the initial capital, and obtain for it an integro-differential equation understood in the classical sense. For the case of exponentially distributed jumps we show that the survival (as well as the ruin) probability is a solution of an ordinary differential equation of the fourth order. Asymptotic analysis of the latter leads to the conclusion that the ruin probability decays to zero in the same way as in the already studied cases of models with one-sided jumps.
The Birkhoff orthogonality has been recently intensively studied in connection with the geometry of Banach spaces and operator theory. The main aim of this paper is to characterize the Birkhoff orthogonality in ${\mathcal{L}}(X;Y)$ under the assumption that ${\mathcal{K}}(X;Y)$ is an $M$-ideal in ${\mathcal{L}}(X;Y)$. Moreover, we survey the known results, as well as giving some new and more general ones. Furthermore, we characterize an approximate Birkhoff orthogonality in ${\mathcal{K}}(X;Y)$.
In [TVa], Bertrand Toën and Michel Vaquié defined a scheme theory for a closed monoidal category ( ⊗1). In this article, we define a notion of smoothness in this relative (and not necessarily additive) context which generalizes the notion of smoothness in the category of rings. This generalisation consists in replacing homological finiteness conditions by homotopical ones, using the Dold-Kan correspondence. To do this, we provide the category s of simplicial objects in a monoidal category and all the categories sA-mod, sA-alg (A ∈ sComm()) with compatible model structures using the work of Rezk [R]. We then give a general notion of smoothness in sComm(). We prove that this notion is a generalisation of the notion of smooth morphism in the category of rings and is stable under composition and homotopy pushouts. Finally we provide some examples of smooth morphisms, in particular in ℕ-alg and Comm(Set).
We give a dual characterization of the following uniformization of the Mazur's intersection property of balls in a Banach space X: for every ∊ > 0 there is a K > 0 such that whenever a closed convex set C ⊂ X and a point p ∊ X are such that diam C ≤ 1/∊ and dist(p, C) ≤ ∊, then there is a closed ball B of radius ≤ K with B ⊃ C and dist(p,B) ≥ ∊/2.
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