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1.
ON JENSEN’S INEQUALITY FOR g-EXPECTATION   总被引:11,自引:1,他引:11       下载免费PDF全文
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.  相似文献   

2.
Under the Lipschitz assumption and square integrable assumption on g, Jiang proved that Jensen's inequality for BSDEs with generator g holds in general if and only if g is independent of y, g is super homogenous in z and g(t, 0) = 0, a.s., a.e.. In this paper, based on Jiang's results, under the same assumptions as Jiang's, we investigate the necessary and sufficient condition on g under which Jensen's inequality for BSDEs with generator g holds for some specific convex functions, which generalizes some known results on Jensen's inequality for BSDEs.  相似文献   

3.
Under the Lipschitz and square integrable assumptions on the generator g of BSDEs, this paper proves that if g is positively homogeneous in (y, z) and is decreasing in y, then the Moment inequality for BSDEs with generator g holds in general, and if g is positively homogeneous and sub-additive in (y, z), then the HSlder inequality and Minkowski inequality for BSDEs with generator g hold in general.  相似文献   

4.
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].  相似文献   

5.
A real continuous function which is defined on an interval is said to beA-convex if it is convex on the set of self-adjoint elements,with spectra in the interval,in all matrix algebras of the unital C-algebra A.We give a general formation of Jensen’s inequality for A-convex functions.  相似文献   

6.
A submanifold in a complex space form is called slant it it has constant Wirtinger angles. B, Y, Chen and Y. Tazawa proved that there do not exist minimal proper slant surfaces in CP^2 and CH^2. So it seems that the slant immersion has some interesting properties. The authors have great interest to consider slant immersions satisfying some additional conditions, such as unfull first normal bundles or Chen‘s equality holding. They prove that there do not exist n-dimensional Kaehlerian slant immersion sin CP^n and CH^n with unfull first normal bundles. Next, it is seen that every Kaehlerian slant submanifold satisfying an equality of Chen is minimal which is similar to that of Lagrangian immersions. But in contrast, it is shown that a large class of slant immersions do not exist thoroughly. Finally, they give an application of Chen‘s inequality to general slant immersions in a complex projective space, which generalizes a result of Chen.  相似文献   

7.
In this paper we deal with the martingales in variable Lebesgue space over a probability space.We first prove several basic inequalities for conditional expectation operators and give several norm convergence conditions for martingales in variable Lebesgue space.The main aim of this paper is to investigate the boundedness of weak-type and strong-type Doob’s maximal operators in martingale Lebesgue space with a variable exponent.In particular,we present two kinds of weak-type Doob’s maximal inequalities and some necessary and sufficient conditions for strong-type Doob’s maximal inequalities.Finally,we provide two counterexamples to show that the strong-type inequality does not hold in general variable Lebesgue spaces with p>1.  相似文献   

8.
To answer the rest part of the problem of Boas R. P. on derivative of poiyaomial, it is shown that if p(s) is a polynomial of degree n such that ■|p(z)|≤1 and. p(s)≠0 in |z|≤k, 0相似文献   

9.
The Hartogs domain over homogeneous Siegel domain DN,s(s > 0) is defined by the inequality ■, where D is a homogeneous Siegel domain of type Ⅱ,(z, ζ) ∈ D × CN and KD(z, z) is the Bergman kernel of D. Recently, Seo obtained the rigidity result that proper holomorphic mappings between two equidimensional domains DN,s and D’N’,s’ are biholomorphisms for N ≥ 2. In this article, we find a counter-example to show that the rigidity result is not true for D...  相似文献   

10.
A class of reduced gradient methods for handling general optimization problems with linear equality and inequality constraints is suggested in this paper. Although a slack vector is introduced, the dimension of the problem is not increased, which is unlike the conventional way of transferring the inequality constraints into the equality constraints by introducing slack variables. When an iterate x(k) is not a K-T point of the problem under consideration, different feasible descent directions can be obtained by different choices of the slack vectors. The suggested method is globally convergent and the numerical experiment given in the paper shows that the method is efficient.  相似文献   

