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In this paper we construct some Feller semigroups, hence Feller processes, with state space $\mathbb{R}^{n}\times \mathbb{Z}^{m}$ starting with pseudo-differential operators having symbols defined on $\mathbb{R}^{n}\times \mathbb{R}^{n}\times \mathbb{Z}^{m}\times \mathbb{T}^{m}$.
Assuming $T_{0}$ to be an m-accretive operator in the complex Hilbert space ${\mathcal{H}}$, we use a resolvent method due to Kato to appropriately define the additive perturbation $T=T_{0}+W$ and prove stability of square root domains, that is,
which is most suitable for partial differential equation applications. We apply this approach to elliptic second-order partial differential operators of the form
in $L^{2}({\rm\Omega})$ on certain open sets ${\rm\Omega}\subseteq \mathbb{R}^{n}$, $n\in \mathbb{N}$, with Dirichlet, Neumann, and mixed boundary conditions on $\partial {\rm\Omega}$, under general hypotheses on the (typically, non-smooth, unbounded) coefficients and on $\partial {\rm\Omega}$.
We prove that if two normed-algebra-valued cosine families indexed by a single Abelian group, of which one is bounded and comprised solely of scalar elements of the underlying algebra, differ in norm by less than $1$ uniformly in the parametrising index, then these families coincide.
We show Exel’s tight representation of an inverse semigroup can be described in terms of joins and covers in the natural partial order. Using this, we show that the ${C}^{\ast } $-algebra of a finitely aligned category of paths, developed by Spielberg, is the tight ${C}^{\ast } $-algebra of a natural inverse semigroup. This includes as a special case finitely aligned higher-rank graphs: that is, for such a higher-rank graph $\Lambda $, the tight ${C}^{\ast } $-algebra of the inverse semigroup associated to $\Lambda $ is the same as the ${C}^{\ast } $-algebra of $\Lambda $.
We consider a general homogeneous continuous-time Markov process with restarts. The process is forced to restart from a given distribution at time moments generated by an independent Poisson process. The motivation to study such processes comes from modeling human and animal mobility patterns, restart processes in communication protocols, and from application of restarting random walks in information retrieval. We provide a connection between the transition probability functions of the original Markov process and the modified process with restarts. We give closed-form expressions for the invariant probability measure of the modified process. When the process evolves on the Euclidean space, there is also a closed-form expression for the moments of the modified process. We show that the modified process is always positive Harris recurrent and exponentially ergodic with the index equal to (or greater than) the rate of restarts. Finally, we illustrate the general results by the standard and geometric Brownian motions.
We extend many of the classical results for standard one-dimensional diffusions to a diffusion process with memory of the form d Xt=σ(Xt,Xt)dWt, where Xt= m ∧ inf0 ≤s≤tXs. In particular, we compute the expected time for X to leave an interval, classify the boundary behavior at 0, and derive a new occupation time formula for X. We also show that (Xt,Xt) admits a joint density, which can be characterized in terms of two independent tied-down Brownian meanders (or, equivalently, two independent Bessel-3 bridges). Finally, we show that the joint density satisfies a generalized forward Kolmogorov equation in a weak sense, and we derive a new forward equation for down-and-out call options.
We study the existence of solutions for a class of abstract impulsive differential equations. Our technical framework allows us to study partial differential equations with impulsive conditions involving partial derivatives and nonlinear expressions of the solution. Some applications to impulsive partial differential equations are presented.
We construct a two-parameter family of actions ωk,a of the Lie algebra 𝔰𝔩(2,ℝ) by differential–difference operators on ℝN∖{0}. Here k is a multiplicity function for the Dunkl operators, and a>0 arises from the interpolation of the two 𝔰𝔩(2,ℝ) actions on the Weil representation of Mp(N,ℝ) and the minimal unitary representation of O(N+1,2). We prove that this action ωk,a lifts to a unitary representation of the universal covering of SL (2,ℝ) , and can even be extended to a holomorphic semigroup Ωk,a. In the k≡0case, our semigroup generalizes the Hermite semigroup studied by R. Howe (a=2)and the Laguerre semigroup studied by the second author with G. Mano (a=1) . One boundary value of our semigroup Ωk,a provides us with (k,a) -generalized Fourier transforms ℱk,a, which include the Dunkl transform 𝒟k (a=2)and a new unitary operator ℋk (a=1) , namely a Dunkl–Hankel transform. We establish the inversion formula, a generalization of the Plancherel theorem, the Hecke identity, the Bochner identity, and a Heisenberg uncertainty relation for ℱk,a. We also find kernel functions for Ωk,a and ℱk,a for a=1,2in terms of Bessel functions and the Dunkl intertwining operator.
