Existence and uniqueness result for multidimensional BSDEs with generators of Osgood type

This paper is interested in solving a multidimensional backward stochastic differential equation (BSDE) whose generator satisfies the Osgood condition in y and the Lipschitz condition in z. We establish an existence and uniqueness result of solutions for this kind of BSDEs, which generalizes some known results.     

A Relationship Between the Conditional <Emphasis Type="Italic">g</Emphasis>-Evaluation System and the Generator <Emphasis Type="Italic">g</Emphasis> and Its Applications

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.     

<Emphasis Type="Italic">L</Emphasis><Superscript>2</Superscript>-approximating Pricing under Restricted Information

We consider the mean-variance hedging problem under partial information in the case where the flow of observable events does not contain the full information on the underlying asset price process. We introduce a certain type martingale equation and characterize the optimal strategy in terms of the solution of this equation. We give relations between this equation and backward stochastic differential equations for the value process of the problem. This work was supported by Georgian National Science Foundation grant STO07/3-172.     

<Emphasis Type="Italic">L</Emphasis><Superscript>p</Superscript> approximation by general Bernstein-Durrmeyer operator defined on simplex

As a generalization of the Bernstein-Durrmeyer operators defined on the simplex, a class of general Bernstein-Durrmeyer operators is introduced. With the weighted moduli of smoothness as a metric, we prove a strong direct theorem and an inverse theorem of weak type for these operators by using a decomposition way. From the theorems the characterization of L^p approximation behavior is derived     

<Emphasis Type="Italic">L</Emphasis><Superscript><Emphasis Type="Italic">p</Emphasis></Superscript> approximation capability of RBF neural networks

L ^p approximation capability of radial basis function (RBF) neural networks is investigated. If g: R ₊¹ → R ¹ and ∈ L _loc ^p (R ⁿ ) with 1 ≤ p < ∞, then the RBF neural networks with g as the activation function can approximate any given function in L ^p (K) with any accuracy for any compact set K in R ⁿ , if and only if g(x) is not an even polynomial. Partly supported by the National Natural Science Foundation of China (10471017)     

A Converse Comparison Theorem for <Emphasis Type="Italic">g</Emphasis>-Expectations

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.     

Lambert multipliers between <Emphasis Type="Italic">L</Emphasis><Superscript><Emphasis Type="Italic">p</Emphasis></Superscript> spaces

In this paper Lambert multipliers acting between L ^p spaces are characterized by using some properties of conditional expectation operator. Also, Fredholmness of corresponding bounded operators is investigated.     

Summability Kernels for <Emphasis Type="Italic">L</Emphasis><Superscript><Emphasis Type="Italic">p</Emphasis></Superscript> Multipliers

In this article we study the problem of extending Fourier Multipliers on L ^p (T) to those on L ^p (R) by taking convolution with a kernel, called a summability kernel. We characterize the space of such kernels for the cases p = 1 and p = 2. For other values of p we give a necessary condition for a function to be a summability kernel. For the case p = 1, we present properties of measures which are transferred from M(T) to M(R) by summability kernels. Furthermore it is shown that every l _p sequence can be extended to some L ^q (R) multipliers for certain values of p and q.     

Diffeomorphisms with <Emphasis Type="Italic">L</Emphasis><Superscript><Emphasis Type="Italic">p</Emphasis></Superscript>-shadowing property

We give a characterization of structurally stable diffeomorphisms by making use of the notion of L ^p -shadowing property. More precisely, we prove that the set of structurally stable diffeomorphisms coincides with the C ¹-interior of the set of diffeomorphisms having L ^p -shadowing property.     

LP（Rn）-Boundedness of certain commutators

In this paper, the Lp(Rn)-boundedness of the commutators generalized by BMO(Rn) function and the singular integral operator T with rough kernel Ω∈ Llog+ L(Sn-1) is proved by using the Bony's formula for the paraproduct of two functions.     

Cooperative hedging in the complete market under <Emphasis Type="Italic">g</Emphasis>-expectation constraint

The paper studies the muiti-agent cooperative hedging problem of contingent claims in the complete market when the g-expected shortfall risks are bounded. We give the optimal cooperative hedging strategy explicitly by the Neyman-Pearson lemma under g-probability.     

