In this paper we establish Levin type comparison theorems for certain second order differential equations. The results obtained here generalize and extend some of the earlier ones related to the Levin's comparison...In this paper we establish Levin type comparison theorems for certain second order differential equations. The results obtained here generalize and extend some of the earlier ones related to the Levin's comparison theorems.展开更多
In this paper we study multi-dimensional mean-field backward doubly stochastic differential equations(BDSDEs),that is,BDSDEs whose coefficients depend not only on the solution processes but also on their law.The first...In this paper we study multi-dimensional mean-field backward doubly stochastic differential equations(BDSDEs),that is,BDSDEs whose coefficients depend not only on the solution processes but also on their law.The first part of the paper is devoted to the comparison theorem for multi-dimensional mean-field BDSDEs with Lipschitz conditions.With the help of the comparison result for the Lipschitz case we prove the existence of a solution for multi-dimensional mean-field BDSDEs with an only continuous drift coefficient of linear growth,and we also extend the comparison theorem to such BDSDEs with a continuous coefficient.展开更多
We obtain the Laplacian comparison theorem and the Bishop- Gromov comparison theorem on a Finsler manifold with the weighted Ricci curvature Ric∞ bounded below. As applications, we prove that if the weighted Ricci cu...We obtain the Laplacian comparison theorem and the Bishop- Gromov comparison theorem on a Finsler manifold with the weighted Ricci curvature Ric∞ bounded below. As applications, we prove that if the weighted Ricci curvature Ri∞ is bounded below by a positive number, then the manifold must have finite fundamental group, and must be compact if the distortion is also bounded. Moreover, we give the Calabi-Yau linear volume growth theorem on a Finsler manifold with nonnegative weighted Ricci curvature.展开更多
In this paper, we first establish some differential inequalities and then some Sturm comparison theorems are derived for the second order neutral nonlinear differential equations. Our results generalize some classical...In this paper, we first establish some differential inequalities and then some Sturm comparison theorems are derived for the second order neutral nonlinear differential equations. Our results generalize some classical Sturm comparison theorems.展开更多
In this paper,we compare the first order fractional GJMS(see Graham et al.(1992))operator P_(1) with the conformal Laplacian P_(2) on the conformal infinity of a Poincaré-Einstein manifold.We derive some inequali...In this paper,we compare the first order fractional GJMS(see Graham et al.(1992))operator P_(1) with the conformal Laplacian P_(2) on the conformal infinity of a Poincaré-Einstein manifold.We derive some inequalities between the Yamabe constants and the first eigenvalues associated with P_(1) and P_(2),and prove some rigidity theorems by characterizing the equalities.Similarly,some comparison theorems between P_(2) and the Paneitz operator P_(4) or the 6 th order GJMS operator P_(6) are also given.展开更多
The existence,uniqueness,and strict comparison for solutions to a BSDE driven by a multi-dimensional RCLL martingale are developed.The goal is to develop a general multi-asset framework encompassing a wide spectrum of...The existence,uniqueness,and strict comparison for solutions to a BSDE driven by a multi-dimensional RCLL martingale are developed.The goal is to develop a general multi-asset framework encompassing a wide spectrum of non-linear financial models with jumps,including as particular cases,the setups studied by Peng and Xu[27,28]and Dumitrescu et al.[7]who dealt with BSDEs driven by a one-dimensional Brownian motion and a purely discontinuous martingale with a single jump.展开更多
This paper deals with Mckean-Vlasov backward stochastic differential equations with weak monotonicity coefficients.We first establish the existence and uniqueness of solutions to Mckean-Vlasov backward stochastic diff...This paper deals with Mckean-Vlasov backward stochastic differential equations with weak monotonicity coefficients.We first establish the existence and uniqueness of solutions to Mckean-Vlasov backward stochastic differential equations.Then we obtain a comparison theorem in one-dimensional situation.展开更多
In this article, we study the multi-dimensional reflected backward stochastic differential equations. The existence and uniqueness result of the solution for this kind of equation is proved by the fixed point argument...In this article, we study the multi-dimensional reflected backward stochastic differential equations. The existence and uniqueness result of the solution for this kind of equation is proved by the fixed point argument where every element of the solution is forced to stay above the given stochastic process, i.e., multi-dimensional obstacle, respectively. We also give a kind of multi-dimensional comparison theorem for the reflected BSDE and then use it as the tool to prove an existence result for the multi-dimensional reflected BSDE where the coefficient is continuous and has linear growth.展开更多
The comparison theorems of solutions for BSDEs in fully coupled forward-backward stochastic differential equations (FBSDEs) are studied in this paper, here in the fully coupled FBSDEs the forward SDEs are the same str...The comparison theorems of solutions for BSDEs in fully coupled forward-backward stochastic differential equations (FBSDEs) are studied in this paper, here in the fully coupled FBSDEs the forward SDEs are the same structure.展开更多
