The risk transfer of non-tradable risks under model uncertainty

In the context of model uncertainty, we study the optimal design and the pricing of financial instruments aiming to hedge some of non-tradable risks. For the existence of model uncertainty, the preference can be represented by the robust expected utility (also called maxmin expected utility) which can be put in the framework of sublinear expectation. The problem of maximizing the issuer’s robust expected utility under the constraint imposed by the buyer can be transformed to the problem of minimizing the issuer’s convex measure under the corresponding constraint. And here the convex measure measures not only the risks but also the model uncertainties.     

Local Lipschitz-α Mappings and Applications to Sublinear Expectations

The aim of this paper is to establish a series of important properties of local Lipschitz-α mappings from a subset of a normed space into a normed space. These mappings include Lipschitz operators, Lipschitz-α operators and local Lipschitz functions. Some applications to the theory of sublinear expectation spaces are given.     

The calculation of the sum of the spaces of the K‐method of real interpolation

It is shown that the calculation of the sum of the spaces of the K‐Peetre interpolation method can be reduced to the calculation of the sum of the cones of the concave functions included by the parameter in the definition of the spaces of the K‐Peetre interpolation method. As an example, a new extrapolation theorem for operators in Lipschitz spaces is obtained.     

变指数拟鞅Hardy空间

本文研究了变指数拟鞅Hardy空间,给出了变指数拟鞅Hardy空间的原子分解并证明了p(·)-拟鞅原子上次线性算子的有界性,推广了变指数鞅Hardy空间中的已知结论.     

Vilenkin群上Morrey空间里的算子有界性

Let G be a locally compact Vilenkin group. We will establish the boundedness in Morrey spaces L^p,λ(G) for a large class of sublinear operators and linear commutators.     

一类次线性算子在局部紧Vilenkin群上Herz型Hardy空间上的有界性

设 G是局部紧的 Vilenkin群 .本文研究了一类具有分数次积分性质的次线性算子从 H Kα,p1q1(G)到 (弱 ) H Kα,p2q2 (G)有界的判别条件 .     

A scaling limit for the degree distribution in sublinear preferential attachment schemes

We consider a general class of preferential attachment schemes evolving by a reinforcement rule with respect to certain sublinear weights. In these schemes, which grow a random network, the sequence of degree distributions is an object of interest which sheds light on the evolving structures. In this article, we use a fluid limit approach to prove a functional law of large numbers for the degree structure in this class, starting from a variety of initial conditions. The method appears robust and applies in particular to ‘non‐tree’ evolutions where cycles may develop in the network. A main part of the argument is to show that there is a unique nonnegative solution to an infinite system of coupled ODEs, corresponding to a rate formulation of the law of large numbers limit, through C₀‐semigroup/dynamical systems methods. These results also resolve a question in Chung, Handjani and Jungreis (2003). © 2015 Wiley Periodicals, Inc. Random Struct. Alg., 48, 703–731, 2016     

非线性二阶中立型微分方程的振动性

考虑中立型微分方程我们建立了方程(1)的若干振动准则。这些结果适用于强超线性和强次线性中立型微分方程,且当p(t)≡0时仍然成立。     

Existence and concentration of solutions for Schrödinger–Poisson system with steep potential well

This paper is concerned with the nonlinear Schrödinger–Poisson system where λ > 0 is a parameter. We require that V≥0 and has a bounded potential well V^?1(0). Combining this with other suitable assumptions on K and f, the existence of nontrivial solutions is obtained by using variational methods. Moreover, the concentration of solutions is also explored on the set V^?1(0) as λ→∞. Copyright © 2015 John Wiley & Sons, Ltd.