共查询到19条相似文献,搜索用时 484 毫秒
1.
Sheng Jun FAN 《数学学报(英文版)》2007,23(8):1427-1434
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. 相似文献
2.
J. M. BISMUT 《数学年刊B辑(英文版)》2005,26(1):15-44
The purpose of this paper is to give a refinement of the Atiyah-Singer families index theorem at the level of differential characters. Also a Riemann-Roch-Grothendieck theorem for the direct image of flat vector bundles by proper submersions is proved, with Chern classes with coefficients in C/Q. These results are much related to prior work of Gillet-Soule, Bismut-Lott and Lott. 相似文献
3.
Qing-quan LinChina Financial Policy Research Center School of Finace Renmin University of China Beijing . China 《应用数学学报(英文版)》2002,18(4):619-624
The comparison theorem for generalized backward stochastic differential equations is discussed. Some topics related to equations of this type are also investigated. 相似文献
4.
91. IntroductionSince the result of monotonic lied theorem of BSDE and its aPPlication to nonlinearDoolyMeyer decomposition theorem, the smallest g-supersolution with a constraint on (Y, Z)(see [1]), some developments have been done, for example, in 14], where by a penallzationmethod, Chen and Peng discussed nonlinear Doob-Meyer decomposition theorem ash theBSDE introduced by Duffie and EPsteinI3]. In [51 Lin discussed the smallest g-supersolutionto BSDE with a constraint on (y,z) wi… 相似文献
5.
In this paper,necessary and sufficient conditions concerning the orthogonality and the composition of a couple of generalized (θ,φ)-derivations on a nonzero ideal of a semiprime ring are presented.These results are generalizations of several results of Breˇsar and Vukman,which are related to a theorem of Posner on the product of two derivations on a prime ring. 相似文献
6.
In this paper,necessary and sufficient conditions concerning the orthogonality and the composition of a couple of generalized (θ,φ)-derivations on a nonzero ideal of a semiprime ring are presented.These results are generalizations of several results of Breˇsar and Vukman,which are related to a theorem of Posner on the product of two derivations on a prime ring. 相似文献
7.
H-tensor plays an important role in identifying positive definiteness of even order real symmetric tensors. In this paper, some definitions and theorems related to H-tensors are introduced firstly. Secondly, some new criteria for identifying nonsingular H-tensors are proposed, moreover, a new theorem for identifying positive definiteness of even order real symmetric tensors is obtained. Finally, some numerical examples are given to illustrate our results. 相似文献
8.
In this paper,some suffcient criteria for the existence and the multiplicity of positive periodic solutions to a class of first-order n-dimensional neutral functional differential system are established. Our main results generalize related studies in the previous literatures. The fixed point theorem in cones is required to prove our results. 相似文献
9.
BEN BOUBAKER Mohamed Amine 《偏微分方程(英文版)》2014,(3):200-216
We find and prove 3G inequalities for the Laplacian Green function with the Dirichlet boundary condition, which are applied to show the existence of positive continuous solutions of the nonlinear equation Δu-Vu=g(·,u), where V and g are Borel measurable functions, required to satisfy suitable assumptions related to a new functional class J. Our approach uses the Schauder fixed point theorem. 相似文献
10.
In this article, we study the multi-dimensional reflected backward stochastic differential equations. The existence and uniqueness result of the solution for this kind of equation is proved by the fixed point argument where every element of the solution is forced to stay above the given stochastic process, i.e., multi-dimensional obstacle, respectively. We also give a kind of multi-dimensional comparison theorem for the reflected BSDE and then use it as the tool to prove an existence result for the multi-dimensional reflected BSDE where the coefficient is continuous and has linear growth. 相似文献
11.
LongJiang 《应用数学学报(英文版)》2004,20(4):701-706
With the help of a limit property of solutions of backward stochastic differential equations(BSDEs),this paper establishes a converse comparison theorem for deterministic generators g of BSDEs under the assumption g(t, y, 0) ≡0. 相似文献
12.