Weighted <Emphasis Type="Italic">L</Emphasis><Superscript><Emphasis Type="Italic">p</Emphasis></Superscript> Boundedness of Marcinkiewicz Integral

A weighted norm inequality for the Marcinkiewicz integral operator is proved when belongs to . We also give the weighted L^p-boundedness for a class of Marcinkiewicz integral operators with rough kernels and related to the Littlewood-Paley -function and the area integral S, respectively.     

Norm of Berezin transformon <Emphasis Type="Italic">L</Emphasis><Superscript><Emphasis Type="Italic">p</Emphasis></Superscript> space

It is shown that the Berezin transform B on L ^p (D), where D is the unit disc, has norm . Furthermore, the norms of a family of operators (on L ^p (D)) whose kernels are moduli of Bergman type kernels are also calculated. Partially supported by MNZZS, Grant ON144010     

Existence of positive solutions for a singular <Emphasis Type="Italic">p</Emphasis>-Laplacian differential equation

In this paper, we are concerned with the existence of positive solutions for a singular p-Laplacian differential equation
（φp（u＇））＇＋β/r φp（u＇）-γ ｜u＇｜^p/u ＋ g（r）=0,0〈r〈1,
subject to the Dirichlet boundary conditions： u（0） = u（1） =0, where φp（s） = ｜sl^P-2s,p 〉 2,β 〉0, γ〉（p-1）/p （β ＋ 1）, and g（r） ∈ C^1 [0, 1] with g（r） 〉 0 for all τ ∈ [0, 1]. We use the method of elliptic regularization, by carrying out two limit processes, to get a positive solution.     

Cyclic Functions in <Emphasis Type="Italic">L</Emphasis><Superscript><Emphasis Type="Italic">p</Emphasis></Superscript>(<Emphasis Type="Bold">R</Emphasis>), 1 \le <Emphasis Type="Italic">p</Emphasis> < \infty

Functions whose translates span L ^p (R) are called L ^p-cyclic functions. For a fixed p \memb [1, \infty], we construct Schwartz-class functions which are L ^r -cyclic for r > p and not L ^r - cyclic for r \le p. We then construct Schwartz-class functions which are L ^r -cyclic for r \ge p and not L ^r -cyclic for r < p. The constructions differ for p \memb (1, 2) and p > 2.     

<Emphasis Type="Italic">L</Emphasis><Superscript><Emphasis Type="Italic">p</Emphasis></Superscript>-convergence of Lagrange interpolation on the semiaxis

In order to approximate functions defined on (0, +∞), the authors consider suitable Lagrange polynomials and show their convergence in weighted L ^p -spaces.      

On the <Emphasis Type="Italic">L</Emphasis><Superscript><Emphasis Type="Italic">p</Emphasis></Superscript>-consistency of wavelet estimators

This paper deals with the L ^p -consistency of wavelet estimators for a density function based on size-biased random samples. More precisely, we firstly show the L ^p -consistency of wavelet estimators for independent and identically distributed random vectors in R ^d . Then a similar result is obtained for negatively associated samples under the additional assumptions d = 1 and the monotonicity of the weight function.     

On the <Emphasis Type="Italic">L</Emphasis><Superscript><Emphasis Type="Italic">p</Emphasis></Superscript>-conjecture for locally compact groups

Let G be a locally compact group. For 1 < p < ∞, it is well-known that f * g exists and belongs to L^p(G) for all f, g L^p (G) if and only if G is compact. Here, for 2 < p < ∞, we show that f * g exists for all f, g L^p(G) if and only if G is compact. We also show that this result does not remain true for 1 < p ≤ 2. Received: 23 April 2006     

Essential norm of substitution operators on <Emphasis Type="Italic">L</Emphasis><Superscript><Emphasis Type="Italic">p</Emphasis></Superscript> spaces

In this paper we determine the lower and upper estimates for the essential norm of finite sum of weighted Frobenius-Perron and weighted composition operators on L ^p spaces under certain conditions.