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On norm sub-additivity and super-additivity inequalities for concave and convex functions
Matrix Norm Inequality Positive Semidefinite Matrix Convex
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2011/1/20
Sub-additive and super-additive inequalities for concave and convex functions have been generalized to the case of matrices by several authors over a period of time.These lead to some interesting ineq...
Backward stochastic differential equations under super linear G-expectation and associated Hamilton-Jacobi-Bellman equations
G-Brownian motion super linear expectation normal distribution backward stochastic differential equations
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2010/11/30
This paper first studies super linear G-expectation. Uniqueness and existence theorem for backward stochastic differential equations (BSDEs) under super linear expectation is stablished to provide pro...