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2018 | OriginalPaper | Chapter

Nonlinear Duality in Banach Spaces and Applications to Finance and Elasticity

Authors : G. Colajanni, Patrizia Daniele, Sofia Giuffrè, Antonino Maugeri

Published in: Applications of Nonlinear Analysis

Publisher: Springer International Publishing

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Abstract

In this chapter we first present some theoretic concepts related to the strong duality in the infinite-dimensional setting. Then, we apply such results to the general financial equilibrium economy, studying also the dual formulation of the problem, analyzing both the sector’s and the system’s viewpoints and deriving the contagion phenomenon. Further, we provide an evolutionary Markowitz-type measure of the risk with a memory term. Finally, we apply Assumption S to the elastic-plastic torsion problem for linear operators and investigate the existence of Lagrange multipliers to the elastic-plastic torsion problem for nonlinear monotone operators, providing an example of the so-called Von Mises functions and searching for radial solutions.

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Metadata
Title
Nonlinear Duality in Banach Spaces and Applications to Finance and Elasticity
Authors
G. Colajanni
Patrizia Daniele
Sofia Giuffrè
Antonino Maugeri
Copyright Year
2018
DOI
https://doi.org/10.1007/978-3-319-89815-5_5

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