A VARIATIONAL INEQUALITY RELATED TO AN ELLIPTIC OPERATOR

An Operator Inequality Related to Jensen’s Inequality

For bounded non-negative operators A and B, Furuta showed 0 ≤ A ≤ B implies A r 2BA r 2 ≤ (A r 2BA r 2 ) s+r t+r (0 ≤ r, 0 ≤ s ≤ t). We will extend this as follows: 0 ≤ A ≤ B ! λ C (0 < λ < 1) implies A r 2 (λB + (1− λ)C)A r 2 ≤ {A r 2 (λB + (1 − λ)C)A r 2 } s+r t+r , where B ! λ C is a harmonic mean of B and C. The idea of the proof comes from Jensen’s inequality for an operator convex functio...

An Operator Extension of Bohr's inequality

Hölder continuity of a parametric variational inequality

‎In this paper‎, ‎we study the Hölder continuity of solution mapping to a parametric variational inequality‎. ‎At first‎, ‎recalling a real-valued gap function of the problem‎, ‎we discuss the Lipschitz continuity of the gap function‎. ‎Then under the strong monotonicity‎, ‎we establish the Hölder continuity of the single-valued solution mapping for the problem‎. ‎Finally‎, ‎we apply these resu...

An inequality related to $eta$-convex functions (II)

Using the notion of eta-convex functions as generalization of convex functions, we estimate the difference between the middle and right terms in Hermite-Hadamard-Fejer inequality for differentiable mappings. Also as an application we give an error estimate for midpoint formula.

An Inverse Problem for a Parabolic Variational Inequality with an Integro-Differential Operator

We consider the calibration of a Lévy process with American vanilla options. The price of an American vanilla option as a function of the maturity and the strike satisfies a forward in time linear complementarity problem involving a partial integro-differential operator. It leads to a variational inequality in a suitable weighted Sobolev space. Calibrating the Lévy process amounts to solving an...