The method of deriving scaling limits using Dirichlet-form techniques has already been successfully applied to a number of infinite-dimensional problems. However, extracting the key tools from these papers is a rather difficult task for non-experts. This paper meets the need for a simple presentation of the method by applying it to a basic example, namely the convergence of Brownian motions with potentials given by n multiplied by the Dirac delta at 0 to Brownian motion with absorption at 0.
A submarkovian C0 semigroup (Tt)t∈ℝ+ acting on the scale of complex-valued functions Lp(X,ℂ) extends to a semigroup of operators on the scale of vector-valued function spaces Lp(X,E), when E is a Banach space. It is known that, if f∈Lp(X,ℂ), where 1<p<∞, then Ttf→f pointwise almost everywhere. We show that the same holds when f∈Lp(X,E) .
In this paper we introduce a class of left shift semigroups that are differentiable. With the help of perturbation theory for differentiable semigroups we show that solutions of an integrodifferential equation can be infinitely differentiable if the convolution kernel is sufficiently smooth and regular.
We discuss ℓp-maximal regularityof power-bounded operators andrelate the discrete to the continuous time problem for analytic semigroups. We give a complete characterization of operators with ℓ1 and -maximal regularity. We also introduce an unconditional form of Ritt’s condition for power-bounded operators, which plays the role of the existence of an -calculus, and give a complete characterization of this condition in the case of Banach spaces which are L1-spaces, C(K)-spaces or Hilbert spaces.
In this paper we show boundedness of vector-valued Bergman projections on simple connected domains. With this result we show R-sectoriality of the derivative on the Bergman space on C+ and maximal Lp-regularity for an integrodifferential equation with a kernel in the Bergman space.
We give a simplified proof of the complex inversion formula for semigroups and, more generally, solution families for scalar-type Volterra equations, including the stronger versions on unconditional martingale differences (UMD) spaces. Our approach is based on (elementary) Fourier analysis.
Let A and B be (not necessarily bounded) linear operators on a Banach lattice E such that |(s – B)-1x|≤ (s – A)-1|x| for all x in E and sufficiently large s ∈ R. The main purpose of this paper is to investigate the relation between the spectra σ(B) and σ(A) of B and A, respectively. We apply our results to study asymptotic properties of dominated C0-semigroups.
We prove a new representation of the generator of a subordinate semigroup as limit of bounded operators. Our construction yields, in particular, a characterization of the domain of the generator. The generator of a subordinate semigroup can be viewed as a function of the generator of the original semigroup. For a large class these functions we show that operations at the level of functions has its counterpart at the level of operators.
Iseki [11] defined a general notion of ergodicity suitable for functions ϕ: J → X where J is an arbitrary abelian semigroup and X is a Banach space. In this paper we develop the theory of such functions, showing in particular that it fits the general framework established by Eberlein [9] for ergodicity of semigroups of operators acting on X. Moreover, let A be a translation invariant closed subspace of the space of all bounded functions from J to X. We prove that if A contains the constant functions and ϕ is an ergodic function whose differences lie in A then ϕ ∈ A. This result has applications to spaces of sequences facilitating new proofs of theorems of Gelfand and Katznelson-Tzafriri [12]. We also obtain a decomposition for the space of ergodic vectors of a representation T: J → L(X) generalizing results known for the case J = Z+. Finally, when J is a subsemigroup of a locally compact abelian group G, we compare the Iseki integrals with the better known Cesàro integrals.
Let be a homogeneous tree of degree at least three. In this paper we investigate for which values of p and r the (σθ)-Poisson semigroup is Lp – Lr,-bounded, and we sharp estimate for the corresponding operator norms.
In this paper we consider improvements in the rate of approximation for the distribution of sums of independent Bernoulli random variables via convolutions of Poisson measures with signed measures of specific type. As a special case, the distribution of the number of records in an i.i.d. sequence of length n is investigated. For this particular example, it is shown that the usual rate of Poisson approximation of O(1/log n) can be lowered to O(1/n2). The general case is discussed in terms of operator semigroups.