We consider the comparison theorem of one-dimensional stochastic differential equation with non-Lipschitz diffusion coefficient. Considering the two one-dimensional stochastic differential equations as a two-dimension...We consider the comparison theorem of one-dimensional stochastic differential equation with non-Lipschitz diffusion coefficient. Considering the two one-dimensional stochastic differential equations as a two-dimensional equation,we present a necessary condition such that comparison theorem holds by viscosity solution approach.展开更多
In this article, we first introduce g-expectation via the solution of backward stochastic differential equation（BSDE in short） with non-Lipschitz coefficient, and give the properties of g-expectation, then we establ...In this article, we first introduce g-expectation via the solution of backward stochastic differential equation（BSDE in short） with non-Lipschitz coefficient, and give the properties of g-expectation, then we establish a general converse comparison theorem for backward stochastic differential equation with non-Lipschitz coefficient.展开更多
In this paper, we study the relation between the excess of open manifolds and their topology by using the methods of comparison geometry. We prove that a complete open Riemmannian manifold with Ricci curvature negativ...In this paper, we study the relation between the excess of open manifolds and their topology by using the methods of comparison geometry. We prove that a complete open Riemmannian manifold with Ricci curvature negatively lower bounded is of finite topological type provided that the conjugate radius is bounded from below by a positive constant and its Excess is bounded by some function of its conjugate radius, which improves some results in [4].展开更多
In this paper, we focus on anticipated backward stochastic Volterra integral equations(ABSVIEs) with jumps. We solve the problem of the well-posedness of so-called M-solutions to this class of equation, and analytical...In this paper, we focus on anticipated backward stochastic Volterra integral equations(ABSVIEs) with jumps. We solve the problem of the well-posedness of so-called M-solutions to this class of equation, and analytically derive a comparison theorem for them and for the continuous equilibrium consumption process. These continuous equilibrium consumption processes can be described by the solutions to this class of ABSVIE with jumps.Motivated by this, a class of dynamic risk measures induced by ABSVIEs with jumps are discussed.展开更多
The nonlocal boundary value problems for nonlinear elliptic systems in the unbounded domain are considered. Under suitable conditions the existence of solution and comparison theorem for the boundary value problems ar...The nonlocal boundary value problems for nonlinear elliptic systems in the unbounded domain are considered. Under suitable conditions the existence of solution and comparison theorem for the boundary value problems are studied.展开更多
A class of singularly perturbed reaction diffusion systems are considered. Under suitable conditions, using the comparison theorem the asymptotic behavior of solution for the initial boundary value problems is studied.
In this paper, we present a brief survey on the updated theory of backward stochas-tic Volterra integral equations （BSVIEs, for short）. BSVIEs are a natural generalization of backward stochastic diff erential equati...In this paper, we present a brief survey on the updated theory of backward stochas-tic Volterra integral equations （BSVIEs, for short）. BSVIEs are a natural generalization of backward stochastic diff erential equations （BSDEs, for short）. Some interesting motivations of studying BSVIEs are recalled. With proper solution concepts, it is possible to establish the corresponding well-posedness for BSVIEs. We also survey various comparison theorems for solutions to BSVIEs.展开更多
The existence and uniqueness results of fully coupled forward-backward stochastic differential equations with stopping time (unbounded) is obtained. One kind of comparison theorem for this kind of equations is also pr...The existence and uniqueness results of fully coupled forward-backward stochastic differential equations with stopping time (unbounded) is obtained. One kind of comparison theorem for this kind of equations is also proved.展开更多
We mainly study the existence of positive solutions for the following third order singular multi-point boundary value problem{x^（3）（t） ＋ f（t, x（t）, x′（t）） = 0, 0 〈 t 〈 1,x（0）-∑i=1^m1 αi x（ξi） = 0...We mainly study the existence of positive solutions for the following third order singular multi-point boundary value problem{x^（3）（t） ＋ f（t, x（t）, x′（t）） = 0, 0 〈 t 〈 1,x（0）-∑i=1^m1 αi x（ξi） = 0, x′（0）-∑i=1^m2 βi x′（ηi） = 0, x′（1）=0,where 0 ≤ ai≤∑i=1^m1 αi 〈 1, i = 1, 2, ···, m1, 0 〈 ξ1〈 ξ2〈 ··· 〈 ξm1〈 1, 0 ≤βj≤∑i^m2=1βi〈1,J=1,2, ···, m2, 0 〈 η1〈 η2〈 ··· 〈 ηm2〈 1. And we obtain some necessa βi 〈=11, j = 1,ry and sufficient conditions for the existence of C^1[0, 1] and C^2[0, 1] positive solutions by constructing lower and upper solutions and by using the comparison theorem. Our nonlinearity f（t, x, y）may be singular at x, y, t = 0 and/or t = 1.展开更多
文摘In this paper we establish Levin type comparison theorems for certain second order differential equations. The results obtained here generalize and extend some of the earlier ones related to the Levin's comparison theorems.
