• 제목/요약/키워드: Lipschitz Condition

검색결과 82건 처리시간 0.03초

Lp SOLUTIONS FOR GENERAL TIME INTERVAL MULTIDIMENSIONAL BSDES WITH WEAK MONOTONICITY AND GENERAL GROWTH GENERATORS

  • Dong, Yongpeng;Fan, Shengjun
    • 대한수학회논문집
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    • 제33권3호
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    • pp.985-999
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    • 2018
  • This paper is devoted to the existence and uniqueness of $L^p$ (p > 1) solutions for general time interval multidimensional backward stochastic differential equations (BSDEs for short), where the generator g satisfies a ($p{\wedge}2$)-order weak monotonicity condition in y and a Lipschitz continuity condition in z, both non-uniformly in t. The corresponding stability theorem and comparison theorem are also proved.

MOMENT ESTIMATE AND EXISTENCE FOR THE SOLUTION OF NEUTRAL STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATION

  • Chen, Huabin;Wan, Qunjia
    • 대한수학회지
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    • 제59권2호
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    • pp.279-298
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    • 2022
  • In this paper, the existence and uniqueness for the global solution of neutral stochastic functional differential equation is investigated under the locally Lipschitz condition and the contractive condition. The implicit iterative methodology and the Lyapunov-Razumikhin theorem are used. The stability analysis for such equations is also applied. One numerical example is provided to illustrate the effectiveness of the theoretical results obtained.

Three Characteristic Beltrami System in Even Dimensions (I): p-Harmonic Equation

  • Gao, Hongya;Chu, Yuming;Sun, Lanxiang
    • Kyungpook Mathematical Journal
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    • 제47권3호
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    • pp.311-322
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    • 2007
  • This paper deals with space Beltrami system with three characteristic matrices in even dimensions, which can be regarded as a generalization of space Beltrami system with one and two characteristic matrices. It is transformed into a nonhomogeneous $p$-harmonic equation $d^*A(x,df^I)=d^*B(x,Df)$ by using the technique of out differential forms and exterior algebra of matrices. In the process, we only use the uniformly elliptic condition with respect to the characteristic matrices. The Lipschitz type condition, the monotonicity condition and the homogeneous condition of the operator A and the controlled growth condition of the operator B are derived.

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First Order Difference-Based Error Variance Estimator in Nonparametric Regression with a Single Outlier

  • Park, Chun-Gun
    • Communications for Statistical Applications and Methods
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    • 제19권3호
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    • pp.333-344
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    • 2012
  • We consider some statistical properties of the first order difference-based error variance estimator in nonparametric regression models with a single outlier. So far under an outlier(s) such difference-based estimators has been rarely discussed. We propose the first order difference-based estimator using the leave-one-out method to detect a single outlier and simulate the outlier detection in a nonparametric regression model with the single outlier. Moreover, the outlier detection works well. The results are promising even in nonparametric regression models with many outliers using some difference based estimators.

CONE VALUED LYAPUNOV TYPE STABILITY ANALYSIS OF NONLINEAR EQUATIONS

  • Chang, Sung-Kag;Oh, Young-Sun;An, Jeong-Hyang
    • 대한수학회지
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    • 제37권5호
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    • pp.835-847
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    • 2000
  • We investigate various ${\Phi}$(t)-stability of comparison differential equations and we obtain necessary and/or sufficient conditions for the asymptotic and uniform asymptotic stability of the differential equations x'=f(t, x).

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APPLICATION OF FIXED POINT THEOREM FOR UNIQUENESS AND STABILITY OF SOLUTIONS FOR A CLASS OF NONLINEAR INTEGRAL EQUATIONS

  • GUPTA, ANIMESH;MAITRA, Jitendra Kumar;RAI, VANDANA
    • Journal of applied mathematics & informatics
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    • 제36권1_2호
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    • pp.1-14
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    • 2018
  • In this paper, we prove the existence, uniqueness and stability of solution for some nonlinear functional-integral equations by using generalized coupled Lipschitz condition. We prove a fixed point theorem to obtain the mentioned aim in Banach space $X=C([a,b],{\mathbb{R}})$. As application we study some volterra integral equations with linear, nonlinear and single kernel.

ON FUZZY STOCHASTIC DIFFERENTIAL EQUATIONS

  • KIM JAI HEUI
    • 대한수학회지
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    • 제42권1호
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    • pp.153-169
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    • 2005
  • A fuzzy stochastic differential equation contains a fuzzy valued diffusion term which is defined by stochastic integral of a fuzzy process with respect to 1-dimensional Brownian motion. We prove the existence and uniqueness of the solution for fuzzy stochastic differential equation under suitable Lipschitz condition. To do this we prove and use the maximal inequality for fuzzy stochastic integrals. The results are illustrated by an example.

MAPPING PROPERTIES OF THE MARCINKIEWICZ INTEGRALS ON HOMOGENEOUS GROUPS

  • Choi, Young-Woo;Rim, Kyung-Soo
    • 대한수학회지
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    • 제39권1호
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    • pp.61-75
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    • 2002
  • Under the cancellation property and the Lipschitz condition on kernels, we prove that the Marcinkiewicz integrals defined on a homogeneous group H are bounded from $H^1$(H) to $L^1$(H), from $L_{c}$ $^{\infty}$(H) to BMO (H), and from $L^{p}$ (H) to $L^{p}$ (H) for 1 < p < $\infty$ assuming the $L^{q}$ -boundedness for some q > 1.for some q > 1.

CONTINUOUS CHARACTERIZATION OF THE TRIEBEL-LIZORKIN SPACES AND FOURIER MULTIPLIERS

  • Cho, Yong-Kum
    • 대한수학회보
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    • 제47권4호
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    • pp.839-857
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    • 2010
  • We give a set of continuous characterizations for the homogeneous Triebel-Lizorkin spaces and use them to study boundedness properties of Fourier multiplier operators whose symbols satisfy a generalization of H$\ddot{o}$rmander's condition. As an application, we give new direct proofs of the imbedding theorems of the Sobolev type.