In this Note, assuming that the generator is uniform Lipschitz in the unknown variables, we relate the solution of a one dimensional backward stochastic differential equation with the value process of a stochastic differential game. Under a domination condition, an Fconsistent evaluations is also related to a stochastic differential game. This relation comes out of a min-max representation for ...

A global optimization problem is studied where the objective function f(x) is a multidimensional black-box function and its gradient f ′(x) satisfies the Lipschitz condition over a hyperinterval with an unknown Lipschitz constant K. Different methods for solving this problem by using an a priori given estimate of K, its adaptive estimates, and adaptive estimates of local Lipschitz constants are...

We show differentiability of a class of Geroch’s volume functions on globally hyperbolic manifolds. Furthermore, we prove that every volume function satisfies a local anti-Lipschitz condition over causal curves, and that locally Lipschitz time functions which are locally antiLipschitz can be uniformly approximated by smooth time functions with timelike gradient. Finally, we prove that in stably...

In this paper we address the problem of characterizing the in nitesimal properties of functions which are non-increasing along all the trajectories of a di erential inclusion. In particular, we extend the condition based on the proximal gradient to the case of semicontinuous functions and Lipschitz continuous di erential inclusions. Moreover, we show that the same criterion applies also in the ...

We introduce a geometric condition of Bloch type which guarantees that a subset of a bounded convex domain in several complex variables is degenerate with respect to every iterated function system. Furthermore we discuss the relations of such a Bloch type condition with the analogous hyperbolic Lipschitz condition.

In [17], the author proved the existence and the uniqueness of solutions to Markovian superquadratic BSDEs with an unbounded terminal condition when the generator and the terminal condition are locally Lipschitz. In this paper, we prove that the existence result remains true for these BSDEs when the regularity assumptions on the terminal condition is weakened.

In this paper, we study the existence and uniqueness of solutions to stochastic equations in innnite dimension with an integral-Lipschitz condition for the coeecients.

Abstract. We consider functions f(A,B) of noncommuting self-adjoint operators A and B that can be defined in terms of double operator integrals. We prove that if f belongs to the Besov class B ∞,1 (R), then we have the following Lipschitz type estimate in the trace norm: ‖f(A1, B1)− f(A2, B2)‖S1 ≤ const(‖A1 −A2‖S1 + ‖B1 −B2‖S1). However, the condition f ∈ B ∞,1 (R) does not imply the Lipschitz ...

The paper provides a condition for differentiability as well as an equivalent criterion for Lipschitz continuity of singular normal distributions. Such distributions are of interest, for instance, in stochastic optimization problems with probabilistic constraints, where a comparatively small (nondegenerate-) normally distributed random vector induces a large number of linear inequality constrai...

Based on A-stable one-leg methods and linear interpolations, we introduce four algorithms for solving neutral differential equations with variable delay. A natural question is which algorithm is better. To answer this question, we analyse the error behavior of the four algorithms and obtain their error bounds under a one-sided Lipschitz condition and some classical Lipschitz conditions. After e...