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We first introduce the concept of $\mathscr{Y}^{g,\xi}$-submartingale systems, where the nonlinear operator $\mathscr{Y}^{g,\xi}$ corresponds to the first component of the solution of a reflected BSDE with generator $g$ and lower obstacle…

Optimization and Control · Mathematics 2023-05-26 Roxana Dumitrescu , Romuald Elie , Wissal Sabbagh , Chao Zhou

In this work, the q-analogue of Bernoulli inequality is proved. Some other related results are presented.

Classical Analysis and ODEs · Mathematics 2018-03-28 Mohammad W. Alomari

In this paper, we obtain Lyapunov type inequality for discrete fractional boundary value problem.

Classical Analysis and ODEs · Mathematics 2021-02-04 Narayan G. Abuj , Deepak B. Pachpatte

We consider the stochastic integrals of multivariate point processes and study their concentration phenomena. In particular, we obtain a Bernstein type of concentration inequality through Dol\'eans-Dade exponential formula and a uniform…

Probability · Mathematics 2017-03-24 Hanchao Wang , Zhengyan Lin , Zhonggen Su

We obtain a Dini type blow-up condition for global weak solutions of the differential inequality $$ \sum_{|\alpha| = m} \partial^\alpha a_\alpha (x, u) \ge g (|u|) \quad \mbox{in } {\mathbb R}^n, $$ where $m, n \ge 1$ are integers and…

Analysis of PDEs · Mathematics 2024-01-01 A. A. Kon'kov , A. E. Shishkov

This paper establishes the well-posedness of reflected backward stochastic differential equations in the non-convex domains that satisfy a weaker version of the star-shaped property. The main results are established (i) in a Markovian…

Probability · Mathematics 2021-02-15 Jean-François Chassagneux , Sergey Nadtochiy , Adrien Richou

In this paper we provide new conditions for the Malliavin differentiability of solutions of Lipschitz or quadratic BSDEs. Our results rely on the interpretation of the Malliavin derivative as a G{\^a}teaux derivative in the directions of…

Probability · Mathematics 2015-08-25 Thibaut Mastrolia , Dylan Possamaï , Anthony Réveillac

We develop a martingale approximation framework yielding quantitative maximal large deviations estimates for invertible dynamical systems. From suitable decay of correlations, we deduce these estimates and, as an application, we obtain…

Dynamical Systems · Mathematics 2026-05-08 José F. Alves , João S. Matias , Ian Melbourne

We consider nonlinear viscoelastic materials of differential type and for some special models we derive exact solutions of initial boundary value problems. These exact solutions are used to investigate the reasons of non-existence of global…

Classical Physics · Physics 2011-09-28 Edvige Pucci , Giuseppe Saccomandi

In this work there are considered model problems for two nonlinear equations, which type depends on the solution. One of the equations may be called a nonlinear analog of the Lavrent'ev-Bitsadze equation.

Analysis of PDEs · Mathematics 2013-05-06 Isaac I. Vainshtein

We provide a new estimation method for conditional moment models via the martingale difference divergence (MDD).Our MDD-based estimation method is formed in the framework of a continuum of unconditional moment restrictions. Unlike the…

Econometrics · Economics 2024-04-18 Kunyang Song , Feiyu Jiang , Ke Zhu

The Lane-Emden type equations are employed in the modelling of several phenomena in the areas of mathematical physics and astrophysics . In this paper a new numerical method is applied to investigate some well-known classes of Lane-Emden…

Numerical Analysis · Mathematics 2016-05-27 Kourosh Parand , Soleiman Hashemi

We prove an elementary yet useful inequality bounding the maximal value of certain linear programs. This leads directly to a bound on the martingale difference for arbitrarily dependent random variables, providing a generalization of some…

Functional Analysis · Mathematics 2007-05-23 Leonid Kontorovich

Most previous contributions to BSDEs, and the related theories of nonlinear expectation and dynamic risk measures, have been in the framework of continuous time diffusions or jump diffusions. Using solutions of BSDEs on spaces related to…

Computational Finance · Quantitative Finance 2010-01-14 Samuel N. Cohen , Robert J. Elliott

We obtain a representation theorem for the generators of BSDEs driven by G-Brownian motions, and then we use the representation theorem to get a converse comparison theorem for G-BSDEs and some equivalent results for nonlinear expectations…

Probability · Mathematics 2013-06-11 Kun Heand , Mingshang Hu

In this paper, new sharpened Huygens type inequalities involving Bessel and modified Bessel functions of the first kinds are established

Classical Analysis and ODEs · Mathematics 2015-12-21 Khaled Mehrez

We derive explicit Bernstein-type and Bennett-type concentration inequalities for matrix-valued martingale processes with unbounded observations from the Hermitian space $\mathbb{H}(d)$. Specifically, we assume that the…

Probability · Mathematics 2025-02-21 Alexey Kroshnin , Alexandra Suvorikova

We give an exact formula for the Bellman function of the weak type of martingale transform. We also give the extremal functions (actually extremal sequences of functions). We find them using the precise form of the Bellman function. The…

Classical Analysis and ODEs · Mathematics 2013-11-12 Alexander Reznikov , Vasiliy Vasyunin , Alexander Volberg

In this paper we study a family of nonlinear (conditional) expectations that can be understood as a continuous semimartingale with uncertain local characteristics. Here, the differential characteristics are prescribed by a set-valued…

Probability · Mathematics 2023-08-04 David Criens , Lars Niemann

In this paper, we study the existence and non-existence of entire solutions of certain non-linear delay-differential equations.

Complex Variables · Mathematics 2024-07-30 Nidhi Gahlian
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