In this paper we study backward stochastic differential equations with general terminal value and general random generator. In particular, we do not require the terminal value be given by a forward diffusion equation. The randomness of the generator does not need to be from a forward equation, either. Motivated from applications to numerical simulations, first we obtain the Lp-Hölder continuity...

By using the Lp(⋅)−Lp(⋅)−boundedness of a maximal operator defined on homogeneous space, it has been shown that B−B−maximal is bounded. In present paper, we aim to bring different approach boundedness generated by generalized translation under continuity assumption p(⋅)p(⋅). It noteworthy mention our weaker than uniform Hölder continuity.

In self-similar fragmentations with a negative index, fragments split even faster as their mass is smaller, so that the fragmentation runs away and some mass is reduced to dust. Our purpose is to investigate the regularity of this formation of dust. Let M(t) denote the mass of dust at time t.We give some sufficient and some necessary conditions for the measure dM to be absolutely continuous. In...

We study perturbations of a stochastic program with a probabilistic constraint and r-concave original probability distribution. First we improve our earlier results substantially and provide conditions implying Hölder continuity properties of the solution sets w.r.t. the Kolmogorov distance of probability distributions. Secondly, we derive an upper Lipschitz continuity property for solution set...