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.     

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.     

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.     

g-框架的一些新性质

考虑了g-框架的一些新性质.首先把有关框架的投影方法推广到g-框架,并且建立了一个类似的该方法对g-框架有效的充分必要条件.然后研究了包含g-Riesz基的g-框架,得到了在某些条件下g-Riesz框架一定包含g-Riesz基.我们提出了具有子g-框架性质的g-框架的概念,证明了在某些条件下具有子g-框架性质的g-框架一定包含一个g-Riesz基.最后得到了一些g-框架与其诱导出的框架之间的在某些限制条件下的等价性质.     

动态估价的连续性质(英文)

在研究风险资产和未定权益的定价问题时,彭实戈[1]提出了动态估价的概念并研究了它的很多性质.在这些结果的基础上,本文进一步研究了动态估价在几乎处处意义下的一些连续性质.     

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.     

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.     

g-拟凸函数的一个判别准则

证明了如下结果:设g∶H→H,C H是非空开的g-凸集,g(C)是凸集,f是C上的上半连续函数且存在α∈(0,1),使得f(αg(x)+(1-α)g(y))m ax{f。g(x),f。g(y)},x,y∈C,则f为C上的g-拟凸函数.     

Hilbert空间中的斜对偶g-框架

在Hilbert空间中把斜对偶原理推广到更一般的g-框架.我们给出了{A_j:j∈J}是g-框架{F_j:j∈J}的一个斜对偶g-框架的等价条件,还给出了一个斜对偶g-框架对是对称的充分条件.最后,在不同的条件下构造了几对斜对偶g-框架.     

Littlewood-Paley g-函数与加权BMO函数

设gφ,b是Littlewood-Paley g-函数与b生成的交换子.本文证明了若α,β属于Muckenhoupt A_p权函数类,1相似文献   

A Relationship Between the Conditional <Emphasis Type="Italic">g</Emphasis>-Evaluation System and the Generator <Emphasis Type="Italic">g</Emphasis> and Its Applications

In this paper, under the most elementary conditions on a backward stochastic differential equation （BSDE for short） introduced by Peng, a new relationship between the conditional g-evaluation system and the generator g of BSDE is obtained in the sense of ＂process＂, based on some recent results of Jiang. Moreover, as applications, two converse comparison theorems and two uniqueness theorems on the generators of BSDEs are proved.     

MEROMORPHIC FUNCTIONS THAT SHARE TWO SETS, Ⅱ

This paper deals with the problem of uniqueness of meromorphic functions, and gets the following result: There exists a set S with 13 elements such that any two non-constant meromorphic functions / and g satisfying E(S,f) = E(S,g) and E({∞},f) = E({∞},g) must be identical. This is the best result on this question until now.     

Dynamically consistent nonlinear evaluations with their generating functions in L p

In this paper, we study dynamically consistent nonlinear evaluations in Lp(1p2). One of our aim is to obtain the following result: under a domination condition, an Ft-consistent evaluation is an Eg-evaluation in Lp . Furthermore, without the assumption that the generating function g(t, ω, y, z) is continuous with respect to t, we provide some useful characterizations of an Eg-evaluation by g and give some applications. These results include and extend some existing results.     

Initial Segments in Rogers Semilattices of \Sigma _n^0 -Computable Numberings

S. Goncharov and S. Badaev showed that for , there exist infinite families whose Rogers semilattices contain ideals without minimal elements. In this connection, the question was posed as to whether there are examples of families that lack this property. We answer this question in the negative. It is proved that independently of a family chosen, the class of semilattices that are principal ideals of the Rogers semilattice of that family is rather wide: it includes both a factor lattice of the lattice of recursively enumerable sets modulo finite sets and a family of initial segments in the semilattice of -degrees generated by immune sets.     

A remark on level curves for domains convex in one direction † ‡

Let D be a plane domain which is convex in the v-direction, i.e.t the intersection of D with each vertical line is connected (or empty). It has been an open question whether level curves of a domain convex in the v-direction bound a domain with the same property. In this note we construct an example which settles the question in the negative.Closely related is a family ? of analytic functions g in the unit disk with the property that g(0) = 0 and Re{(1 - z²)g(z)/z} ? 0. For univalent functions we show that membership in ? is essentially characterized by the geometric condition that Im g(eⁱ⁰)? 0 for a.e. ? ? (0, ?) and Im g(eⁱ⁰)? 0 for a.e. We conclude with a coefficient theorem     

Varietes symplectiques affines

We will be concerned with two open questions in symplectic geometry. The first question is the existence problem for lagrangian foliations. The second question is to know whether an affine manifold can be embedded as leaf of a lagrangian foliation. We prove that every homogeneous symplectic manifold with closed regular action of a solvable Lie group has lagrangian foliations. Moreover such manifold (M,) has a bilagrangian linear connection (M,) such that is parallel with respect to . About the second question, we prove that every connected and simply connected Lie group with left invariant affine structure can be embedded as leaf of a left invariant lagrangian foliation in a symplectic Lie group (G,).     

多圆盘的Bergman空间上Hankel乘积

对多圆盘上的平方可积函数f和g,研究了Bergman空间上稠密定义的Hankel乘积H_fH_g~*的有界性和紧性.给出了这些算子有界和紧的一些必要条件和充分条件.当f是解析函数时,对混合Haplitz乘积H_gT_(f~-)和T_fH_g~*得到了相似的结果.     

Frattini and related subgroups of mapping class groups

Let Γ_g,b denote the orientation-preserving mapping class group of a closed orientable surface of genus g with b punctures. For a group G let Φ_f(G) denote the intersection of all maximal subgroups of finite index in G. Motivated by a question of Ivanov as to whether Φ_f(G) is nilpotent when G is a finitely generated subgroup of Γ_g,b, in this paper we compute Φ_f(G) for certain subgroups of Γ_g,b. In particular, we answer Ivanov’s question in the affirmative for these subgroups of Γg,b.     

Parameter Inequalities for Orthogonal Arrays with Mixed Levels

An important question in the construction of orthogonal arrays is what the minimal size of an array is when all other parameters are fixed. In this paper, we will provide a generalization of an inequality developed by Bierbrauer for symmetric orthogonal arrays. We will utilize his algebraic approach to provide an analogous inequality for orthogonal arrays having mixed levels and show that the bound obtained in this fashion is often sharper than Raos bounds. We will also provide a new proof of Raos inequalities for arbitrary orthogonal arrays with mixed levels based on the same method.