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In this paper, we investigate the well-posedness of quadratic backward stochastic differential equations driven by G-Brownian motion (referred to as G-BSDEs) with double mean reflections. By employing a representation of the solution via…

Probability · Mathematics 2025-08-27 Wei He , Qiangjun Tang

In this paper, we first review the penalization method for solving deterministic Skorokhod problems in non-convex domains and establish estimates for problems with $\alpha$-H\"older continuous functions. With the help of these results…

Probability · Mathematics 2017-03-10 Yiqing Lin , Abdoulaye Soumana Hima

The modified q-Bessel functions and the q-Bessel-Macdonald functions of the first and second kind are introduced. Their definition is based on representations as power series. Recurrence relations, the q-Wronskians, asymptotic…

Quantum Algebra · Mathematics 2007-05-23 V. -B. K. Rogov

In this paper, we obtained some inequalities for \phi_{s}-convex function, \phi-Godunova-Levin function, \phi-P-function and log-\phi-convex function. Finally, we defined the class of \phi-quasi-convex functions and we examined some…

Functional Analysis · Mathematics 2012-09-25 Merve Avci Ardic , M. Emin Ozdemir

A variational representation for functionals of G-Brownian motion is established by a finite-dimensional approximate technique. As an application of the variational representation, we obtain a large deviation principle for stochastic flows…

Probability · Mathematics 2012-04-23 Fuqing Gao

In this papaer, we put forward some new definitions and integral inequalities by using fairly elementary analysis.

Classical Analysis and ODEs · Mathematics 2012-11-13 M. Emin Ozdemir , Mevlut Tunc , Mustafa Gurbuz

In this paper, we extend the G-expectation theory to infinite dimensions. Such notions as a covariation set of G-normal distributed random variables, viscosity solution, a stochastic integral driven by G-Brownian motion are introduced and…

Probability · Mathematics 2013-06-25 Anton Ibragimov

In this paper, we consider the reflected backward stochastic differential equations driven by G-Brownian motion (reflected G-BSDEs) whose coefficients satisfy the beta-order Mao's condition. The uniqueness is obtained by some a priori…

Probability · Mathematics 2022-12-26 Hanwu Li

In this paper we show how the superquadratic functions can be used as a tool for researching other types of convex functions like $\phi $-convexity, strong-convexity and uniform convexity. We show how to use inequalities satisfied by…

Functional Analysis · Mathematics 2024-08-15 Shoshana Abramovich

In this paper, we give some definitions on quasi-convex functions and we prove inequalities contain J-quasi-convex and W-quasi-convex functions. We give also some inclusions.

Classical Analysis and ODEs · Mathematics 2010-12-17 M. Emin Ozdemir , Ahmet Ocak Akdemir , Cetin Yildiz

Geometrically convex functions constitute an interesting class of functions obtained by replacing the arithmetic mean with the geometric mean in the definition of convexity. As recently suggested, geometric convexity may be a sensible…

Risk Management · Quantitative Finance 2024-03-12 Mücahit Aygün , Fabio Bellini , Roger J. A. Laeven

Two of the authors have defined the class $ WDC(M)$ as the class of all subsets of a smooth manifold $M$ that may be expressed in local coordinates as certain sublevel sets of DC (differences of convex) functions. If $M$ is Riemanian and…

Differential Geometry · Mathematics 2015-10-14 Joseph H. G. Fu , Dusan Pokorny , Jan Rataj

In this paper, two new classes of convex functions as a generalization of convexity which is called (h-s)_{1,2}-convex functions are given. We also prove some Hadamard-type inequalities and applications to the special means are given.

Classical Analysis and ODEs · Mathematics 2013-04-17 M. Emin Ozdemir , Mevlut Tunc , Ahmet Ocak Akdemir

Discrete convex functions are used in many areas, including operations research, discrete-event systems, game theory, and economics. The objective of this paper is to offer a survey on fundamental operations for various kinds of discrete…

Combinatorics · Mathematics 2019-10-04 Kazuo Murota

In this paper, we state some characterizations of $h$-convex function is defined on a convex set in a linear space. By doing so, we extend the Jensen-Mercer inequality for $h$-convex function. We will also define $h$-convex function for…

Functional Analysis · Mathematics 2020-03-31 M. Abbasi , A. Morassaei , F. Mirzapour

We describe a new approach to the notion of general hypergeometric functions

Algebraic Geometry · Mathematics 2007-05-23 Israel M. Gelfand , Mark I. Graev

In this paper, we describe s-logarithmically convex functions in the first and second sense which are connected with the ordinary logatihmic convex and s-convex in the first and second sense. Afterwards, some new inequalities related to…

Functional Analysis · Mathematics 2012-12-10 Ahmet Ocak Akdemir , Mevlut Tunc

In this article, we follow the study of quadratic backward SDEs with jumps,that is to say for which the generator has quadratic growth in the variables (z; u), started in our accompanying paper [15]. Relying on the existence and uniqueness…

Probability · Mathematics 2014-03-13 M. Nabil Kazi-Tani , Dylan Possamaï , Chao Zhou

In this paper, The author introduces the concepts of the GA-s-convex functions in the first sense and second sense and establishes some integral inequalities of Hermite-Hadamard type related to the GA-s-convex functions.

Classical Analysis and ODEs · Mathematics 2013-07-12 Imdat Iscan

Generalised definitions of exponential, trigonometric sine and cosine and hyperbolic sine and cosine functions are given. In the lowest order, these functions correspond to ordinary exponential, trigonometric sine etc. Some of the…

Mathematical Physics · Physics 2007-05-23 Debasis Biswas , S. Biswas , Asoke P. Chattopadhyay