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SUBLINEAR: 作品数：64被引量：170H指数：6; 导出分析报告; 相关领域：理学更多>>; 相关作者：安和平冯恩民游兆永刘辉昭蒋达清更多>>; 相关机构：东北师范大学大连理工大学云南工业大学西安交通大学更多>>; 相关期刊：《四川师范大学学报（自然科学版）》《Journal of Partial Differential Equations》《Applied Mathematics and Mechanics(English Edition)》《Frontiers of Mathematics in China》更多>>; 相关基金：国家自然科学基金国家重点基础研究发展计划国家教育部博士点基金中国博士后科学基金更多>>

On the Necessary and Sufficient Conditions for Peng's Law of Large Numbers Under Sublinear Expectations: 《Chinese Annals of Mathematics,Series B》2025年第1期139-150,共12页Xinpeng LI Gaofeng ZONG; supported by the National Natural Science Foundation of China(Nos.12326603,11601281,11501325);the National Key R&D Program of China(No.2018YFA0703900);the Natural Science Foundation of Shandong Province(No.ZR2021MA018);the Social Science Planning Project of Shandong Province(No.24CJJJ18);the Qilu Scholars Program of Shandong University。; In this paper,the authors firstly establish the weak laws of large numbers on the canonical space(R^(N),B(R^(N)))by traditional truncation method and Chebyshev’s inequality as in the classical probability theory.Then...; 关键词：Canonical space Independence and identical distribution Peng's law of large numbers Sublinear expectation

Weak Mixed Martingale Hardy Spaces: 《数学进展》2024年第6期1256-1270,共15页ZHANG Chuanzhou LUO Ziyu ZHANG Xueying; Supported by NSFC(No.11871195)。; In this paper,the authors introduce weak mixed martingale Hardy spaces defined with the help of weak mixed L^(p→) norm.The authors establish atomic decompositions of weak mixed martingale Hardy spaces and give the su...; 关键词：weak mixed space atomic decomposition σ-sublinear

A strong law of large numbers under sublinear expectations: 《Probability, Uncertainty and Quantitative Risk》2023年第3期333-350,共18页Yongsheng Song; supported by National Key R&D Program of China(Grant Nos.2020YFA0712700,2018YFA0703901);NSFCs(Grant No.11871458);Key Research Program of Frontier Sciences,CAS(Grant No.QYZDBSSW-SYS017).; We consider a sequence of independent and identically distributed(i.i.d.)random variables{ξ_(k)}under a sublinear expectation E=sup_(P∈Θ).We first give a new proof to the fact that,under each P∈Θ,any cluster poin...; 关键词：Law of large numbers Tailσ-algebra Sublinear expectation

Multiplicity of Periodic Bouncing Solutions for Sublinear Damped Variation Systems via Nonsmooth Variational Methods: 《Acta Mathematica Sinica,English Series》2023年第7期1332-1350,共19页Si Qi WANG Fei GUO; Supported by the National Natural Science Foundation of China (Grant No. 12171355);Elite Scholar Program in Tianjin University,P. R. China。; Two results about the multiplicity of nontrivial periodic bouncing solutions for sublinear damped vibration systems-x=g(t)x+f(t,x) are obtained via the Generalized Nonsmooth Saddle Point Theorem and a technique establ...; 关键词：Damped vibration systems generalized Nonsmooth Saddle Point Theorem sublinear conditions periodic bouncing solutions MULTIPLICITY

Non-linear affine processes with jumps: 《Probability, Uncertainty and Quantitative Risk》2023年第2期235-266,共32页Francesca Biagini Georg Bollweg Katharina Oberpriller; We present a probabilistic construction of R^(d)-valued non-linear affine processes with jumps.Given a setΘof affine parameters,we define a family of sublinear expectations on the Skorokhod space under which the cano...; 关键词：Sublinear expectation Non-linear affine processes Dynamic programming PIDE

A universal robust limit theorem for nonlinear Lévy processes under sublinear expectation: 《Probability, Uncertainty and Quantitative Risk》2023年第1期1-32,共32页Mingshang Hu Lianzi Jiang Gechun Liang Shige Peng; supported by the National Key R&D Program of China(Grant No.2018YFA0703900);the National Natural Science Foundation of China(Grant No.11671231);the Qilu Young Scholars Program of Shandong University;supported by the Tian Yuan Projection of the National Natural Science Foundation of China(Grant Nos.11526205,11626247);the National Basic Research Program of China(973 Program)(Grant No.2007CB814900(Financial Risk)).; This article establishes a universal robust limit theorem under a sublinear expectation framework.Under moment and consistency conditions,we show that,forα∈(1,2),the i.i.d.sequence{(1/√∑_(i=1)^(n)X_(i),1/n∑_(i=1)...; 关键词：Universal robust limit theorem Partial integro-differential equation Nonlinear Lévy process α-stable distribution Sublinear expectation

Oscillatory Behavior of Third-order Nonlinear Differential Equations with a Sublinear Neutral Term: 《Acta Mathematicae Applicatae Sinica》2022年第2期484-496,共13页Wen-juan LI Yuan-hong YU; supported by the NSFC(11761006,11762001);the Higher School Foundation of Inner Mongolia(NJZY17301)。; The authors present some new criteria for oscillation and asymptotic behavior of solutions of third-order nonlinear differential equations with a sublinear neutral term of the form(r(t)(z"(t))α)+∫_(c)^(d)q(t,ξ)f(x(...; 关键词：oscillatory behavior neutral differential equation THIRD-ORDER

On the laws of the iterated logarithm with mean-uncertainty under sublinear expectations被引量：1: 《Probability, Uncertainty and Quantitative Risk》2022年第1期1-12,共12页Xiaofan Guo Shan Li Xinpeng Li; supported by NSF of Shandong Province(Grant No.ZR2021MA018);National Key R&D Program of China(Grant No.2018YFA0703900);NSF of China(Grant No.11601281);the Young Scholars Program of Shandong University.; A new Hartman-Wintner-type law of the iterated logarithm for independent random variables with mean-uncertainty under sublinear expectations is established by the martingale analogue of the Kolmogorov law of the itera...; 关键词：Law of the iterated logarithm Mean-uncertainty Upper and lower variances Sublinear expectation

Reduced-form setting under model uncertainty with non-linear affine intensities: 《Probability, Uncertainty and Quantitative Risk》2021年第3期159-188,共30页Francesca Biagini Katharina Oberpriller; In this paper we extend the reduced-form setting under model uncertainty introduced in[5]to include intensities following an affine process under parameter uncertainty,as defined in[15].This framework allows us to int...; 关键词：Sublinear expectation Reduced-form framework Non-linear affine processes Arbitrage-free pricing

Optimal unbiased estimation for maximal distribution: 《Probability, Uncertainty and Quantitative Risk》2021年第3期189-198,共10页Hanqing Jin Shige Peng; This research is partially supported by Zhongtai Institute of Finance,Shandong University,Tian Yuan Fund of the National Natural Science Foundation of China(Grant Nos.L1624032.and 11526205)and Chinese SAFEA(111 Project)(Grant No.B12023).; Unbiased estimation for parameters of maximal distribution is a fundamental problem in the statistical theory of sublinear expectations.In this paper,we proved that the maximum estimator is the largest unbiased estima...; 关键词：Sublinear expectations Maximal distributions Optimal unbiased estimation

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