基金supported in part by the NSF of P.R.China(11871037,11222110)Shandong Province(JQ201202)+1 种基金NSFC-RS(11661130148,NA150344)111 Project(B12023)。
文摘In this paper we study multi-dimensional mean-field backward doubly stochastic differential equations(BDSDEs),that is,BDSDEs whose coefficients depend not only on the solution processes but also on their law.The first part of the paper is devoted to the comparison theorem for multi-dimensional mean-field BDSDEs with Lipschitz conditions.With the help of the comparison result for the Lipschitz case we prove the existence of a solution for multi-dimensional mean-field BDSDEs with an only continuous drift coefficient of linear growth,and we also extend the comparison theorem to such BDSDEs with a continuous coefficient.
基金This work was supported in part by the Natural Science Foundation of Anhui Province （No. 1608085MA03） and the National Natural Science Foundation of China （Grant No. 11471246）.
文摘We obtain the Laplacian comparison theorem and the Bishop- Gromov comparison theorem on a Finsler manifold with the weighted Ricci curvature Ric∞ bounded below. As applications, we prove that if the weighted Ricci curvature Ri∞ is bounded below by a positive number, then the manifold must have finite fundamental group, and must be compact if the distortion is also bounded. Moreover, we give the Calabi-Yau linear volume growth theorem on a Finsler manifold with nonnegative weighted Ricci curvature.
基金Supported by the NNSF of China (11071907, 10571184)the NSF of Educational Department of Guangdong Province.
文摘In this paper, we first establish some differential inequalities and then some Sturm comparison theorems are derived for the second order neutral nonlinear differential equations. Our results generalize some classical Sturm comparison theorems.
基金supported by National Natural Science Foundation of China(Grant Nos.11871331 and 11571233)supported by National Natural Science Foundation of China(Grant No.11871331)。
文摘In this paper,we compare the first order fractional GJMS(see Graham et al.(1992))operator P_(1) with the conformal Laplacian P_(2) on the conformal infinity of a Poincaré-Einstein manifold.We derive some inequalities between the Yamabe constants and the first eigenvalues associated with P_(1) and P_(2),and prove some rigidity theorems by characterizing the equalities.Similarly,some comparison theorems between P_(2) and the Paneitz operator P_(4) or the 6 th order GJMS operator P_(6) are also given.
基金the Australian Research Council Discovery Project(Grant No.DP200101550)The work of T.Nie was supported by the National Natural Science Foundation of China(Grant Nos.12022108,11971267,11831010,61961160732)Natural Science Foundation of Shandong Province(Grant Nos.ZR2019Z D42,ZR2020ZD24)。
文摘The existence,uniqueness,and strict comparison for solutions to a BSDE driven by a multi-dimensional RCLL martingale are developed.The goal is to develop a general multi-asset framework encompassing a wide spectrum of non-linear financial models with jumps,including as particular cases,the setups studied by Peng and Xu[27,28]and Dumitrescu et al.[7]who dealt with BSDEs driven by a one-dimensional Brownian motion and a purely discontinuous martingale with a single jump.
基金Supported by the National Natural Science Foundation of China(12001074)the Research Innovation Program of Graduate Students in Hunan Province(CX20220258)+1 种基金the Research Innovation Program of Graduate Students of Central South University(1053320214147)the Key Scientific Research Project of Higher Education Institutions in Henan Province(25B110025)。
文摘This paper deals with Mckean-Vlasov backward stochastic differential equations with weak monotonicity coefficients.We first establish the existence and uniqueness of solutions to Mckean-Vlasov backward stochastic differential equations.Then we obtain a comparison theorem in one-dimensional situation.
基金the National Natural Science Foundation(10371067)the National Basic Research Program of China(973 Program,2007CB814904)+2 种基金the Natural Science Foundation of Shandong Province(Z2006A01)the Doctoral Fund of Education Ministry of China,and Youth Growth Foundation of Shandong University at Weihai, P.R.China. Xiao acknowledges the Natural Science Foundation of Shandong Province (ZR2009AQ017)Independent Innovation Foundation of Shandong University,IIFSDU
文摘In this article, we study the multi-dimensional reflected backward stochastic differential equations. The existence and uniqueness result of the solution for this kind of equation is proved by the fixed point argument where every element of the solution is forced to stay above the given stochastic process, i.e., multi-dimensional obstacle, respectively. We also give a kind of multi-dimensional comparison theorem for the reflected BSDE and then use it as the tool to prove an existence result for the multi-dimensional reflected BSDE where the coefficient is continuous and has linear growth.
