相关论文: Some properties on $G$-evaluation and its applicat…

The objective of this paper is to establish the decomposition theorem for supermartingales under the $G$-framework. We first introduce a $g$-nonlinear expectation via a kind of $G$-BSDE and the associated supermartingales. We have shown…

The objective of this paper is to derive a representation of symmetric G-martingales as stochastic integrals with respect to the G-Brownian motion. For this end, we first study some extensions of stochastic calculus with respect to…

This paper is concerned with the connection between G-Brownian Motion and analytic functions. We introduce the complex version of sublinear expectation, and then do the stochastic analysis in this framework. Furthermore, the conformal…

We give a very simple and elementary proof of the existence of a weakly compact family of probability measures $\{P_{\theta}:\theta \in \Theta \}$ to represent an important sublinear expectation--G-expectation $\mathbb{E}[\cdot]$. We also…

This paper presents the integral(or differential) form of G-BSDEs, gives some kind of apriori estimates of their solutions, and under a very strong condition, proves the G-martingale representation theorem, and the existence and uniqueness…

In this article, we consider the properties of hitting times for $G$-martingale and the stopped processes. We prove that the stopped processes for $G$-martingales are still $G$-martingales and that the hitting times for a class of…

Let $G$ be a finite abelian group and let $K$ be an algebraically closed field of characteristic 0. We consider associative unital algebras $A$ over $K$ graded by $G$, that is $A=\oplus_{g\in G} A_g$, where the vector subspaces $A_g$…

Our purpose is to investigate properties for processes with stationary and independent increments under $G$-expectation. As applications, we prove the martingale characterization to $G$-Brownian motion and present a decomposition for…

In this paper we extend the notion of ``filtration-consistent nonlinear expectation" (or "${\cal F}$-consistent nonlinear expectation") to the case when it is allowed to be dominated by a $g$-expectation that may have a quadratic growth. We…

In this note we provide proofs of various expressions for expectation values of symmetric polynomials in $\beta$-deformed eigenvalue models with quadratic, linear, and logarithmic potentials. The relations we derive are also referred to as…

We present an elegant exact formula for the gaugino $\beta$-function in a softly-broken supersymmetric gauge theory, of the form $\beta_M = {\cal O}(\beta_g/g)$, where $\beta_g$ is the gauge $\beta$ function and ${\cal O}$ is a simple…

In this paper we extend the notion of g-evaluation, in particular g-expectation, to the case where the generator g is allowed to have a quadratic growth. We show that some important properties of the g-expectations, including a…

We present some homological properties of a relation $\beta$ on ordered groupoids that generalises the minimum group congruence for inverse semigroups. When $\beta$ is a transitive relation on an ordered groupoid $G$, the quotient $G /…

Let $G$ be a connected semisimple Lie group with finite centre and $K$ be a maximal compact subgroup thereof. Given a function $u$ on $G$, we define $\mathcal{A} u$ to be the root mean square average over $K$, acting both on the left and…

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…

As is known, a process of form $\int_0^t\eta_sd\langle B\rangle_s-\int_0^t2G(\eta_s)ds$, $\eta\in M^1_G(0,T)$, is a non-increasing $G$-martingale. In this paper, we shall show that a non-increasing $G$-martingale could not be form of…

We introduce iterated beta integrals, a new class of iterated integrals on the universal abelian covering of the punctured projective line that unifies hyperlogarithms and classical beta integrals while preserving their fundamental…

Let $X$ be a prehomogeneous vector space under a connected reductive group $G$ over $\mathbb{R}$. Assume that the open $G$-orbit $X^+$ admits a finite covering by a symmetric space. We study certain zeta integrals involving (i) Schwartz…

We define the notion of componentwise regularity and study some of its basic properties. We prove an analogue, when working with weight orders, of Buchberger's criterion to compute Gr\"obner bases; the proof of our criterion relies on a…

We consider the MGT equation with memory $$\partial_{ttt} u + \alpha \partial_{tt} u - \beta \Delta \partial_{t} u - \gamma\Delta u + \int_{0}^{t}g(s) \Delta u(t-s) ds = 0.$$ We prove an existence and uniqueness result removing the…