scholarly journals Necessary and sufficient condition for the comparison theorem of multidimensional anticipated backward stochastic differential equations

2011 ◽  
Vol 54 (2) ◽  
pp. 301-310 ◽  
Author(s):  
XiaoMing Xu
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Comparison Theorem ◽  
Backward Stochastic Differential Equations ◽  
Sufficient Condition ◽  
Necessary And Sufficient Condition ◽  
Necessary And Sufficient

scholarly journals Convergence Theorems for Operators Sequences on Functionals of Discrete-Time Normal Martingales

2018 ◽  
Vol 2018 ◽  
pp. 1-8 ◽  
Author(s):  
Jinshu Chen
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Discrete Time ◽  
Existence And Uniqueness ◽  
Continuous Dependence ◽  
Functional Space ◽  
Sufficient Condition ◽  
Necessary And Sufficient Condition ◽  
Necessary And Sufficient ◽  
Convergence Of Operators

We aim to investigate the convergence of operators sequences acting on functionals of discrete-time normal martingales M. We first apply the 2D-Fock transform for operators from the testing functional space S(M) to the generalized functional space S⁎(M) and obtain a necessary and sufficient condition for such operators sequences to be strongly convergent. We then discuss the integration of these operator-valued functions. Finally, we apply the results obtained here and establish the existence and uniqueness of solution to quantum stochastic differential equations in terms of operators acting on functionals of discrete-time normal martingales M. And also we prove the continuity and continuous dependence on initial values of the solution.

Comparison Theorem for any Solutions of Backward Stochastic Differential Equations and its Application

2012 ◽  
Vol 524-527 ◽  
pp. 3801-3804
Author(s):  
Shi Yu Li ◽  
Wu Jun Gao ◽  
Jin Hui Wang
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Comparison Theorem ◽  
Backward Stochastic Differential Equations ◽  
Stochastic Equations ◽  
Local Martingale ◽  
One Dimensional ◽  
Lipschitz Continuous ◽  
The One ◽  
Uniformly Lipschitz

ƒIn this paper, we study the one-dimensional backward stochastic equations driven by continuous local martingale. We establish a generalized the comparison theorem for any solutions where the coefficient is uniformly Lipschitz continuous in z and is equi-continuous in y.

Subexponential distribution functions

1980 ◽  
Vol 29 (3) ◽  
pp. 337-347 ◽  
Author(s):  
E. J. G. Pitman
Keyword(s):  
Distribution Function ◽  
Comparison Theorem ◽  
Distribution Functions ◽  
Sufficient Condition ◽  
Important Class ◽  
Necessary And Sufficient Condition ◽  
Closure Properties ◽  
Subexponential Class ◽  
Necessary And Sufficient ◽  
60 J 80

AbstractA distribution function (F on [0,∞) belongs to the subexponential class if and only if 1−F(2) (x) ~ 2(1−F(x)), as x→ ∞. For an important class of distribution functions, a simple, necessary and sufficient condition for membership of is given. A comparison theorem for membership of and also some closure properties of are obtained.1980 Mathematics subject classification (Amer. Math. Soe.): primary 60 E 05; secondary 60 J 80.

scholarly journals A general comparison theorem for backward stochastic differential equations

2010 ◽  
Vol 42 (3) ◽  
pp. 878-898 ◽  
Author(s):  
Samuel N. Cohen ◽  
Robert J. Elliott ◽  
Charles E. M. Pearce
Keyword(s):  
Brownian Motion ◽  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Comparison Theorem ◽  
Backward Stochastic Differential Equations ◽  
Nonlinear Expectations

A useful result when dealing with backward stochastic differential equations is the comparison theorem of Peng (1992). When the equations are not based on Brownian motion, the comparison theorem no longer holds in general. In this paper we present a condition for a comparison theorem to hold for backward stochastic differential equations based on arbitrary martingales. This theorem applies to both vector and scalar situations. Applications to the theory of nonlinear expectations are also explored.

5.—The Uniform Asymptotic Stability of Certain Linear Differential-difference Equations

1976 ◽  
Vol 74 ◽  
pp. 71-79
Author(s):  
R. Datko
Keyword(s):  
Asymptotic Stability ◽  
Differential Equations ◽  
Difference Equations ◽  
Sufficient Condition ◽  
Necessary And Sufficient Condition ◽  
Uniform Asymptotic Stability ◽  
Linear Ordinary Differential Equations ◽  
Linear Differential ◽  
Necessary And Sufficient

SynopsisA necessary and sufficient condition is developed for determination of the uniform stability of a class of non-autonomous linear differential-difference equations. This condition is the analogue of the Liapunov criterion for linear ordinary differential equations.

scholarly journals On the periodic solutions of linear homogenous systems of differential equations

1982 ◽  
Vol 5 (2) ◽  
pp. 305-309
Author(s):  
A. K. Bose
Keyword(s):  
Differential Equations ◽  
Periodic Solutions ◽  
Fundamental Matrix ◽  
Solution Space ◽  
Order System ◽  
Sufficient Condition ◽  
Necessary And Sufficient Condition ◽  
Scalar Matrix ◽  
Systems Of Differential Equations ◽  
Necessary And Sufficient

Given a fundamental matrixϕ(x)of ann-th order system of linear homogeneous differential equationsY′=A(x)Y, a necessary and sufficient condition for the existence of ak-dimensional(k≤n)periodic sub-space (of periodT) of the solution space of the above system is obtained in terms of the rank of the scalar matrixϕ(t)−ϕ(0).

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