A Property of <Emphasis Type="Italic">g</Emphasis>-Expectation 总被引:6,自引:0,他引:6
LongJIANG 《数学学报(英文版)》2004,20(5):769-778
This paper proves that, under the hypothesis g(t, 0, 0) ≡ 0 and some natural assumptions, the generator g of a backward stochastic differential equation can be uniquely determined by the corresponding g-expectations with all terminal conditions. The main result of this paper also confirms and extends Peng Shige‘s conjecture. 相似文献
13.
Long JIANG 《数学年刊B辑(英文版)》2006,27(5):553-564
Abstract
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].
*Project supported by the National Natural Science Foundation of China (No.10325101) and the Science Foundation of China University
of Mining and Technology. 相似文献
14.
A number of generalized metric spaces have been defined or characterized in terms of g-functions. Symmetric g-functions are discussed by C. Good, D. Jennings and A. M. Mohamad. In this paper, some questions about symmetric g-functions are answered, particularly it is shown that every sym-wg-space is expandable.
The project is supported by the NNSF (10571151) and NSF (2006J0397) of Fujian Province of China. 相似文献
15.
We can consider the Riemann-Stieltjes integral dg as an integral of a point function f with respect to an interval function g. We could extend it to the Henstock-Stieltjes integral. In this paper, we extend it to a generalized Stieltjes integral dg of a point function f with respect to a function g of divisions of an interval. Then we prove for this integral the standard results in the theory of integration, including
the controlled convergence theorem.
相似文献
16.
17.
We introduce new classes of sets called Λ
g
-closed sets and Λ
g
-open sets in topological spaces. We also investigate several properties of such sets. It turns out that Λ
g
-closed sets and Λ
g
-open sets are weaker forms of closed sets and open sets, respectively and stronger forms of g-closed sets and g-open sets, respectively.
Dedicated to Professor Maximilian Ganster on the occasion of his 50th birthday 相似文献
18.
HaoZHAO GuiZhenLIU XiaoXiaYAN 《数学学报(英文版)》2005,21(2):413-422
Let G be a graph with vertex set V(G) and edge set E(G) and let g and f be two integervalued functions defined on V(G) such that 2k - 2 ≤g(x)≤f(x) for all x∈V(G). Let H be a subgraph of G with mk edges. In this paper, it is proved that every (mg m-1,mf-m 1)-graph G has (g, f)-factorizations randomly k-orthogonal to H under some special conditions. 相似文献
19.
Guizhen LIU 《Frontiers of Mathematics in China》2009,4(2):311-323
Let G be a digraph with vertex set V(G) and arc set E(G) and let g = (g
−, g
+) and ƒ = (ƒ
−, ƒ
+) be pairs of positive integer-valued functions defined on V(G) such that g
−(x) ⩽ ƒ
−(x) and g
+(x) ⩽ ƒ
+(x) for each x ∈ V(G). A (g, ƒ)-factor of G is a spanning subdigraph H of G such that g
−(x) ⩽ id
H
(x) ⩽ ƒ
−(x) and g
+(x) ⩽ od
H
(x) ⩽ ƒ
+(x) for each x ∈ V(H); a (g, ƒ)-factorization of G is a partition of E(G) into arc-disjoint (g, ƒ)-factors. Let
= {F
1, F
2,…, F
m} and H be a factorization and a subdigraph of G, respectively.
is called k-orthogonal to H if each F
i
, 1 ⩽ i ⩽ m, has exactly k arcs in common with H. In this paper it is proved that every (mg+m−1,mƒ−m+1)-digraph has a (g, f)-factorization k-orthogonal to any given subdigraph with km arcs if k ⩽ min{g
−(x), g
+(x)} for any x ∈ V(G) and that every (mg, mf)-digraph has a (g, f)-factorization orthogonal to any given directed m-star if 0 ⩽ g(x) ⩽ f(x) for any x ∈ V(G). The results in this paper are in some sense best possible.
相似文献