2 papers
math.OC2018
On semi-infinite systems of convex polynomial inequalities and polynomial
Feng Guo, Xiaoxia Sun
We consider the semi-infinite system of polynomial inequalities of the form \[ \mathbf{K}:=\{x\in\mathbb{R}^m\mid p(x,y)\ge 0,\ \ \forall y\in S\subseteq\mathbb{R}^n\}, \] where $p…
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…