Cette dissertation traite des trois thématiques suivantes : incertitude, fonctions d’utilité et non-arbitrage. Dans le premier chapitre, nous supposons qu’il n’y a pas d’incertitude sur les croyances et établissons l’existence d’un portefeuille optimal pour un investisseur qui opère dans un marché financier multi-période à temps discret et maximise son espérance terminale d’utilité. Nous considérons des fonctions d’utilité aléatoires non concaves, non continues définies sur l’axe réel positif. La preuve repose sur de la programmation dynamique et des outils de théorie de la mesure.Dans les trois chapitres suivant nous introduisons le concept d’incertitude knightienne et adoptons le modèle de marché financier multi-période à temps discret avec croyances multiples non dominées introduit par B. Bouchard and M. Nutz (Arbitrage and duality in nondominated discrete-time models)Dans le second chapitre, nous étudions la notion de non-arbitrage quasi-sûre introduite par B. Bouchard and M. Nutz (Arbitrage and duality in nondominated discrete-time models) et en proposons deux formulations équivalentes: une version quantitative et une version géométrique. Nous proposons aussi une condition forte de non-arbitrage afin de simplifier des difficultés techniques.Nous utilisons ces résultats dans le troisième chapitre pour résoudre le problème de la maximisation d’espérance d’utilité sous la plus défavorable des croyances pour des fonctions d’utilité concaves, définies sur l’axe positif réel non-bornées. La preuve utilise à nouveau de la programmation dynamique et des techniques de sélection mesurable.Finalement, dans le dernier chapitre, nous développons un modèle de d’évaluation par indifférence d’utilité et démontrons que sous de bonnes conditions, le prix d’indifférence d’un actif contingent converge vers son prix de sur réplication. / This dissertation evolves around the following three general thematic: uncertainty, utility and no-arbitrage.In the first chapter we establish the existence of an optimal portfolio for investor trading in a multi-period and discrete-time financial market without uncertainty and maximising its terminal wealth expected utility. We consider general non-concave and non-smooth random utility function defined on the half real-line. The proof is based on dynamic programming and measure theory tools.In the next three chapters, we introduce the concept of Knightian uncertainty and adopt the multi-prior non dominated and discrete time framework introduced in [25]..In this setting, in the second chapter we study the notion of quasi-sure no-arbitrage introduced in [25] and propose two equivalent definitions: a quantitative and geometric characterisation. We also introduce a stronger no-arbitrage condition that simplifies some of the measurability difficulties.In the third chapter, we build on the results obtained in the previous chapter to study the maximisation of multiple-priors non-dominated worst-case expected utility for investors trading in a multi-period and discrete-time financial for general concave utility functions defined on the half-real line unbounded from above. The proof uses again a dynamic programming framework together with measurable selection.Finally the last chapter formulates a utility indifference pricing model for investor trading in a multi-period and discrete-time financial market. We prove that under suitable condition the multiples-priors utility indifference prices of a contingent claim converge to its multiple-priors superreplication price

In this thesis, the structure of pure measures is investigated. These are elements of the dual of the space of essentially bounded functions. A more precise representation of the dual space of the space of essentially bounded functions is given, leading to the definition and analysis of density measurs which constitute a new large class and yield numerous new examples of pure measures which are well-suited for applications in very general Divergence Theorems. The existence of pure normal measures for sets of finite perimeter is demonstrated. These yield Gauß formulas for essentially bounded vector fields having divergence measure. Furthermore, a result of Silhavy is extended. In particular, it is shown that a Gauß-Green Theorem for unbounded vector fields having divergence measure necessitates the use of pure measures acting on the gradient of the scalar field.

In this thesis, the structure of pure measures is investigated. These are elements of the dual of the space of essentially bounded functions. A more precise representation of the dual space of the space of essentially bounded functions is given, leading to the definition and analysis of density measurs which constitute a new large class and yield numerous new examples of pure measures which are well-suited for applications in very general Divergence Theorems. The existence of pure normal measures for sets of finite perimeter is demonstrated. These yield Gauß formulas for essentially bounded vector fields having divergence measure. Furthermore, a result of Silhavy is extended. In particular, it is shown that a Gauß-Green Theorem for unbounded vector fields having divergence measure necessitates the use of pure measures acting on the gradient of the scalar field.

No description available.

Nous étudions les relations qui existent entre des aspects de la géométrie sous-riemannienne et une diversité de singularités typiques dans ce contexte.Avec les théorèmes de Whitney sous-riemanniens, nous conditionnons l’existence de prolongements globaux de courbes horizontales définies sur des fermés à des hypothèses de non-singularité de l’application point-final dans l’approximation nilpotente de la variété.Nous appliquons des méthodes perturbatives pour obtenir des asymptotiques sur la longueur de courbes localement minimisantes perdant leur optimalité proche de leur point de départ dans le cas des variétés sous-riemanniennes de contact de dimension arbitraire. Nous décrivons la géométrie du lieu singulier et prouvons sa stabilité dans le cas des variétés de dimension 5.Nous introduisons une construction permettant de définir des champs de directions à l’aide de couples de champs de vecteurs. Ceci fournit une topologie naturelle pour analyser la stabilité des singularités de champs de directions sur des surfaces. / We investigate the relationship between features of of sub-Riemannian geometry and an array of singularities that typically arise in this context.With sub-Riemannian Whitney theorems, we ensure the existence of global extensions of horizontal curves defined on closed set by requiring a non-singularity hypothesis on the endpoint-map of the nilpotent approximation of the manifold to be satisfied.We apply perturbative methods to obtain asymptotics on the length of short locally-length-minimizing curves losing optimality in contact sub-Riemannian manifolds of arbitrary dimension. We describe the geometry of the singular set and prove its stability in the case of manifolds of dimension 5.We propose a construction to define line fields using pairs of vector fields. This provides a natural topology to study the stability of singularities of line fields on surfaces.

