A Note On GG-normal Distributions

As is known, the convolution $\mu*\nu$ of two $G$-normal distributions $\mu, \nu$ with different intervals of variances may not be $G$-normal. We shows that $\mu*\nu$ is a $G$-normal distribution if and only if $\frac{\overline{\sigma}_\mu}{\underline{\sigma}_\mu}=\frac{\overline{\sigma}_\nu}{\underline{\sigma}_\nu}$

G-Expectation Weighted Sobolev Spaces, Backward SDE and Path Dependent PDE

We introduce a new notion of G-expectation-weighted Sobolev spaces, or in short, G-Sobolev spaces, and prove that a backward SDEs driven by G-Brownian motion are in fact path dependent PDEs in the corresponding Sobolev spaces under G-norms. For the linear case of G corresponding the classical Wiener probability space with Wiener measure P, we have established a 1-1 correspondence between BSDE and such new type of quasilinear PDE in the corresponding P-Sobolev space. When G is nonlinear, we also provide such 1-1 correspondence between a fully nonlinear PDE in the corresponding G-Sobolev space and BSDE driven by G-Brownian. Consequently, the existence and uniqueness of such type of fully nonlinear path-dependence PDE in G-Sobolev space have been obtained via a recent results of BSDE driven by G-Brownian motion.Comment: 22 page

Schr\"odinger-Poisson equations with singular potentials in R3R^3

The existence and $L^{\infty}$ estimate of positive solutions are discussed for the following Schr\"{o}dinger-Poisson system {ll} -\Delta u +(\lambda+\frac{1}{|y|^\alpha})u+\phi (x) u =|u|^{p-1}u, x=(y,z)\in \mathbb{R}^2\times\mathbb{R}, -\Delta\phi = u^2,\ \lim\limits_{|x|\rightarrow +\infty}\phi(x)=0, \hfill y=(x_1,x_2) \in \mathbb{R}^2 with |y|=\sqrt{x_1^2+x_2^2}, where $\lambda\geqslant0$, $\alpha\in[0,8)$ and $\max\{2,\frac{2+\alpha}{2}\}<p<5$.Comment: 23page