arXiv subjects
Publications and source records attributed to Zhongyang Sun.
In this paper, we partially solve Yau' Conjecture of the first eigenvalue of an embedded compact minimal hypersurface of unit sphere $\mathbb{S}^{n+1}(1)$, i.e., Corollary 1.2. In particular, Corollary 1.3 proves that the condition $\int_{Ω_{1}}|\nabla u|^{2}=(n+1)\int_{Ω_{1}}u^{2}$ is naturally true and meaningful in Corollary 1.2.
In this paper, we consider the stochastic optimal control problems under model risk caused by uncertain volatilities. To have a mathematical consistent framework we use the notion of G-expectation and its corresponding G-Brwonian motion introduced by Peng(2007). Based on the theory of stochastic differential equations on a sublinear expectation space $(Ω,\mathcal{H},\hat{\mathbb{E}})$, we prove a stochastic maximum principle for controlled processes driven by G-Brownian motion. Then we obtain the maximum condition in terms of the $\mathcal{H}$-function plus some convexity conditions constitute sufficient conditions for optimality. Finally, we solve a portfolio optimization problem with ambiguous volatility as an explicitly illustrated example of the main result.
In this paper, first we give a notion for linear Weingarten spacelike hypersurfaces with $P+aH=b$ in a locally symmetric Lorentz space $L_{1}^{n+1}$. Furthermore, we study complete or compact linear Weingarten spacelike hypersurfaces in locally symmetric Lorentz spaces $L_{1}^{n+1}$ satisfying some curvature conditions. By modifying Cheng-Yau's operator $\square$ given in {\cite{ChengYau77}}, we introduce a modified operator $L$ and give new estimates of $L(nH)$ and $\square(nH)$ of such spacelike hypersurfaces. Finally, we give partial generalizations of some conjectures in locally symmetric Lorentz spaces $L_{1}^{n+1}$.