Related papers: Conditional nonlinear expectations

In this paper, we investigate the convergence of products of conditional expectation operators. We show that if $(\Omega,\cal{F},P)$ is a probability space that is not purely atomic, then divergent sequences of products of conditional…

We provide a general construction of time-consistent sublinear expectations on the space of continuous paths. It yields the existence of the conditional G-expectation of a Borel-measurable (rather than quasi-continuous) random variable, a…

Let $(\Omega,\mathcal{F})$ be a standard Borel space and $\mathcal{P}(\mathcal{F})$ the collection of all probability measures on $\mathcal{F}$. Let $E\subset\Omega\times\Omega$ be a measurable equivalence relation, that is,…

We show the existence of invariant ergodic $\sigma$-additive probability measures with full support on $X$ for a class of linear operators $L: X \to X$, where $L$ is a weighted shift operator and $X$ either is the Banach space…

Sublinear functionals of random variables are known as sublinear expectations; they are convex homogeneous functionals on infinite-dimensional linear spaces. We extend this concept for set-valued functionals defined on measurable set-valued…

Under appropriate assumptions on the $N(\Omega)$-fucntion, Morrey estimate is presented in the Musielak-Orlicz-Sobolev space.The assumptions include a new increasing condition on the $x$-derivative of the Young complementary function of the…

The hyperfinite $G$-expectation is a nonstandard discrete analogue of $G$-expectation (in the sense of Robinsonian nonstandard analysis). A lifting of a continuous-time $G$-expectation operator is defined as a hyperfinite $G$-expectation…

We consider a sequence of i.i.d. random variables $\{\xi_k\}$under a sublinear expectation $\mathbb{E}=\sup_{P\in\Theta}E_P$. We first give a new proof to the fact that, under each $P\in\Theta$, any cluster point of the empirical averages…

Let $f=(f^x\mid x\in S)$, $S\subset\mathbb{Z}^m$, be a semigroup of ergodic measure-preserving transformations of a probability space $(\Omega,\mathsf{P})$ and $h$ a real random function on $S$, such that $h(x+y,\omega)\le…

We consider the functional \[ F(u)=\int_{\Omega} f(\nabla u)\,dx\qquad u\in\varphi+W^{1,1}_0(\Omega) \] where $\Omega$ is a Lipschitz bounded open set of $\R^N$, $f:\R^N\to\R\cup \{+\infty\}$ is a superlinear Borel function, $\varphi\in…

Suppose that $X$ is a Polish space, $E$ is a countable Borel equivalence relation on $X$, and $\mu$ is an $E$-invariant Borel probability measure on $X$. We consider the circumstances under which for every countable non-abelian free group…

Let $\Omega$ be a perfectly normal topological space, let $A$ be a non-empty $G_\delta$-subset of $\Omega$ and let $B_1(A)$ denote the space of all functions $A\to\mathbb{R}$ of Baire-one class on $A$. Let also $\|\cdot\|_\infty$ be the…

The set of increasing functions on the rational numbers, equipped with the composition operation, naturally forms a topological semigroup with respect to the topology of pointwise convergence in which a sequence of increasing functions…

Let $\Omega =\{1,2,\ldots ,d\}^{\mathbb{N}}$, $T$ be the shift acting on $\Omega $, $\mathcal{P}(T)$ the set of $T$-invariant probabilities. Given a H\"{o}lder potential $A$ and a continuous function $F$, we investigate the probabilities…

In this paper, we obtain a comparison theorem and a invariant representation theorem for backward stochastic differential equations (BSDEs) without any assumption on the second variable $z$. Using the two results, we further develop the…

We give a survey of nonlinear potential estimates and their applications obtained recently for positive solutions to sublinear problems of the type \[ u = \mathbf{G}(\sigma u^q) + f \quad \textrm{in} \,\, \Omega, \] where $0 < q < 1$,…

We give an alternative proof of a fact that a finite continuous non-decreasing submodular set function on a measurable space can be expressed as a supremum of measures dominated by the function, if there exists a class of sets which is…

Sublinear expectations for uncertain processes have received a lot of attention recently, particularly methods to extend a downward-continuous sublinear expectation on the bounded finitary functions to one on the non-finitary functions. In…

Let $L$ be the distinguished Laplacian on the Iwasawa $AN$ group associated with a semisimple Lie group $G$. Assume $F$ is a Borel function on $\mathbb{R}^+$. We give a condition on $F$ such that the kernels of the functions $F(L)$ are…

We consider coherent sublinear expectations on a measurable space, without assuming the existence of a dominating probability measure. By considering a decomposition of the space in terms of the supports of the measures representing our…