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1.
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   

2.
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   

3.
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   

4.
This paper aims at solving a multidimensional backward stochastic differential equation (BSDE) whose generator g satisfies a weak monotonicity condition and a general growth condition in y. We first establish an existence and uniqueness result of solutions for this kind of BSDEs by using systematically the technique of the priori estimation, the convolution approach, the iteration, the truncation and the Bihari inequality. Then, we overview some assumptions related closely to the monotonieity condition in the literature and compare them in an effective way, which yields that our existence and uniqueness result really and truly unifies the Mao condition in y and the monotonieity condition with the general growth condition in y, and it generalizes some known results. Finally, we prove a stability theorem and a comparison theorem for this kind of BSDEs, which also improves some known results.  相似文献   

5.
In this paper, we obtain that a convex g evaluation can be dominated by the corresponding Choquet evaluation if and only if g has the form g(t, y, z) = μ t y + h(t, z), where h(t, z) is positively homogeneous and subadditive with respect to z.  相似文献   

6.
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   

7.
In this paper we consider one dimensional mean-field backward stochastic differential equations (BSDEs) under weak assumptions on the coefficient.Unlike[3],the generator of our mean-field BSDEs depends not only on the solution (Y,Z) but also on the law P_(Y )of Y.The first part of the paper is devoted to the existence and uniqueness of solutions in L~p,1p≤2,where the monotonicity conditions are satisfied.Next,we show that if the generator f is uniformly continuous in (μ,y,z),uniformly with respect to (t,ω),and if the terminal valueξbelongs to L~p(?,F,P) with 1p≤2,the mean-field BSDE has a unique L~psolution.  相似文献   

8.
In this paper,we prove that the generator g of a class of backward stochastic differential equations (BSDEs) can be represented by the solutions of the corresponding BSDEs at point (t,y,z),when the terminal data is in L p spaces,for 1 < p ≤ 2.  相似文献   

9.
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   

10.
Let (K, M,H) be an upper triangular bimodule problem. Briistle and Hille showed that the opposite algebra A of the endomorphism algebra of a projective generator P of the matrices category of (K., M, H) is quasi-hereditary, and there is an equivalence between the category of△-good modules of A and Mat(K, M). In this note, based on the tame theorem for bimodule problems, we show that if the algebra A associated with an upper triangular bimodule problem is of△-tame representation type, then the category F(△) has the homogeneous property, i.e. almost all modules in F(△) are isomorphic to their Auslander-Reiten translations. Moreover, if (K, M,H)is an upper triangular bipartite bimodule problem, then A is of△-tame representation type if and only if F(△) is homogeneous.  相似文献   

11.
In this paper, we deal with the model with a very general growth law and an M- driven diffusion For the general case of time dependent functions M and #, the existence and uniqueness for positive solution is obtained. If M and # are T0-periodic functions in t, then there is an attractive positive periodic solution. Furthermore, if M and # are time-independent, then the non-constant stationary solution M(x) is globally stable. Thus, we can easily formulate the conditions deriving the above behaviors for specific population models with the logistic growth law, Gilpin-Ayala growth law and Gompertz growth law, respectively. We answer an open problem proposed by L. Korobenko and E. Braverman in [Can. Appl. Math. Quart. 17(2009) 85-104].  相似文献   

12.
This paper establishes a limit theorem for solutions of backward stochastic differential equations (BSDEs). By this limit theorem, this paper proves that, under the standard assumption g(t,y,0) = 0, the generator g of a BSDE can be uniquely determined by the corresponding g-expectationεg;this paper also proves that if a filtration consistent expectation S can be represented as a g-expectationεg, then the corresponding generator g must be unique.  相似文献   

13.
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   

14.
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   

15.
We study nonlinear approximation in the Triebel-Lizorkin spaces with dictionaries formed by dilating and translating one single function g. A general Jackson inequality is derived for best m-term approximation with such dictionaries. In some special cases where g has a special structure, a complete characterization of the approximation spaces is derived.  相似文献   

16.
Let X, Y be vector spaces. It is shown that if a mapping f : X → Y satisfies f((x+y)/2+z)+f((x-y)/2+z=f(x)+2f(z),(0.1) f((x+y)/2+z)-f((x-y)/2+z)f(y),(0.2) or 2f((x+y)/2+x)=f(x)+f(y)+2f(z)(0.3)for all x, y, z ∈ X, then the mapping f : X →Y is Cauchy additive. Furthermore, we prove the Cauchy-Rassias stability of the functional equations (0.1), (0.2) and (0.3) in Banach spaces. The results are applied to investigate isomorphisms between unital Banach algebras.  相似文献   

17.
We characterize the Liouvillian and analytic integrability of the quadratic polynomial vector fields in R2 having an invariant ellipse.More precisely,a quadratic system having an invariant ellipse can be written into the form x=x2+y2-1+y(ax+by+c),y=x(ax+by+c),and the ellipse becomes x2+y2=1.We prove that(i) this quadratic system is analytic integrable if and only if a=0;(ii) if x2+y2=1 is a periodic orbit,then this quadratic system is Liouvillian integrable if and only if x2+y2=1 is not a limit cycle;and(iii) if x2+y2=1 is not a periodic orbit,then this quadratic system is Liouvilian integrable if and only if a=0.  相似文献   

18.
By means of Fourier frequency localization and Bony's paraproduct decomposition,we study the global existence and the uniqueness of the 2D Leray-α Magneta-hydrodynamics model with zero magnetic diffusivity for the general initial data.In view of the profits bring by the α model,then using the energy estimate in the frequency space and the Logarithmic Sobolev inequality,we obtain the estimate ∫t0||?u|| L_∞ ds which is crucial to get the global existence for the general initial data.  相似文献   

19.
We introduce the concept of ideal-comparability condition for regular rings. Let I be an ideal of a regular ring R. If R satisfies the I-comparability condition, then R is one-sided unit-regular if and only if so is R/I. Also, we show that a regular ring R satisfies the general comparability if and only if the following hold: (1) R/I satisfies the general comparability; (2) R satisfies the general I-comparability condition; (3) The natural map B(R) → B(R/I) is surjective.  相似文献   

20.
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   

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