g-期望关于凸(凹)函数的Jensen不等式

在文[8]的基础上和彭实戈提出的关于g-期望的最基本的条件下,证明了g-期望关于凸(凹)函数的Jensen不等式在一般意义下成立当且仅当g是关于(y,z)的超齐次(次齐次)生成元且不依赖于y.     

半正定(半负定)二元函数基于g-期望的Jensen不等式

彭实戈通过倒向随机微分方程引入了g-期望的概念.在关于g-期望的最基本的条件下,提出并证明了:半正定(半负定)二元函数基于g-期望的Jensen不等式在非空数集S上成立当且仅当生成元g在S上是超线性(次线性)的.     

条件g-期望的矩不等式

找到了几个使条件g-期望的矩不等式在一般意义下成立的关于g和g-期望的充分条件.     

Choquet期望,最大(最小)期望和推广的Peng’s g-期望（英文）

Choquet期望和最大(最小)期望是非线性期望,它们替代经典的数学期望被广泛地应用在经济、金融和保险中.但是,由于非线性,计算它们往往非常困难.本文首先介绍推广的Peng’s g-期望及其相关性质;然后,给出最大(最小)期望和推广的Peng’s g-期望之间的关系;最后,利用Peng’s g-期望,在一些合理假设下,得到Choquet期望和最大(最小)期望是一致的.     

g-期望的分布不变性

当g-期望具有分布不变性时,给出了g所满足的充要条件.并证明了当且仅当g为零时,g-期望其有分布不变性.     

L~p空间中随机变量的g-期望与条件g-期望

利用倒向随机微分方程的Lp解定义了Lp空间中随机变量g-期望与条件g-期望,扩张了g-期望与条件g-期望的定义空间;证明了用Lp解定义的g-期望与文[5]用算子连续扩张方法定义的一般g-期望的一致性,得到了Lp空间中随机变量的g-期望与条件g-期望的一些性质.     

Lp空间中随机变量的g-期望与条件g-期望

利用倒向随机微分方程的Lp解定义了Lp空间中随机变量g-期望与条件g-期望,扩张了g-期望与条件g-期望的定义空间;证明了用Lp解定义的g-期望与文[5]用算子连续扩张方法定义的一般g-期望的一致性,得到了Lp空间中随机变量的g-期望与条件g-期望的一些性质.     

Peng g- 期望下的大数定律

Peng 于1997 年通过倒向随机微分方程引入了一类性质很好的非线性数学期望, 即g- 期望. 本文中, 我们将给出Peng g- 期望下的弱大数定律与强大数定律.     

广义齐次函数

若函数f(x,y)在其定义域G上满足恒等式 f(tx,ty)=t~nf(x,y),t>0,则称f(x,y)为n次齐次函数。把这个概念推广一下,还可以得到一类广义齐次函数,本文的目的就是对这类广义齐次函数的性质作一初步的讨论。定义.若函数f(x,y)在其定义域G上对一切t>0恒满足等式 f(tx,ty)=h(x,y)k(t)+z~mf(x,y),(1)其中h(x,y)为n次齐次函数,k(t)=t~mlnt(n=m时)或k(t)=(t~n-t~m)(n≠m时),则我们称函数f(x,y)为关于特征函数h(x,y)的m次广义齐次函数。例如,xlny+ylnx+x为关于特征函数x+y的1次广义齐次函数。而x~2+y~2+x~2y则为关于特     

带有随机生成元的倒向随机微分方程的共单调定理

该文利用Malliavin微分的方法研究带有随机生成元的倒向随机微分方程 (简记BSDE),给出了关于比较某些BSDE的解(y,z)中z的方法, 在此基础上继续研究(y,z)的某些重要性质, 指明了当BSDE的生成元是随机的情况下,Zengjing Chen等人文章中得到的共单调定理是不成立的, 然后寻找带有随机生成元的BSDE的共单调定理成立的特殊情况, 最后研究了一类g -期望的可加性以及Choquet积分表示定理.     

