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 $G$-Brownian motion with respect to the initial data and the parameter. In addition, the stability of solutions of stochastic differential equations driven by the $G$-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 $r$-graph with $m$ edges formed by taking the first $m$ sets in the colex ordering of ${\mathbb N}^{(r)}$ has the largest Lagrangian of all $r$-graphs with $m$ 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