文摘The comparison theorems of solutions for BSDEs in fully coupled forward-backward stochastic differential equations (FBSDEs) are studied in this paper, here in the fully coupled FBSDEs the forward SDEs are the same structure.
基金Supported by the National Natural Science Foundation of China (10871153)
文摘We consider the comparison theorem of one-dimensional stochastic differential equation with non-Lipschitz diffusion coefficient. Considering the two one-dimensional stochastic differential equations as a two-dimensional equation,we present a necessary condition such that comparison theorem holds by viscosity solution approach.
基金Foundation item： Supported by the＇Natured Science Foundation of the Edudation Department of Jiangsu Province（06KJD110092）
文摘In this article, we first introduce g-expectation via the solution of backward stochastic differential equation（BSDE in short） with non-Lipschitz coefficient, and give the properties of g-expectation, then we establish a general converse comparison theorem for backward stochastic differential equation with non-Lipschitz coefficient.
文摘In this paper, we present a spectral property of a comparison matrix, which improves and generalize the comparison theorem of nonsingular M-matrices.
基金Supported by the National Natural Science Foundation of China(10371047)
文摘In this paper, we study the relation between the excess of open manifolds and their topology by using the methods of comparison geometry. We prove that a complete open Riemmannian manifold with Ricci curvature negatively lower bounded is of finite topological type provided that the conjugate radius is bounded from below by a positive constant and its Excess is bounded by some function of its conjugate radius, which improves some results in [4].
基金supported by the National Natural Science Foundation of China (11901184, 11771343)the Natural Science Foundation of Hunan Province (2020JJ5025)。
文摘In this paper, we focus on anticipated backward stochastic Volterra integral equations(ABSVIEs) with jumps. We solve the problem of the well-posedness of so-called M-solutions to this class of equation, and analytically derive a comparison theorem for them and for the continuous equilibrium consumption process. These continuous equilibrium consumption processes can be described by the solutions to this class of ABSVIE with jumps.Motivated by this, a class of dynamic risk measures induced by ABSVIEs with jumps are discussed.
基金The project supported by the National Natural Science Foundation of China
文摘The nonlocal boundary value problems for nonlinear elliptic systems in the unbounded domain are considered. Under suitable conditions the existence of solution and comparison theorem for the boundary value problems are studied.
文摘A class of singularly perturbed reaction diffusion systems are considered. Under suitable conditions, using the comparison theorem the asymptotic behavior of solution for the initial boundary value problems is studied.
文摘In this paper, we present a brief survey on the updated theory of backward stochas-tic Volterra integral equations （BSVIEs, for short）. BSVIEs are a natural generalization of backward stochastic diff erential equations （BSDEs, for short）. Some interesting motivations of studying BSVIEs are recalled. With proper solution concepts, it is possible to establish the corresponding well-posedness for BSVIEs. We also survey various comparison theorems for solutions to BSVIEs.
基金This work was supported by the National Natural Science Foundation of China (10001022 and 10371067)the Excellent Young Teachers Program and the Doctoral program Foundation of MOE and Shandong Province,P.R.C.
文摘The existence and uniqueness results of fully coupled forward-backward stochastic differential equations with stopping time (unbounded) is obtained. One kind of comparison theorem for this kind of equations is also proved.
基金supported by the National Science Foundation of Shandong Province(ZR2009AM004)
文摘We mainly study the existence of positive solutions for the following third order singular multi-point boundary value problem{x^（3）（t） ＋ f（t, x（t）, x′（t）） = 0, 0 〈 t 〈 1,x（0）-∑i=1^m1 αi x（ξi） = 0, x′（0）-∑i=1^m2 βi x′（ηi） = 0, x′（1）=0,where 0 ≤ ai≤∑i=1^m1 αi 〈 1, i = 1, 2, ···, m1, 0 〈 ξ1〈 ξ2〈 ··· 〈 ξm1〈 1, 0 ≤βj≤∑i^m2=1βi〈1,J=1,2, ···, m2, 0 〈 η1〈 η2〈 ··· 〈 ηm2〈 1. And we obtain some necessa βi 〈=11, j = 1,ry and sufficient conditions for the existence of C^1[0, 1] and C^2[0, 1] positive solutions by constructing lower and upper solutions and by using the comparison theorem. Our nonlinearity f（t, x, y）may be singular at x, y, t = 0 and/or t = 1.
