English

Explicit positive solutions to $G$-heat equations and the application to $G$-capacities

Probability 2019-08-13 v2

Abstract

In this paper, we study a class of explicit positive solutions to GG-heat equations by solving second order nonlinear ordinary differential equations. Based on the positive solutions, we give the sharp order of GG-capacity cσ([ε,ε])c_{\sigma}\left( \left[ -\varepsilon,\varepsilon \right] \right) when ε0\varepsilon \rightarrow0.

Keywords

Cite

@article{arxiv.1908.01168,
  title  = {Explicit positive solutions to $G$-heat equations and the application to $G$-capacities},
  author = {Mingshang Hu and Yifan Sun},
  journal= {arXiv preprint arXiv:1908.01168},
  year   = {2019}
}