Related papers: The G-convex Functions Based on the Nonlinear Expe…
In this paper, we study the doubly reflected backward stochastic differential equations driven by $G$-Brownian motion ($G$-BSDEs for short) when the generator has quadratic growth in the $z$-component. Based on the theory of $G$-BMO…
In this paper we study the coefficients of the powers of an ordinary generating function and their properties. A new class of functions based on compositions of an integer $n$ is introduced and is termed composita. We present theorems about…
This paper introduces a backward stochastic differential equation driven by both Brownian motion and a Markov chain (BSDEBM). Regime-switching is also incorporated through its driver. The existence and uniqueness of the solution of the…
We relate two fundamental enumerative functions, namely the $I$-functions in the quantum $K$-ring of $G(r,n)$ and of its cotangent bundle, by defining a $K$-theoretic operator on classes, called balancing. This operator lifts the…
The classical perspective of a function is a construction which transforms a convex function into one that is jointly convex with respect to an auxiliary scaling variable. Motivated by applications in several areas of applied analysis, we…
Fractional Brownian motion is a non-Markovian Gaussian process indexed by the Hurst exponent $H\in [0,1]$, generalising standard Brownian motion to account for anomalous diffusion. Functionals of this process are important for practical…
A complete classification of continuous, dually epi-translation invariant, and rotation equivariant valuations on convex functions is established. This characterizes the recently introduced functional Minkowski vectors, which naturally…
In the paper, the authors prove that the generalized sine function $\sin_{p,q}(x)$ and the generalized hyperbolic sine function $\sinh_{p,q}(x)$ are geometrically concave and geometrically convex, respectively. Consequently, the authors…
In this paper, we prove that there exists at least one solution for the reflected forward-backward stochastic differential equation driven by G-Brownian motion satisfying the obstacle constraint with monotone coefficients.
A general formulation of scalar hysteresis is proposed. This formulation is based on two steps. First, a generating function g(x) is associated with an individual system, and a hysteresis evolution operator is defined by an appropriate…
The author introduce the concept of harmonically convex functions and establish some Hermite-Hadamard type inequalities of these classes of functions
We introduce two kinds of generalized $s$-convex functions on real linear fractal sets $\mathbb{R}^{\alpha}(0<\alpha<1)$. And similar to the class situation, we also study the properties of these two kinds of generalized $s$-convex…
In this paper, a new class of convex functions as a generalization of convexity which is called (h-m)-convex functions and some properties of this class is given. We also prove some Hadamard's type inequalities.
Fractional kinetic equations are investigated in order to describe the various phenomena governed by anomalous reaction in dynamical systems with chaotic motion. Many authors have provided solutions for various families of fractional…
In this paper we extend the definition of time conditional G-expectations $\mathbb{\hat{E}}_{t}[\cdot]$ to a larger domain on which the dynamical consistency still holds. In fact we can consistently define, by taking the limit, the time…
Subdifferentials (in the sense of convex analysis) of matrix-valued functions defined on $\mathbb{R}^d$ that are convex with respect to the L\"{o}wner partial order can have a complicated structure and might be very difficult to compute…
The canonical theory of sublinear expectations, a foundation of stochastic calculus under ambiguity, is insensitive to the non-convex geometry of primitive uncertainty models. This paper develops a new stochastic calculus for a structured…
In this paper, we study a kind of constrained backward stochastic differential equations (BSDEs) such that the nonlinear expectation of the composition of a loss function and the solution remains above zero. The existence and uniqueness…
In this paper, the author introduces the concept of the symmetrized p-convex function, gives Hermite-Hadamard type inequalities for symmetrized p-convex functions.
The purpose of this paper is to study a generalization of strongly $\eta$-convex functions using the fractal calculus developed by Yang \cite{Yang}, namely generalized strongly $\eta$-convex function. Among other results, we obtain some…