366,970 research outputs found
Properties of solutions of stochastic differential equations driven by the G-Brownian motion
In this paper, we study the differentiability of solutions of stochastic
differential equations driven by the -Brownian motion with respect to the
initial data and the parameter. In addition, the stability of solutions of
stochastic differential equations driven by the -Brownian motion is
obtained
On Frankl and Furedi's conjecture for 3-uniform hypergraphs
The Lagrangian of a hypergraph has been a useful tool in hypergraph extremal
problems. In most applications, we need an upper bound for the Lagrangian of a
hypergraph. Frankl and Furedi in \cite{FF} conjectured that the -graph with
edges formed by taking the first sets in the colex ordering of
has the largest Lagrangian of all -graphs with
edges. In this paper, we give some partial results for this conjecture.Comment: 19 pages, 1 figure. arXiv admin note: substantial text overlap with
arXiv:1211.650
Local time and Tanaka formula for G-Brownian Motion
In this paper, we study the notion of local time and Tanaka formula for the
G-Brownian motion. Moreover, the joint continuity of the local time of the
G-Brownian motion is obtained and its quadratic variation is proven. As an
application, we generalize It^o's formula with respect to the G-Brownian motion
to convex functions.Comment: 29 pages, "Finance and Insurance-Stochastic Analysis and Practical
Methods", Jena, March 06,200
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