Jensen's Inequality for Backward Stochastic Differential Equations

Under the Lipschitz assumption and square integrable assumption on g, the author proves that Jensen's inequality holds for backward stochastic differential equations with generator g if and only if g is independent of y, g(t, 0) = 0 and g is super homogeneous with respect to z. This result generalizes the known results on Jensen's inequality for g-expectation in [4, 7-9].     

ON JENSEN’S INEQUALITY FOR g-EXPECTATION

Briand et al. gave a counterexample showing that given g, Jensen's inequalityfor g-expectation usually does not hold in general. This paper proves that Jensen'sinequality for g-expectation holds in general if and only if the generator g(t,z) issuper-homogeneous in z. In particular, g is not necessarily convex in z.     

一类滞后差分方程解的渐近性

考虑时滞差分方程xn－xn-1＝F（－f（xn）＋g（xn－k）），这里k是正整数，F，f，g是R→R的连续函数，F和f在R上单调增加，且对所有的u≠0，uF（u）＞0.我们证明了如果对所有的y∈R，有f（y）≥g（y）（f（y）≤g（y）），则方程的每个解趋于一个常数或－∞（∞）．进一步，如果对所有的y∈R，有f（y）≡g（y）；则方程的每个解当n→∞时趋于常数．     

Projective metabelianD-groups and Lie superalbegras

The main result of this paper shows that the projective objects in varieties of metabelian R-groups and Lie superalgebras are free. A D-group is a group in which for any element x and any natural number n there exists a unique element y such that x=yⁿ. A Lie superalgebra (resp. D-group) is metabelian if it is an extension of an abelian superalgebra (resp. D-group) by an abelian superalgebra (resp. D-group). The proof of the main result relies on the representation of projective superalgebras (resp. D-groups) in projective modules over rings that are nearly polynomial rings. Bibliography: 17 titles.Translated fromTrudy Seminara imeni I. G. Petrovskogo, No. 15, pp. 189–195.     

Sur la (-k)-demi-reconstructibilité des tournois finis

Given a tournament T, we define the dual T^* of T by T^*(x,y) = T(y,x). A tournament T′ is hemimorphic to T if it is isomorphic to T or T^*. A tournament defined on n elements is (-k-reconstructible (resp. (-k)-half-reconstructible) if it is determined up to isomorphism (resp. up to hemimorphism), by its restrictions to subsets of (n - k) elements. From [2] follows the (-k)-half-reconstructibility of finite tournaments (with n ≥ (7 + k) elements), for all k > 7. In this Note, we establish the (-k)-half-reconstructibility of finite tournaments (with n ≥ (12 + k) elements), for all k4,5,6. We then connect the problems of the (-3)- and the (−2)-half-reconstruction of these tournaments to two problems (yet open) of reconstruction. Finally, by using counterexamples of P.K. Stockmeyer [14], we show that, generally, the finite tournaments are not (-k)-half-reconstructible.     

Small finite trimedial quasigroups

One says that a groupoid (E,.) is medial (or: metabelian, bisymmetric, entropie..) if its binary law satisfies (x.a).(b.y) = (x.b).(a.y) identically. If one assumes only that this equality should be obeyed whenever the four arguments belong to any subgroupoid generated by 3 elements, (E,.) is said to be trimedial. The smallest possible order for a non-medial trimedial groupoid (resp. quasigroup) turns out to be 5 (resp. 81), and there are up to isomorphism exactly 35 non-medial trimedial quasi-groups of order 81. Only 8 of them are isotopic to L₍₁₎, free exponent 3 commutative Moufang loop on 3 generators, previously described by ZASSENHAUS and Marshall HALL Junior. The 27 remaining ones are isotopic to L₍₁₎ the only other non-associative commutative Moufang loop of order 81, whose exponent is 9. These results generalize known classifica-tion theorems concerning the two main special cases of trimedial quasigroups: the distributive quasigroups and the cubic hypersurface quasigroups.