Abstract In this paper, we study the pricing of contracts in fixed income markets under volatility uncertainty sense Knightian or model uncertainty. The starting point is an arbitrage-free bond market about modeled by a G -Brownian motion, which drives forward rate dynamics. absence arbitrage ensured drift condition. Such setting leads to sublinear measure for additional contracts, yields eithe...

Sublinear time algorithms represent a new paradigm in computing, where an algorithm must give some sort of an answer after inspecting only a small portion of the input. The most typical situation where sublinear time algorithms are considered is property testing. There are several interesting contexts where one can test properties in sublinear time. A canonical example is graph colorability. To...

We consider coherent sublinear expectations on a measurable space, without assuming the existence of a dominating probability measure. By considering a decomposition of the space in terms of the supports of the measures representing our sublinear expectation, we give a simple construction, in a quasi-sure sense, of the (linear) conditional expectations, and hence give a representation for the c...

This paper studies K-sublinear inequalities, a class of inequalities with strong relations to K-minimal inequalities for disjunctive conic sets. We establish a stronger result on the sufficiency of K-sublinear inequalities. That is, we show that when K is the nonnegative orthant or the second-order cone, K-sublinear inequalities together with the original conic constraint are always sufficient ...

Some uniform decay estimates are established for solutions of the following type retarded integral inequalities:y(t)?E(t,?)?y??+??tK1(t,s)?ys?ds+?t?K2(t,s)?ys?ds+?,t???0. As a simple example application, scalar functional differential equation x?=?a(t)x+B(t,xt) is considered, and global asymptotic stability proved under weaker conditions. Another ODE system x?=F0(t,x)+?i=1mFi(t,x(t?ri(t))) on R...

this paper is concerned with the study of the existence of positive solutions for a navier boundaryvalue problem involving the p-biharmonic operator; the right hand side of problem is a nonsmoothfunctional with variable parameters. the existence of at least three positive solutions is establishedby using nonsmooth version of a three critical points theorem for discontinuous functions. our resul...

We consider an exact reduction of a model of Field Dislocation Mechanics to a scalar problem in one spatial dimension and investigate the existence of static and slow, rigidly moving single or collections of planar screw dislocation walls in this setting. Two classes of drag coefficient functions are considered, namely those with linear growth near the origin and those with constant or more gen...

A context-free grammar G is ambiguous if there is a word that can be generated by G with at least two different derivation trees. Ambiguous grammars are often distinguished by their degree of ambiguity, which is the maximal number of derivation trees for the words generated by them. If there is no such upper bound G is said to be ambiguous of infinite degree. By considering how many derivation ...

We develop a randomized approximation algorithm for the classical maximum coverage problem, which given a list of sets A1, A2, · · · , An and integer parameter k, select k sets Ai 1 , Ai 2 , · · · , Ai k for maximum union Ai 1 ∪ Ai 2 ∪ · · · ∪ Ai k. In our algorithm, each input set Ai is a black box that can provide its size |Ai|, generate a random element of Ai, and answer the membership query...