11.
Let P(z) be a polynomial of degree n which does not vanish in |z| k, k ≥ 1.It is known that for each 0 ≤ s n and 1 ≤ R ≤ k,M (P~(s), R )≤( 1/(R~s+ k~s))[{d~((s)/dx(s))(1+x~n)}_(x=1)]((R+k)/(1+k))~nM(P,1).In this paper, we obtain certain extensions and refinements of this inequality by involving binomial coefficients and some of the coefficients of the polynomial P(z).  相似文献   

12.
A general ring means an associative ring with or without identity.An idempotent e in a general ring I is called left (right) semicentral if for every x ∈ I,xe=exe (ex=exe).And I is called semiabelian if every idempotent in I is left or right semicentral.It is proved that a semiabelian general ring I is π-regular if and only if the set N (I) of nilpotent elements in I is an ideal of I and I /N (I) is regular.It follows that if I is a semiabelian general ring and K is an ideal of I,then I is π-regular if and only if both K and I /K are π-regular.Based on this we prove that every semiabelian GVNL-ring is an SGVNL-ring.These generalize several known results on the relevant subject.Furthermore we give a characterization of a semiabelian GVNL-ring.  相似文献   

13.
The authors propose a dwindling filter algorithm with Zhou's modified subprob- lem for nonlinear inequality constrained optimization. The feasibility restoration phase, which is always used in the traditional filter method, is not needed. Under mild conditions, global convergence and local superlinear convergence rates are obtained. Numerical results demonstrate that the new algorithm is effective.  相似文献   

14.
It is well known that every prime ideal minimal over a z-ideal is also a z-ideal. The converse is also well known in C(X). Thus whenever I is an ideal in C(X), then √I is a z-ideal if and only if I is, in which case √I = I. We show the same fact for z~-ideals and then it turns out that the sum of a primary ideal and a z-ideal (z^o-ideal) in C(X) which are not in a chain is a prime z-ideal (z^o-ideal). We also show that every decomposable z-ideal (z^o-ideal) in C(X) is the intersection of a finite number of prime z-ideals (z^o-ideal). Some counter-examples in general rings and some characterizations for the largest (smallest) z-ideal and z^o-ideal contained in (containing) an ideal are given.  相似文献   

15.
Some modified Levitin-Polyak projection methods are proposed in this paper for solving monotone linear variational inequality x∈Ω,(x′-x)^T(Hx c)≤0,for any x′∈Ω.It is pointed out that there are similar methods for solving a general linear variational inequality.  相似文献   

16.
We identify the functions whose polynomial multiples are weak* dense in Q p spaces and prove that if | f (z) | ≥ | g(z) | and g is cyclic in Q p , then f is cyclic in Q p . We also show that the multiplication operator M z on Q p spaces is cellular indecomposable.  相似文献   

17.
The Hardy-Sobolev inequality with general weights is established, and it is shown that the constant is optimal. The two weights in this inequality are determined by a Bernoulli equation. In addition, the authors obtain the Hardy-Sobolev inequality with general weights and remainder terms. By choosing special weights, it turns to be many versions of the Hardy-Sobolev inequality and the Caffarelli-Kohn-Nirenberg inequality with remainder terms in the literature.  相似文献   

18.
We identify the functions whose polynomial multiples are weak* dense in Q p spaces and prove that if | f (z) | ≥ | g(z) | and g is cyclic in Q p , then f is cyclic in Q p . We also show that the multiplication operator M z on Q p spaces is cellular indecomposable.  相似文献   

19.
It is well known that for symmetric linear programming there exists a strictly complementary solution if the primal and the dual problems are both feasible. However, this is not necessary true for symmetric or general semide finite programming even if both the primal problem and its dual problem are strictly feasible. Some other properties are also concerned.  相似文献   

20.
In this paper, we investigate the growth of the meromorphic solutions of the following nonlinear difference equationsf(z)n+ P_(n-1)(f) = 0,where n ≥ 2 and P_(n-1)(f) is a difference polynomial of degree at most n- 1 in f with small functions as coefficients. Moreover, we give two examples to show that one conjecture proposed by Yang and Laine [2] does not hold in general if the hyper-order of f(z) is no less than 1.  相似文献   

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