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In this paper we improve results related to Normalized Jensen Functional for convex functions and Uniformly Convex Functions.

泛函分析 · 数学 2024-05-27 Shoshana Abramovich

Under the framework of G-expectation and G-Brownian motion, we introduce It\^o's integral for stochastic processes without assuming quasi-continuity. Then we can obtain It\^o's integral on stopping time interval. This new formulation…

概率论 · 数学 2011-04-07 Xinpeng Li , Shige Peng

Brownian motion may be embedded in the Fock space of bosonic free field in one dimension.Extending this correspondence to a family of creation and annihilation operators satisfying a q-deformed algebra, the notion of q-deformation is…

高能物理 - 理论 · 物理学 2009-10-22 V. I. Man'ko , R. Vilela Mendes

Generalized matrix-fractional (GMF) functions are a class of matrix support functions introduced by Burke and Hoheisel as a tool for unifying a range of seemingly divergent matrix optimization problems associated with inverse problems,…

最优化与控制 · 数学 2017-03-07 James V. Burke , Yuan Gao , Tim Hoheisel

Let $G$, $H$ be finite groups and let $X$ be a finite $G$-set. $G$-perfect nonlinear functions from $X$ to $H$ have been studied in several papers. They have more interesting properties than perfect nonlinear functions from $G$ itself to…

组合数学 · 数学 2016-03-04 Yun Fan , Bangteng Xu

We develop a gradient-flow theory for time-dependent functionals defined in abstract metric spaces. Global well-posedness and asymptotic behavior of solutions are provided. Conditions on functionals and metric spaces allow to consider the…

偏微分方程分析 · 数学 2015-09-15 Lucas C. F. Ferreira , Julio C. Valencia-Guevara

Spaces of convex and concave functions appear naturally in theory and applications. For example, convex regression and log-concave density estimation are important topics in nonparametric statistics. In stochastic portfolio theory, concave…

概率论 · 数学 2021-05-25 Peter Baxendale , Ting-Kam Leonard Wong

This paper presents necessary, sufficient, and equivalent conditions for the spherical convexity of non-homogeneous quadratic functions. In addition to motivating this study and identifying useful criteria for determining whether such…

最优化与控制 · 数学 2025-02-12 R. Bolton , S. Z. Németh

In this paper, we introduce a new method to study the doubly reflected backward stochastic differential equation driven by G-Brownian motion (G-BSDE). Our approach involves approximating the solution through a family of penalized reflected…

概率论 · 数学 2024-03-28 Hanwu Li , Ning Ning

In this paper, we show that the integration of a stochastic differential equations driven by G-Brownian motion in R can be reduced to the integration of an ordinary differential equations parametrized by a variable in ({\Omega},F). We study…

概率论 · 数学 2014-09-02 Peng Luo , Falei Wang

We define a q-analog of the modified Bessel and Bessel-Macdonald functions. As for the q-Bessel functions of Jackson there is a couple of functions of the both kind. They are arisen in the Harmonic analysis on quantum symmetric spaces…

q-alg · 数学 2008-02-03 M. A. Olshanetsky , V. -B. K. Rogov

In this paper, we study the backward stochastic differential equations driven by G-Brownian motion with double mean reflections, which means that the constraints are made on the law of the solution. Making full use of the backward Skorokhod…

概率论 · 数学 2024-05-16 Wei He , Hanwu Li

In this paper, we consider a reflected backward stochastic differential equation driven by a $G$-Brownian motion ($G$-BSDE), with the generator growing quadratically in the second unknown. We obtain the existence by the penalty method, and…

概率论 · 数学 2019-06-19 Dong Cao , Shanjian Tang

In this paper, we provide a number of subdifferential formulas for a class of nonconvex infimal convolutions in normed spaces. The formulas obtained unify several results on subdifferentials of the distance function and the minimal time…

最优化与控制 · 数学 2013-12-31 Nguyen Mau Nam

We start from an MIT-bag model calculation which provides information about the constituent quark distributions in the nucleon. The constituent quarks, however, are themselves considered as complex objects whose partonic substructure is…

高能物理 - 唯象学 · 物理学 2009-09-25 J. Keppler , H. M. Hofmann

We construct a time-consistent sublinear expectation in the setting of volatility uncertainty. This mapping extends Peng's G-expectation by allowing the range of the volatility uncertainty to be stochastic. Our construction is purely…

概率论 · 数学 2013-09-06 Marcel Nutz

Sufficient conditions are determined on the parameters such that the generalized and normalized Bessel function of the first kind and other related functions belong to subclasses of starlike and convex functions defined in the unit disk…

复变函数 · 数学 2021-01-18 Adiba Naz , Sumit Nagpal , V. Ravichandran

The Hessian Sobolev inequality of X.-J. Wang, and the Hessian Poincar\'e inequalities of Trudinger and Wang are fundamental to differential and conformal geometry, and geometric PDE. These remarkable inequalities were originally established…

偏微分方程分析 · 数学 2020-11-10 Igor E. Verbitsky

In this paper we established new Hadamard-type inequalities for functions that co-ordinated Godunova-Levin functions and co-ordinated P-convex functions, therefore we proved a new inequality involving product of convex functions and…

经典分析与常微分方程 · 数学 2011-03-28 Ahmet Ocak Akdemir , M. Emin Ozdemir

In this paper some concepts of convex analysis on hyperbolic space are studied. We first study properties of the intrinsic distance, for instance, we present the spectral decomposition of its Hessian. Next, we study the concept of convex…

最优化与控制 · 数学 2022-07-13 Orizon Pereira Ferreira , Sándor Zoltán Németh , Jinzhen Zhu