Stochastic differential games for fully coupled FBSDEs with jumps

This paper is concerned with stochastic differential games (SDGs) defined through fully coupled forward-backward stochastic differential equations (FBSDEs) which are governed by Brownian motion and Poisson random measure. For SDGs, the upper and the lower value functions are defined by the controlled fully coupled FBSDEs with jumps. Using a new transformation introduced in [6], we prove that the upper and the lower value functions are deterministic. Then, after establishing the dynamic programming principle for the upper and the lower value functions of this SDGs, we prove that the upper and the lower value functions are the viscosity solutions to the associated upper and the lower Hamilton-Jacobi-Bellman-Isaacs (HJBI) equations, respectively. Furthermore, for a special case (when $\sigma,\ h$ do not depend on $y,\ z,\ k$), under the Isaacs' condition, we get the existence of the value of the game.Comment: 33 page

LpL^p estimates for fully coupled FBSDEs with jumps

In this paper we study useful estimates, in particular $L^p$-estimates, for fully coupled forward-backward stochastic differential equations (FBSDEs) with jumps. These estimates are proved at one hand for fully coupled FBSDEs with jumps under the monotonicity assumption for arbitrary time intervals and on the other hand for such equations on small time intervals. Moreover, the well-posedness of this kind of equation is studied and regularity results are obtained.Comment: 19 page

Antifactors of regular bipartite graphs

Let $G=(X,Y;E)$ be a bipartite graph, where $X$ and $Y$ are color classes and $E$ is the set of edges of $G$. Lov\'asz and Plummer \cite{LoPl86} asked whether one can decide in polynomial time that a given bipartite graph $G=(X,Y; E)$ admits a 1-anti-factor, that is subset $F$ of $E$ such that $d_F(v)=1$ for all $v\in X$ and $d_F(v)\neq 1$ for all $v\in Y$. Cornu\'ejols \cite{CHP} answered this question in the affirmative. Yu and Liu \cite{YL09} asked whether, for a given integer $k\geq 3$, every $k$-regular bipartite graph contains a 1-anti-factor. This paper answers this question in the affirmative

Topological and differentiable rigidity of submanifolds in space forms

Let $F^{n+p}(c)$ be an $(n+p)$-dimensional simply connected space form with nonnegative constant curvature $c$. We prove that if $M^n(n\geq4)$ is a compact submanifold in $F^{n+p}(c)$, and if $Ric_M>(n-2)(c+H^2),$ where $H$ is the mean curvature of $M$, then $M$ is homeomorphic to a sphere. We also show that the pinching condition above is sharp. Moreover, we obtain a new differentiable sphere theorem for submanifolds with positive Ricci curvature.Comment: 12 page

On the fractional Lane-Emden equation

We classify solutions of finite Morse index of the fractional Lane- Emden equatio