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1.
关于Banach空间中凸泛函的广义次梯度不等式   总被引:2,自引:0,他引:2  
姚云飞  徐森林 《应用数学》2003,16(3):136-140
本文在前人^[1,2]的基础之上,以凸泛函的次梯度不等式为工具,将Jensen不等式推广到Banach空间中的凸泛函,导出了Banach空间中的Bochner积分型的广义Jensen不等式,给出其在Banach空间概率论中某些应用,从而推广了文献[3—6]的工作.  相似文献   

2.
一维空间R中的Jensen不等式在概率论与鞅论等学科中都有着广泛的应用.本文以锥为工具,将这个著名的不等式推广到序Banach空间,得出向量值的Bochner积分型的广义Jensen不等式.  相似文献   

3.
向量极值问题的锥点必要条件   总被引:1,自引:0,他引:1  
本文用锥点的概念探讨了向量极值问题有效解的判别问题.其结果是在推广了非线性分析中的Halkin内部映射定理的基础上建立的,它包含和深化了[3]中的结果.设X为Banach空间,f是X到R~m上的映射  相似文献   

4.
引入了Jensen函数及Jensen平均的概念,借助于数学分析和代数工具给出了Jensen函数的分解公式,利用这个公式给出了推广和加强Jensen不等式的一种崭新的思路,作为应用,给出了Jensen不等式成立的一个有趣的充分条件.旨在为数学研究提供一些有用的解析不等式.  相似文献   

5.
本文给出了Frechet空间中的几个重要不等式,它们是Hilbert空间中的著名极化恒等式在Frechet空间中的情形.推广了Banach空间的许多不等式,且在许多领域中有着各种各样的应用.利用这些不等式,可将许多结果从Banach空间推广到Frechet空间.  相似文献   

6.
厉倩 《数学通讯》2006,(3):32-33
文[1]用Jensen不等式得到了推广的Holder不等式(即定理1,字母有变),本文用数学归纳法简证并推广.  相似文献   

7.
本文研究了lbragimov-Gadjiev-Durrmeyer算子在Orlicz空间内的逼近问题.借助了Jensen不等式,H?lder不等式,K泛函,光滑模等工具,获得了lbragimov-Gadjiev-Durrmeyer算子在Orlicz空间内的逼近度,以及该算子的加权逼近,推广了lbragimov-Gadjiev-Durrmeyer算子在Lp空间中的逼近度及加权逼近.  相似文献   

8.
苏简兵  殷慰萍 《数学学报》2007,50(4):881-886
本文讨论两种类型的极值问题,其中一种类型的极值问题可以认为是复平面上经典的Schwarz引理在高维的一个推广;另一种类型的极值是某空间上的度量,可以用来考虑域的双全纯等价分类问题.在本文中,k<1时Cartan-Hartogs域与单位超球间的极值与极值映照被得到。  相似文献   

9.
线性拓扑空间中向量极值问题的广义 Kuhn-Tucker 条件   总被引:16,自引:0,他引:16  
文[1]对 n 维欧氏空间 R~n,建立了在次似凸(Subconvexlike)映射下的择一定理,并以此证明具有弱凸性的极大极小定理.本文将择一定理推广到序线性拓扑空间,从而得出向量极值问题的广义 Kuhn-Tucker 条件和 Lagrange 乘子存在定理.  相似文献   

10.
周玲  宁荣健 《大学数学》2017,33(3):111-113
对2015年浙江省高等数学竞赛中的一个条件极值问题作出了推广.  相似文献   

11.
利用几何凸函数的Jensen不等式建立一个由{1,2,…,n}到(0,+∞)上的一个映射,研究了这个映射的单调性,获得一个该Jensen不等式的加细,并得到几何凸函数的一些新的不等式.  相似文献   

12.
Jensen's Operator Inequality   总被引:2,自引:0,他引:2  
Jensen's operator inequality and Jensen's trace inequality forreal functions defined on an interval are established in whatmight be called their definitive versions. This is accomplishedby the introduction of genuine non-commutative convex combinationsof operators, as opposed to the contractions considered in earlierversions of the theory by the authors, and by Brown and Kosaki.As a consequence, one no longer needs to impose conditions onthe interval of definition. It is shown how this relates tothe pinching inequality of Davis, and how Jensen's trace inequalitygeneralizes to C*-algebras. 2000 Mathematics Subject Classification47A56 (primary), 46L10, 47C15, 26A51 (secondary).  相似文献   

13.
Briand et al.gave a counterexample showing that given g, Jensen‘s inequality for g-expectation usually does not hold in general. This paper proves that Jensen‘s inequality for g-expectation holds in general if and only if the generator g(t,z) is super-homogeneous in z. In particular, g is not necessarily convex in z.  相似文献   

14.
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   

15.
In this paper, the general filtration consistent nonlinear expectation defined on the integrable variable space is considered, based on the results in [F. Coquet, Y. Hu, J. Memin, S. Peng, Filtration consistent nonlinear expectations and related g-expectation, Probab. Theory Related Fields 123 (2002) 1-27]. Under a natural continuous assumption for the nonlinear expectation, which weakens the domination assumption in [F. Coquet, Y. Hu, J. Memin, S. Peng, Filtration consistent nonlinear expectations and related g-expectation, Probab. Theory Related Fields 123 (2002) 1-27], the author obtains the necessary and sufficient conditions under which Jensen's inequality for filtration consistent nonlinear expectation holds in general, respectively on scalar function and bivariate function. These two results generalize the known results on Jensen's inequality for g-expectation in [Z. Chen, R. Kulperger, L. Jiang, Jensen's inequality for g-expectation: Part 1, C. R. Acad. Sci. Paris Ser. I 337 (11) (2003) 725-730; Z. Chen, R. Kulperger, L. Jiang, Jensen's inequality for g-expectation: Part 2, C. R. Acad. Sci. Paris Ser. I 337 (12) (2003) 797-800; L. Jiang, On Jensen's inequality of bivariate function for g-expectation, J. Shandong Univ. 38 (5) (2003) 13-22 (in Chinese); L. Jiang, Z. Chen, On Jensen's inequality for g-expectation, Chinese Ann. Math. Ser. B 25 (3) (2004) 401-412; L. Jiang, Jensen's inequality for backward stochastic differential equation, Chinese Ann. Math. Ser. B 27 (5) (2006) 553-564; S. Fan, Jensen's inequality for g-expectation on convex (concave) function, Chinese Ann. Math. Ser. A 27 (5) (2006) 635-644 (in Chinese)].  相似文献   

16.
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   

17.
A Bochner-integral formulation of Jensen's inequality is presented for Hermitian matrix-valued functions and measures.  相似文献   

18.
The concept of superquadratic functions in several variables, as a generalization of the same concept in one variable is introduced. Analogous results to results obtained for convex functions in one and several variables are presented. These include refinements of Jensen's inequality and its counterpart, and of Slater-Pe?ari?'s inequality.  相似文献   

19.
The operator convex functions of two variables are characterized in terms of a non-commutative generalization of Jensen's inequality.

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