This paper deals with nonlinear expectations. The author obtains a nonlinear gen- eralization of the well-known Kolmogorov’s consistent theorem and then use it to con- struct ?ltration-consistent nonlinear expectatio...This paper deals with nonlinear expectations. The author obtains a nonlinear gen- eralization of the well-known Kolmogorov’s consistent theorem and then use it to con- struct ?ltration-consistent nonlinear expectations via nonlinear Markov chains. Com- pared to the author’s previous results, i.e., the theory of g-expectations introduced via BSDE on a probability space, the present framework is not based on a given probabil- ity measure. Many fully nonlinear and singular situations are covered. The induced topology is a natural generalization of Lp-norms and L∞-norm in linear situations. The author also obtains the existence and uniqueness result of BSDE under this new framework and develops a nonlinear type of von Neumann-Morgenstern representation theorem to utilities and present dynamic risk measures.展开更多
In this paper we study the asymptotic behavior of the maximal position of a supercritical multiple catalytic branching random walk(X_(n))on Z.If M_(n) is its maximal position at time n,we prove that there is a constan...In this paper we study the asymptotic behavior of the maximal position of a supercritical multiple catalytic branching random walk(X_(n))on Z.If M_(n) is its maximal position at time n,we prove that there is a constantα>0 such that M_(n)/n converges toαalmost surely on the set of infinite number of visits to the set of catalysts.We also derive the asymptotic law of the centered process M_(n)-αn as n→∞.Our results are similar to those in[13].However,our results are proved under the assumption of finite L log L moment instead of finite second moment.We also study the limit of(X_(n))as a measure-valued Markov process.For any function f with compact support,we prove a strong law of large numbers for the process X_(n)(f).展开更多
We investigated the directed graph self similar sets under some weak overlapping condition. We get the multifractal decomposition formulas for these sets, i. e., dimK u a =DimK u a =f(a), wheref is the multifractal sp...We investigated the directed graph self similar sets under some weak overlapping condition. We get the multifractal decomposition formulas for these sets, i. e., dimK u a =DimK u a =f(a), wheref is the multifractal spectral function of the directed graph self similar measure, Especially, the results improve that of Edgar and Mauldin to the case which allows certain overlapping. Key words Hausdorff dimension - Hausdorff measure - multifractal decomposition CLC number O 211. 6 Foundation item: Supported by the National Natural Science Foundation of China (10371092) and the Foundation of Wuhan UniversityBiography: Zheng Shui-cao (1973-), male, Ph. D candidate, research direction: stochastic processes and random fractals.展开更多
This article is devoted to studying the decomposition of functions of Qp spaces, which unify Bloch space and BMOA space in the scale of p. A decomposition theorem is established for Qp spaces with small scale p, n-1/n...This article is devoted to studying the decomposition of functions of Qp spaces, which unify Bloch space and BMOA space in the scale of p. A decomposition theorem is established for Qp spaces with small scale p, n-1/n〈 p ≤ 1 by means of p-Carleson measure and the Bergman metric on the unit ball of Cn. At the same time, a decomposition theorem for Qp,O spaces is given as well.展开更多
基金Project supported by the National Natural Science Foundation of China(No.10131040).
文摘This paper deals with nonlinear expectations. The author obtains a nonlinear gen- eralization of the well-known Kolmogorov’s consistent theorem and then use it to con- struct ?ltration-consistent nonlinear expectations via nonlinear Markov chains. Com- pared to the author’s previous results, i.e., the theory of g-expectations introduced via BSDE on a probability space, the present framework is not based on a given probabil- ity measure. Many fully nonlinear and singular situations are covered. The induced topology is a natural generalization of Lp-norms and L∞-norm in linear situations. The author also obtains the existence and uniqueness result of BSDE under this new framework and develops a nonlinear type of von Neumann-Morgenstern representation theorem to utilities and present dynamic risk measures.
基金This research is supported in part from the National Natural Science Foundation of China (No.10371069)the NSF of Guangdong Province of China (No. 010446)
基金supported in part by the National Natural Science Foundation of China (No.12271374)。
文摘In this paper we study the asymptotic behavior of the maximal position of a supercritical multiple catalytic branching random walk(X_(n))on Z.If M_(n) is its maximal position at time n,we prove that there is a constantα>0 such that M_(n)/n converges toαalmost surely on the set of infinite number of visits to the set of catalysts.We also derive the asymptotic law of the centered process M_(n)-αn as n→∞.Our results are similar to those in[13].However,our results are proved under the assumption of finite L log L moment instead of finite second moment.We also study the limit of(X_(n))as a measure-valued Markov process.For any function f with compact support,we prove a strong law of large numbers for the process X_(n)(f).
文摘We investigated the directed graph self similar sets under some weak overlapping condition. We get the multifractal decomposition formulas for these sets, i. e., dimK u a =DimK u a =f(a), wheref is the multifractal spectral function of the directed graph self similar measure, Especially, the results improve that of Edgar and Mauldin to the case which allows certain overlapping. Key words Hausdorff dimension - Hausdorff measure - multifractal decomposition CLC number O 211. 6 Foundation item: Supported by the National Natural Science Foundation of China (10371092) and the Foundation of Wuhan UniversityBiography: Zheng Shui-cao (1973-), male, Ph. D candidate, research direction: stochastic processes and random fractals.
基金supported in part by the NSFC (10971219)the Fundamental Research Funds for the Central Universityies (2010-Ia-023)
文摘This article is devoted to studying the decomposition of functions of Qp spaces, which unify Bloch space and BMOA space in the scale of p. A decomposition theorem is established for Qp spaces with small scale p, n-1/n〈 p ≤ 1 by means of p-Carleson measure and the Bergman metric on the unit ball of Cn. At the same time, a decomposition theorem for Qp,O spaces is given as well.
