相关论文: The G-convex Functions Based on the Nonlinear Expe…
This paper is devoted to the construction and analysis of the Wigner functions for noncommutative quantum mechanics, their marginal distributions and star-products, following a technique developed earlier, {\it viz\/,} using the unitary…
Motivated by a result on weak Markov dilations, we define a notion of characteristic function for ergodic and coisometric row contractions with a one-dimensional invariant subspace for the adjoints. This extends a definition given by G.…
This paper provides a novel definition for Lyapunov functions for difference inclusions defined by convex processes. It is shown that this definition reflects stability properties of nonstrict convex processes better than previously used…
Functions that are piecewise defined are a common sight in mathematics while convexity is a property especially desired in optimization. Suppose now a piecewise-defined function is convex on each of its defining components - when can we…
New results on the convexity of geodesic-length functions on Teichm\"{u}ller space are presented. A formula for the Hessian of geodesic-length is presented. New bounds for the gradient and Hessian of geodesic-length are described. A…
We establish Harnack inequality and shift Harnack inequality for stochastic differential equation driven by $G$-Brownian motion. As applications, the uniqueness of invariant linear expectations and estimates on the $\sup$-kernel are…
We study the anticipative backward stochastic differential equations (BSDEs, for short) driven by fractional Brownian motion with Hurst parameter H greater than 1/2. The stochastic integral used throughout the paper is the divergence…
We investigate the convexity problem for the Parisi functional defined on the space of the so-called functional ordered parameters in the Sherrington-Kirkpatrick model. In the recent work of Panchenko [3], he proved that this functional is…
We derive sufficient conditions for the convex and monotonic g-stochastic ordering of diffusion processes under nonlinear g-expectations and g-evaluations. Our approach relies on comparison results for forward-backward stochastic…
In this paper, we introduce a definition of BV functions for (non-Gaussian) differentiable measure in a Gelfand triple which is an extension of the definition of BV functions in [RZZ12], using Dirichlet form theory. By this definition, we…
Generalized polyhedral convex sets, generalized polyhedral convex functions on locally convex Hausdorff topological vector spaces, and the related constructions such as sum of sets, sum of functions, directional derivative, infimal…
Convex sets appear in various mathematical theories, and are used to define notions such as convex functions and hulls. As an abstraction from the usual definition of convex sets in vector spaces, we formalize in Coq an intrinsic…
The paper is devoted to a comprehensive second-order study of a remarkable class of convex extended-real-valued functions that is highly important in many aspects of nonlinear and variational analysis, specifically those related to…
Determining functionals are tools to describe the finite dimensional long-term dynamics of infinite dimensional dynamical systems. There also exist several applications to infinite dimensional {\em random} dynamical systems. In these…
Let $G$ be a finite abelian group acting faithfully on a finite set $X$. As a natural generalization of the perfect nonlinearity of Boolean functions, the $G$-bentness and $G$-perfect nonlinearity of functions on $X$ are studied by Poinsot…
Determining functionals are tools to describe the finite dimensional long-term dynamics of infinite dimensional dynamical systems. There also exist several applications to infinite dimensional {\em random} dynamical systems. In these…
In this paper, we establish some new inequalities of the Hermite-Hadamard like for class of (h-s)_{1,2}-convex functions which are ordinary, super-multiplicative or similarly ordered and nonnegative.
Brownian motions, martingales, and Wiener processes are introduced and studied for set valued functions taking values in the subfamily of compact convex subsets of arbitrary Banach space $X$. The present paper is an application of one the…
We extend the notion of mean-field SDEs to SDEs driven by $G$-Brownian motion. More precisely, we consider a $G$-SDE where the coefficients depend not only on time and the current state but also on the solution as random variable.
We analyze matrix convex functions of a fixed order defined on a real interval by differential methods as opposed to the characterization in terms of divided differences given by Kraus. We obtain for each order conditions for matrix…