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7 papers · 2 filters
Large and moderate deviations for a -valued branching random walk with a random environment in time
Chunmao Huang, Xin Wang, Xiaoqiang Wang
We consider a -valued branching random walk with a stationary and ergodic environment indexed by time . Let be the counting measure of…
Ergodicity of Invariant Capacity
Chunrong Feng, Panyu Wu, Huaizhong Zhao
In this paper, we investigate capacity preserving transformations and their ergodicity. We show that for any measurable transformation there always exists a -invariant capac…
BSDEs driven by -Brownian motion with uniformly continuous generators
Falei Wang, Guoqiang Zheng
The present paper is devoted to investigating the existence and uniqueness of solutions to a class of non-Lipschitz scalar valued backward stochastic differential equations driven…
A Sufficient and Necessary Condition of PS-ergodicity of Periodic Measures and Generated Ergodic Upper Expectations
Chunrong Feng, Baoyou Qu, Huaizhong Zhao
This paper contains two parts. In the first part, we study the ergodicity of periodic measures of random dynamical systems on a separable Banach space. We obtain that the periodic…
Lévy's martingale characterization and reflection principle of -Brownian motion
Mingshang Hu, Xiaojun Ji, Guomin Liu
In this paper, we obtain Lévy's martingale characterization of -Brownian motion without the nondegenerate condition. Base on this characterization, we prove the reflection princ…
Mean-field anticipated BSDEs driven by fractional Brownian motion and related stochastic control problem
Soukaina Douissi, Jiaqiang Wen, Yufeng Shi
In this paper, we focus on mean-field anticipated backward stochastic differential equations (MF-BSDEs, for short) driven by fractional Brownian motion with Hurst parameter H>1/2.…