相关论文: BDG inequality for G-martingale
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…
In this work, the q-analogue of Bernoulli inequality is proved. Some other related results are presented.
In this paper, we obtain Lyapunov type inequality for discrete fractional boundary value problem.
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…
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…
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…
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…
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…
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…
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.
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…
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…
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…
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…
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…
In this paper, new sharpened Huygens type inequalities involving Bessel and modified Bessel functions of the first kinds are established
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…
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…
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…
In this paper, we study the existence and non-existence of entire solutions of certain non-linear delay-differential equations.