13,074 research outputs found
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 do not depend on ), under the
Isaacs' condition, we get the existence of the value of the game.Comment: 33 page
estimates for fully coupled FBSDEs with jumps
In this paper we study useful estimates, in particular -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 be a bipartite graph, where and are color classes and
is the set of edges of . Lov\'asz and Plummer \cite{LoPl86} asked
whether one can decide in polynomial time that a given bipartite graph admits a 1-anti-factor, that is subset of such that for
all and for all . Cornu\'ejols \cite{CHP}
answered this question in the affirmative. Yu and Liu \cite{YL09} asked
whether, for a given integer , every -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 be an -dimensional simply connected space form with
nonnegative constant curvature . We prove that if is a compact
submanifold in , and if where is the mean
curvature of , then 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
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