Existence and uniqueness conditions for nonnegative solutions to initial value prob- lems of general sublinear-linear differential equations are obtained.They extend the uniqueness theorem due to H.Murakami~[6] and th...Existence and uniqueness conditions for nonnegative solutions to initial value prob- lems of general sublinear-linear differential equations are obtained.They extend the uniqueness theorem due to H.Murakami~[6] and the main results of H.G.Kaper and M.K.Kwong~[4].展开更多
In this paper, we prove that for a sublinear expectation ?[·] defined on L 2(Ω, $ \mathcal{F} $ ), the following statements are equivalent: ? is a minimal member of the set of all sublinear expectations defined ...In this paper, we prove that for a sublinear expectation ?[·] defined on L 2(Ω, $ \mathcal{F} $ ), the following statements are equivalent: ? is a minimal member of the set of all sublinear expectations defined on L 2(Ω, $ \mathcal{F} $ )? is linearthe two-dimensional Jensen’s inequality for ? holds.Furthermore, we prove a sandwich theorem for subadditive expectation and superadditive expectation.展开更多
文摘Existence and uniqueness conditions for nonnegative solutions to initial value prob- lems of general sublinear-linear differential equations are obtained.They extend the uniqueness theorem due to H.Murakami~[6] and the main results of H.G.Kaper and M.K.Kwong~[4].
基金supported by National Basic Research Program of China (973 Program) (Grant No.2007CB814901) (Financial Risk)National Natural Science Foundation of China (Grant No. 10671111)
文摘In this paper, we prove that for a sublinear expectation ?[·] defined on L 2(Ω, $ \mathcal{F} $ ), the following statements are equivalent: ? is a minimal member of the set of all sublinear expectations defined on L 2(Ω, $ \mathcal{F} $ )? is linearthe two-dimensional Jensen’s inequality for ? holds.Furthermore, we prove a sandwich theorem for subadditive expectation and superadditive expectation.
