Thesis (Ph. D.)--University of Missouri-Columbia, 1998. / Typescript. Vita. Includes bibliographical references (leaves 42-44). Also available on the Internet.

Thesis (Ph. D.)--University of Missouri-Columbia, 1998. / Typescript. Vita. Includes bibliographical references (leaves 42-44). Also available on the Internet.

The importance of Orlicz spaces in the study of mathematics of nance came to the for in the 2000's when Frittelli and his collaborators connected the theory of utility functions to Orlicz spaces. In this thesis, we look at how Orlicz spaces play a role in nancial mathematics. After giving an overview of scalar-valued Orlicz spaces, we look at the rst fundamental theorem of asset pricing in an Orlicz space setting. We then give a brief summary of scalar risk measures, followed by the representation result for convex risk measures on Orlicz hearts. As an example of a risk measure, we take a detailed look at the Wang transform both as a pricing mechanism and as a risk measure. As the theory of nancial mathematics is moving towards the set-valued setting, we give a description of vector-valued Orlicz hearts and their duals using tensor products. Lastly, we look at set-valued risk measures on Orlicz hearts, proving a robust representation theorem via a tensor product approach.

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Cette thèse porte sur quelques inégalités de type Trudinger-Moser et leurs applications à l'étude des injections de Sobolev qu'elles induisent dans les espaces d'Orlicz et à l'analyse d'équations aux dérivées partielles non linéaires à croissance exponentielle.Le travail qu'on présente ici se compose de trois parties. La première partie est consacrée à la description du défaut de compacité de l'injection de Sobolev 4D dans l'espace d'Orlicz dansle cadre radial.L'objectif de la deuxième partie est double. D'abord, on caractérise le défaut de compacité de l'injection de Sobolev 2D dans les différentes classes d'espaces d'Orlicz. Ensuite, on étudiel'équation de Klein-Gordon semi-linéaire avec non linéarité exponentielle, où la norme d'Orlicz joue un rôle crucial. En particulier, on aborde les questions d'existence globale, de complétude asymptotique et d'étude qualitative.Dans la troisième partie, on établit des inégalités optimales de type Adams, en étroite relation avec les inégalités de Hardy, puis on fournit une description du défaut de compacité des injections de Sobolev qu'elles induisent / This thesis focuses on some Trudinger-Moser type inequalities and their applications to the study of Sobolev embeddings they induce into the Orlicz spaces, and the investigation of nonlinear partial differential equations with exponential growth.The work presented here includes three parts. The first part is devoted to the description of the lack of compactness of the 4D Sobolev embedding into the Orlicz space in the radialframework.The aim of the second part is twofold. Firstly, we characterize the lack of compactness of the 2D Sobolev embedding into the different classes of Orlicz spaces. Secondly, we undertakethe study of the nonlinear Klein-Gordon equation with exponential growth, where the Orlicz norm plays a crucial role. In particular, issues of global existence, scattering and qualitativestudy are investigated.In the third part, we establish sharp Adams-type inequalities invoking Hardy inequalities, then we give a description of the lack of compactness of the Sobolev embeddings they induce

In the present thesis we study the compressible Navier-Stokes-Fourier sys- tem. This is a system of partial differential equations describing the evolutionary problem for an adiabatic flow of a heat conducting compressible viscous fluid in a bounded domain. Here we consider the problem in two dimensions with zero Dirichlet boundary conditions for velocity. The cold pressure term in the pressure law for the momentum equation is here considered in the form pC(ϱ) ∼ ϱ logα (1+ϱ) for some α > 0, for which we need to work on the scale of Orlicz spaces in order to obtain useful estimates and in those space we formulate the problem weakly and also establish the weak compactness of the solution. The main result of this thesis is Theorem 6.1 where we show the existence of a weak solution with no assumptions on the size of the data and on arbitrary large time intervals. 1

In this manuscript we study the action of one-dimensional integral operators on rearrangement-invariant Banach function spaces. Our principal goal is to characterize optimal target and optimal domain spaces corresponding to given spaces within the category of rearrangement-invariant Banach function spaces as well as to establish pointwise estimates of the non-increasing rearrangement of a given operator applied on a given function. We apply these general results to proving optimality relations between special rearrangement-invariant spaces. We pay special attention to the Laplace transform, which is a pivotal example of the operators in question. Powered by TCPDF (www.tcpdf.org)

Dans cette thèse, on s'est attaché d'une part à d'écrire le défaut de compacité de l'injection de Sobolev critique dans les différentes classes d'espaces d'Orlicz, et d'autre part à étudier l'équation de Klein-Gordon avec une non-linéarité exponentielle. Ce travail se divise en trois parties. L'objectif de la première partie est de caractériser le défaut de compacité de l'injection de Sobolev de $H^2_{rad}(R^4)$ dans l'espace d'Orlicz $mathcal{L}(R^4)$.Le but de la deuxième partie est double : tout d'abord, on a décrit le défaut de compacité de l'injection de Sobolev de $H^1(R^2)$ dans les différentes classes d'espaces d'Orlicz, ensuite on a étudié une famille d'équations de Klein-Gordon non linéaires à croissance exponentielle. Cette étude inclut à la fois les problèmes d'existence globale, de complétude asymptotique et d'étude qualitative pour le problème de Cauchy associé. La troisième partie est dédiée à l'analyse des solutions de l'équation de Klein-Gordon 2D issues d'une suite de données de Cauchy bornée dans $H^1_{rad}(R^2)times L^2_{rad}(R^2)$. Basée sur les décompositions en profils, cette analyse a été conduite dans le cadre de la norme d'Orlicz / In this thesis, we focused on the one hand on the description of the lack of compactness of the critical Sobolev embedding into different classes of Orlicz spaces, and on the other hand on the study of the nonlinear Klein-Gordon equation with exponential nonlinearity. This work is divided into three parts. The aim of the first part is to characterize the lack of compactness of the Sobolev embedding of $H^2_{rad}(R^4)$ into the Orlicz space $mathcal{L}(R^4)$.The aim of the second part is twofold: firstly, we describe the lack of compactness of the Sobolev embedding of $H^1(R^2)$ into different classes of Orlicz spaces, secondly we investigate a family of nonlinear Klein-Gordon equations with exponential nonlinearity. This study includes both the global existence problem, the asymptotic completeness and the qualitative study for the associated Cauchy problem. The third part is dedicated to the analysis of the solutions to the 2D Klein-Gordon equation associated to a sequence of bounded Cauchy data in $H^1_{rad}(R^2)times L^2_{rad}(R^2)$. Based on the profile decompositions, this analysis was conducted in the framework of Orlicz norm

We study the optimal conditions on a homeomorphism f : Ω → Rn which guarantee that the composition u◦f is weakly differentiable and its weak derivative belongs to the some function space. We show that if f has finite distortion and q-distortion Kq = |Df|q /Jf is integrable enough, then the composition operator Tf (u) = u ◦ f maps functions from W1,q loc into space W1,p loc and the well-known chain rule holds. To prove it we characterize when the inverse mapping f−1 maps sets of measure zero onto sets of measure zero (satisfies the Luzin (N−1 ) con- dition). We also fully characterize conditions for Sobolev-Lorentz space WLn,q for arbitrary q and for Sobolev Orlicz space WLq log L for q ≥ n and α > 0 or 1 < q ≤ n and α < 0. We find a necessary condition on f for Sobolev rearrangement invariant function space WX close to WLq , i.e. X has q-scaling property. 1