No description available.

In this thesis we shall examine the role of measurerability in the theory of Lebesgue Integration. This shall be done in the context of the real line where we define the notion of an integral of a bounded real-valued function over a set of bounded outer measure without a prior assumption of measurability concerning the function and the domain of integration. / Mathematical Sciences / M. Sc. (Mathematics)

In this thesis we shall examine the role of measurerability in the theory of Lebesgue Integration. This shall be done in the context of the real line where we define the notion of an integral of a bounded real-valued function over a set of bounded outer measure without a prior assumption of measurability concerning the function and the domain of integration. / Mathematical Sciences / M. Sc. (Mathematics)

Submitted by SÍLVIO CÉSAR OTERO GARCIA null (silvioce@gmail.com) on 2016-01-29T04:48:49Z No. of bitstreams: 1 Tese.pdf: 4577308 bytes, checksum: 3607cfa97f6ae710923054567d80026c (MD5) / Approved for entry into archive by Sandra Manzano de Almeida (smanzano@marilia.unesp.br) on 2016-01-29T18:35:42Z (GMT) No. of bitstreams: 1 oterogarcia_sc_dr_rcla.pdf: 4577308 bytes, checksum: 3607cfa97f6ae710923054567d80026c (MD5) / Made available in DSpace on 2016-01-29T18:35:42Z (GMT). No. of bitstreams: 1 oterogarcia_sc_dr_rcla.pdf: 4577308 bytes, checksum: 3607cfa97f6ae710923054567d80026c (MD5) Previous issue date: 2015-12-17 / Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) / Ce thèse porte sur une traduction et analyse de la thèse de doctorat d’Henri Lebesgue Intégrale, Longueur, Aire. Il s’agit d’une thèse parue en 1902 dans laquelle Lebesgue présente la théorie de la mesure et d’intégration ayant son nom. La traduction, de toute fidélité possible à son original, a pour base la méthodologie de Vinay et Darbelnet (1977). L’analyse se développe à partir du référentiel théorique de l’herméneutique des profondeurs plus spécifiquement, Thompson (2011). Notre intention est de rendre plus accessible une source originale en langue étrangère, le portugais du Brésil dans ce cas, pour contribuer avec les études en Histoire Mathématique mais aussi en avoir comme un outil pédagogique pour l’enseignement des mathématiques. / Neste trabalho traduzimos e analisamos a tese de doutorado de Henri Lebesgue Inté- grale, Longueur, Aire. Publicada em 1902, é nela que Lebesgue apresenta a teoria da medida e integração que levam o seu nome. A tradução, que pretende ser o mais fiel pos- sível ao original, foi feita seguindo a metodologia de Vinay e Darbelnet (1977). A análise foi respaldada pelo referencial teórico da hermenêutica das profundidades proposta por Thompson (2011). O nosso objetivo geral é disponibilizar uma fonte original mais aces- sível para pesquisas em história da matemática bem como facilitar seu uso como recuso pedagógico na educação matemática; trazendo, assim, contribuições para essas áreas do conhecimento. / This thesis deals with the translation and analysis of Henri Lebesgue doctoral thesis, Integrale, Longueur, Aire. Published in 1902, this thesis presents the Lebesgue measure theory and integration named after him. The translation, intended to be as faithful to the original as possible, is based on Vinay and Darbelnet’s (1977) methodology. The analysis is developed from the theoretical reference of the deep hermeneutics, more specifically, Thompson (2011). Our intention is to make available an original source in Portuguese to help with Brazilian studies in History of Mathematics and also ease its use as na educational tool for math teaching. / FAPESP: 2010/18737-1

This thesis presents the strong and weak forms of the Banach-Tarski paradox based on the Hausdorff paradox. It provides modernized proofs of the paradoxes and necessary properties of equidecomposable and paradoxical sets. The historical significance of the paradox for measure theory is covered, along with its incorrect attribution to Banach and Tarski. Finally, the necessity of the axiom of choice is discussed and contrasted with other axiomatic and topological assumptions that enable the paradoxes. / Den här uppsatsen presenterar den starka och svaga formen av Banach-Tarskis paradox baserade på Hausdorffs paradox. Den tillhandahåller moderniserade bevis av paradoxerna och nödvändiga egenskaper av likuppdelningsbara och paradoxala mängder. Den historiska betydelsen av paradoxen på måtteori tas upp samt dess felaktiga tillskrivning till Banach och Tarski. Till sist diskuteras behovet av urvalsaxiomet som ställs i kontrast mot andra axiomatiska och topologiska antaganden som möjliggör paradoxerna.