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Existence and Uniqueness of Optimal Matrix Scalings
diagonal similarity scalings scaled singular value minimization irreducible matrices
2015/7/13
We show that the set of diagonal similarity scalings that minimize the scaled singular value of a matrix is nonempty and bounded if and only if the matrix that is being scaled is irreducible. For an i...
Existence and Uniqueness of Optimal Matrix Scalings
diagonal similarity scalings scaled singular value minimization irreducible matrices
2015/7/13
We show that the set of diagonal similarity scalings that minimize the scaled singular value of a matrix is nonempty and bounded if and only if the matrix that is being scaled is irreducible. For an i...
Existence and uniqueness of solutions for BSDEs with locally Lipschitz coefficient
backward stochastic dierential equations (BSDE) locally Lipschitz function
2009/4/29
We deal with multidimensional backward stochastic differential equations (BSDE) with locally Lipschitz coefficient in both variables $ y,z $ and an only square integrable terminal data. Let $ L_N $ be...