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math.PR2015
Martingale Representation and Logarithmic-Sobolev Inequality for Fractional Ornstein-Uhlenbeck Measure
Xiaoxia Sun, Feng Guo
In this paper, we consider the measure determined by a fractional Ornstein-Uhlenbeck process. For such measure, we establish a martingale representation theorem and consequently ob…
math.OC2015★ 4 cited
Semidefinite programming relaxations for linear semi-infinite polynomial programming
Feng Guo, Xiaoxia Sun
This paper studies a class of so-called linear semi-infinite polynomial programming (LSIPP) problems. It is a subclass of linear semi-infinite programming problems whose constraint…