惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

D
Docker
爱范儿
爱范儿
Vercel News
Vercel News
OSCHINA 社区最新新闻
OSCHINA 社区最新新闻
让小产品的独立变现更简单 - ezindie.com
让小产品的独立变现更简单 - ezindie.com
Martin Fowler
Martin Fowler
博客园 - 司徒正美
大猫的无限游戏
大猫的无限游戏
酷 壳 – CoolShell
酷 壳 – CoolShell
T
Tailwind CSS Blog
Blog — PlanetScale
Blog — PlanetScale
博客园 - 【当耐特】
人人都是产品经理
人人都是产品经理
F
Fortinet All Blogs
freeCodeCamp Programming Tutorials: Python, JavaScript, Git & More
博客园 - Franky
T
The Blog of Author Tim Ferriss
Y
Y Combinator Blog
Recent Announcements
Recent Announcements
奇客Solidot–传递最新科技情报
奇客Solidot–传递最新科技情报
Google DeepMind News
Google DeepMind News
H
Help Net Security
钛媒体:引领未来商业与生活新知
钛媒体:引领未来商业与生活新知
G
Google Developers Blog

math.PR updates on arXiv.org

Visibility in the Boolean Model on Harmonic Manifolds Global estimates on the Brenier map Geodesics and Wandering Exponents in Brochette First-Passage Percolation State-dependent inverse-subordinator time changes of regenerative processes: Excursion structure and multiscale occupation-time limits Randomly twisted transfer operators and singular values statistics Generalized Bessel-Dunkl diffusions An almost sure invariance principle for the Takagi-van der Waerden class functions Central limit theorems for high dimensional lattice polytopes: cosmological polytopes Convergence rate estimates for semigroups and heat kernels associated with resistance forms Second-order Poincaré inequalities and localization on the Poisson space Maximum Probability of Independence in Transitive Matroids On global solutions to the semidiscrete stochastic heat equation The Poisson Tail Conjecture for primes in short intervals A Complete Spectral Analysis of the CEV Operator with Applications to Arbitrage Holographic functions and neural networks From Betting to Empirical Bernstein LIL Concentration of General Stochastic Approximation Under Heavy-Tailed Markovian Noise Pointwise Generalization in Deep Neural Networks Bayesian Latent Space Models for Graphs Are Misspecified: Toward Robust Inference via Generalized Posteriors Wasserstein bounds for denoising diffusion probabilistic models via the Föllmer process A note on connections between the Föllmer process and the denoising diffusion probabilistic model Simple Approximation and Derivative Free Inference-Time Scaling for Diffusion Models via Sequential Monte Carlo on Path Measures Diffusion-Based Stochastic Operator Networks for Uncertainty Quantification in Stochastic Partial Differential Equations A Fourier perspective on the learning dynamics of neural networks: from sample complexities to mechanistic insights Propagation of Chaos in Contextual Flow Maps Dimension-Uniform Discretization Analysis of Preconditioned Annealed Langevin Dynamics for Multimodal Gaussian Mixtures $α$-TCAV: A Unified Framework for Testing with Concept Activation Vectors Scaling Laws from Sequential Feature Recovery: A Solvable Hierarchical Model On the Limits of Latent Reuse in Diffusion Models State-of-art minibatches via novel DPP kernels: discretization, wavelets, and rough objectives
Existence, uniqueness and comparison theorem on unbounded...
Chuang Gu, Yan Wang, Shengjun Fan · 2024-01-31 · via math.PR updates on arXiv.org

This paper is devoted to the existence, uniqueness and comparison theorem on unbounded solutions of one-dimensional backward stochastic differential equations (BSDEs) with sub-quadratic generators, where the terminal time is allowed to be finite or infinite. We first establish existence of the unbounded solutions for this kind of BSDEs with generator $g$ satisfying a time-varying one-sided linear growth in the first unknown variable $y$ and a time-varying sub-quadratic growth in the second unknown variable $z$. Then, the uniqueness and comparison theorem of the unbounded solutions for this kind of BSDEs are proved under a time-varying extended convexity assumption. These results generalized those obtained in \cite{12} to the general time interval BSDEs. Finally, several sufficient conditions ensuring that the uniqueness holds are put forward and verified via some innovative ideas, which are explored at the first time even though for the case of finite time interval BSDEs.