• Title/Summary/Keyword: the Lipschitz class

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MEAN-FIELD BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS ON MARKOV CHAINS

  • Lu, Wen;Ren, Yong
    • Bulletin of the Korean Mathematical Society
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    • v.54 no.1
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    • pp.17-28
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    • 2017
  • In this paper, we deal with a class of mean-field backward stochastic differential equations (BSDEs) related to finite state, continuous time Markov chains. We obtain the existence and uniqueness theorem and a comparison theorem for solutions of one-dimensional mean-field BSDEs under Lipschitz condition.

STATIONARY SOLUTIONS FOR ITERATED FUNCTION SYSTEMS CONTROLLED BY STATIONARY PROCESSES

  • Lee, O.;Shin, D.W.
    • Journal of the Korean Mathematical Society
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    • v.36 no.4
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    • pp.737-746
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    • 1999
  • We consider a class of discrete parameter processes on a locally compact Banach space S arising from successive compositions of strictly stationary random maps with state space C(S,S), where C(S,S) is the collection of continuous functions on S into itself. Sufficient conditions for stationary solutions are found. Existence of pth moments and convergence of empirical distributions for trajectories are proved.

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SOME ESTIMATES FOR GENERALIZED COMMUTATORS OF MULTILINEAR CALDERÓN-ZYGMUND OPERATORS

  • Honghai Liu;Zengyan Si;Ling Wang
    • Bulletin of the Korean Mathematical Society
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    • v.60 no.2
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    • pp.541-560
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    • 2023
  • Let T be an m-linear Calderón-Zygmund operator. $T_{{\vec{b}S}}$ is the generalized commutator of T with a class of measurable functions {bi}i=1. In this paper, we will give some new estimates for $T_{{\vec{b}S}}$ when {bi}i=1 belongs to Orlicz-type space and Lipschitz space, respectively.

ON GENERALIZED NONLINEAR QUASI-VARIATIONAL-LIKE INCLUSIONS DEALING WITH (h,η)-PROXIMAL MAPPING

  • Liu, Zeqing;Chen, Zhengsheng;Shim, Soo-Hak;Kang, Shin-Min
    • Journal of the Korean Mathematical Society
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    • v.45 no.5
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    • pp.1323-1339
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    • 2008
  • In this paper, a new class of $(h,{\eta})$-proximal for proper functionals in Hilbert spaces is introduced. The existence and Lip-schitz continuity of the $(h,{\eta})$-proximal mappings for proper functionals are proved. A class of generalized nonlinear quasi-variational-like inclusions in Hilbert spaces is introduced. A perturbed three-step iterative algorithm with errors for the generalized nonlinear quasi-variational-like inclusion is suggested. The existence and uniqueness theorems of solution for the generalized nonlinear quasi-variational-like inclusion are established. The convergence and stability results of iterative sequence generated by the perturbed three-step iterative algorithm with errors are discussed.

GENERALIZED MULTIVALUED QUASIVARIATIONAL INCLUSIONS FOR FUZZY MAPPINGS

  • Liu, Zeqing;Ume, Jeong-Sheok;Kang, Shin-Min
    • The Pure and Applied Mathematics
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    • v.14 no.1 s.35
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    • pp.37-48
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    • 2007
  • In this paper, we introduce and study a class of generalized multivalued quasivariational inclusions for fuzzy mappings, and establish its equivalence with a class of fuzzy fixed-point problems by using the resolvent operator technique. We suggest a new iterative algorithm for the generalized multivalued quasivariational inclusions. Further, we establish a few existence results of solutions for the generalized multivalued quasivariational inclusions involving $F_r$-relaxed Lipschitz and $F_r$-strongly monotone mappings, and discuss the convergence criteria for the algorithm.

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Observer Design for A Class of UncertainState-Delayed Nonlinear Systems

  • Lu Junwei;Feng Chunmei;Xu Shengyuan;Chu Yuming
    • International Journal of Control, Automation, and Systems
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    • v.4 no.4
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    • pp.448-455
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    • 2006
  • This paper deals with the observer design problem for a class of state-delayed nonlinear systems with or without time-varying norm-bounded parameter uncertainty. The nonlinearities under consideration are assumed to satisfy the global Lipschitz conditions and appear in both the state and measured output equations. The problem we address is the design of a nonlinear observer such that the resulting error system is globally asymptotically stable. For the case when there is no parameter uncertainty, a sufficient condition for the solvability of this problem is derived in terms of linear matrix inequalities and the explicit formula of a desired observer is given. Based on this, the robust observer design problem for the case when parameter uncertainties appear is considered and the solvability condition is also given. Both of the solvability conditions obtained in this paper are delay-dependent. A numerical example is provided to demonstrate the applicability of the proposed approach.

H Filtering for a Class of Nonlinear Systems with Interval Time-varying Delay (구간시변 지연을 가지는 비선형시스템의 H 필터링)

  • Lee, Sangmoon;Liu, Yajuan
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.63 no.4
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    • pp.502-508
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    • 2014
  • In this paper, a delay-dependent $H_{\infty}$ filtering problem is investigated for discrete-time delayed nonlinear systems which include a more general sector nonlinear function instead of employing the commonly used Lipschitz-type function. By using the Lyapunov-Krasovskii functional approach, a less conservative sufficient condition is established for the existence of the desired filter, and then, the corresponding solvability condition guarantee the stability of the filter with a prescribed $H_{\infty}$ performance level. Finally, two simulation examples are given to show the effectiveness of the proposed filtering scheme.

GENERAL VARIATIONAL INCLUSIONS AND GENERAL RESOLVENT EQUATIONS

  • Liu, Zeqing;Ume, Jeong-Sheok;Kang, Shin-Min
    • Bulletin of the Korean Mathematical Society
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    • v.41 no.2
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    • pp.241-256
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    • 2004
  • In this paper, we introduce and study a new class of variational inclusions, called the general variational inclusion. We prove the equivalence between the general variational inclusions, the general resolvent equations, and the fixed-point problems, using the resolvent operator technique. This equivalence is used to suggest and analyze a few iterative algorithms for solving the general variational inclusions and the general resolvent equations. Under certain conditions, the convergence analyses are also studied. The results presented in this paper generalize, improve and unify a number of recent results.

A NOTE ON INVARIANT PSEUDOHOLOMORPHIC CURVES

  • Cho, Yong-Seung;Joe, Do-Sang
    • Bulletin of the Korean Mathematical Society
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    • v.38 no.2
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    • pp.347-355
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    • 2001
  • Let ($X, \omega$) be a closed symplectic 4-manifold. Let a finite cyclic group G act semifreely, holomorphically on X as isometries with fixed point set $\Sigma$(may be empty) which is a 2-dimension submanifold. Then there is a smooth structure on the quotient X'=X/G such that the projection $\pi$:X$\rightarrow$X' is a Lipschitz map. Let L$\rightarrow$X be the Spin$^c$ -structure on X pulled back from a Spin$^c$-structure L'$\rightarrow$X' and b_2^$+(X')>1. If the Seiberg-Witten invariant SW(L')$\neq$0 of L' is non-zero and $L=E\bigotimesK^-1\bigotimesE$ then there is a G-invariant pseudo-holomorphic curve u:$C\rightarrowX$,/TEX> such that the image u(C) represents the fundamental class of the Poincare dual $c_1$(E). This is an equivariant version of the Taubes' Theorem.

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A PROXIMAL POINT ALGORITHM FOR SOLVING THE GENERAL VARIATIONAL INCLUSIONS WITH M(·, ·)-MONOTONE OPERATORS IN BANACH SPACES

  • Chen, Junmin;Wang, Xian;He, Zhen
    • East Asian mathematical journal
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    • v.29 no.3
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    • pp.315-326
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    • 2013
  • In this paper, a new monotonicity, $M({\cdot},{\cdot})$-monotonicity, is introduced in Banach spaces, and the resolvent operator of an $M({\cdot},{\cdot})$-monotone operator is proved to be single valued and Lipschitz continuous. By using the resolvent operator technique associated with $M({\cdot},{\cdot})$-monotone operators, we construct a proximal point algorithm for solving a class of variational inclusions. And we prove the convergence of the sequences generated by the proximal point algorithms in Banach spaces. The results in this paper extend and improve some known results in the literature.