Lévy Laplacians in Hida Calculus and Malliavin Calculus

Some connections between different definitions of Lévy Laplacians in the stochastic analysis are considered. Two approaches are used to define these operators. The standard one is based on the application of the theory of Sobolev–Schwartz distributions over the Wiener measure (Hida calculus). One can consider the chain of Lévy Laplacians parametrized by a real parameter with the help of this approach. One of the elements of this chain is the classical Lévy Laplacian. Another approach to defining the Lévy Laplacian is based on the application of the theory of Sobolev spaces over the Wiener measure (Malliavin calculus). It is proved that the Lévy Laplacian defined with the help of the second approach coincides with one of the elements of the chain of Lévy Laplacians, but not with the classical Lévy Laplacian, under the embedding of the Sobolev space over the Wiener measure in the space of generalized functionals over this measure. It is shown which Lévy Laplacian in the stochastic analysis is connected with the gauge fields.     

Sobolev spaces and capacities theory on path spaces over a compact Riemannian manifold

We introduce Sobolev spaces and capacities on the path space P _{m 0} (M) over a compact Riemannian manifold M. We prove the smoothness of the Itô map and the stochastic anti-development map in the sense of stochastic calculus of variation. We establish a Sobolev norm comparison theorem and a capacity comparison theorem between the Wiener space and the path space P _{m 0} (M). Moreover, we prove the tightness of (r, p)-capacities on P _{m 0} (M), \(\), which generalises a result due to Airault-Malliavin and Sugita on the Wiener space. Finally, we extend our results to the fractional Hölder continuous path space \(\).     

The composition of Wiener functionals with non absolutely continuous Shifts

Summary In this paper we study some classes of Wiener functionals whose elements can be composed with a non-linear, non-absolutely continous transformation of the form of perturbation of identity in the direction of Cameron-Martin space. We show that under certain conditions the image of the Wiener measure under the above transformation induces a generalized Wiener functional on certain Sobolev spaces generalizing the Radon-Nikodym relation to non absolutely continuous transformations. A series representation for the generalized Radon-Nikodym derivative is presented and conditional expectations of some generalized random variables are considered.     

Generalized positive continuous additive functionals of multidimensional Brownian motion and their associated Revuz measures

We extend the notion of positive continuous additive functionals of multidimensional Brownian motions to generalized Wiener functionals in the setting of Malliavin calculus. We call such a functional a generalized PCAF. The associated Revuz measure and a characteristic of a generalized PCAF are also extended adequately. By making use of these tools a local time representation of generalized PCAFs is discussed. It is known that a Radon measure corresponds to a generalized Wiener functional through the occupation time formula. We also study a condition for this functional to be a generalized PCAF and the relation between the associated Revuz measure of the generalized PCAF corresponding to Radon measure and this Radon measure. Finally we discuss a criterion to determine the exact Meyer–Watanabe’s Sobolev space to which this corresponding functional belongs.     

Convergence of Symmetric Diffusions on Wiener Spaces

In this paper,we study the distorted Ornstein-Uhlenbeck processes associated with given densitieson an abstract Wiener space.We prove that the laws of distorted Ornstein-Uhlenbeck processes converge intotal variation norm if the densities converge in Sobolev space D_2~1.     

Onsager-Machlup functional for some smooth norms on Wiener space

Summary In this paper, we determine Onsager-Machlup functionals for a variety of norms on Wiener space which includes among others Hölder norms for every 0<<1/2, as well as Besov or Sobolev type norms. We basically require the knowledge of the small ball probabilities for the Wiener measure and use versions of the norms which are rotationaly invariant on the range of the Brownian paths, a property of crucial importance in our approach.     

Hausdorff measures on the Wiener space

We construct a Hausdorff measure of finite co-dimension on the Wiener space. We then extend the Federer co-area Formula to this Wiener space for functions with the sole condition that they belong to the first Sobolev space. An explicit formula for the density of the images of the Wiener measure under such functions follows naturally from this. As a corollary, this yields a new and easy proof of the Krée-Watanabe theorem concerning the regularity of the images of the Wiener measure.     

Fractional order Sobolev spaces on Wiener space

Summary Fractional order Sobolev spaces are introduced on an abstract Wiener space and Donsker's delta functions are defined as generalized Wiener functionals belonging to Sobolev spaces with negative differentiability indices. By using these notions, the regularity in the sense of Hölder continuity of a class of conditional expectations is obtained.     

Average Width and Optimal Recovery of Some Anisotropic Classes of Smooth Functions Defined on the Euclidean Space R~d

§ 1.Introduction and Main Results　 In[1 ] ,[2 ] ,the authors studied some problems of optimal recovery of functions de-fined on a cube,for a class of functions with partial derivatives of a fixed order havingmoduli of continuity not exceeding a given modules of continuity,and for the unit ballsSHαp in the spaces Hαp satisfying the mixed Holder conditionα,respectively.They ob-tained some weak asymptotic results.　 In[3 ] ,[4 ] and[5] ,Magarill-Il' yaev,Liu and Sun studied some proble…     

The homological singularities of maps in trace spaces between manifolds

We deal with mappings defined between Riemannian manifolds that belong to a trace space of Sobolev functions. The homological singularities of any such map are represented by a current defined in terms of the boundary of its graph. Under suitable topological assumptions on the domain and target manifolds, we show that the non triviality of the singular current is the only obstruction to the strong density of smooth maps. Moreover, we obtain an upper bound for the minimal integral connection of the singular current that depends on the fractional norm of the mapping.     

Higher-order Sobolev embeddings and isoperimetric inequalities

Optimal higher-order Sobolev type embeddings are shown to follow via isoperimetric inequalities. This establishes a higher-order analogue of a well-known link between first-order Sobolev embeddings and isoperimetric inequalities. Sobolev type inequalities of any order, involving arbitrary rearrangement-invariant norms, on open sets in Rⁿ${\mathbb{R}}^n$, possibly endowed with a measure density, are reduced to much simpler one-dimensional inequalities for suitable integral operators depending on the isoperimetric function of the relevant sets. As a consequence, the optimal target space in the relevant Sobolev embeddings can be determined both in standard and in non-standard classes of function spaces and underlying measure spaces. In particular, our results are applied to any-order Sobolev embeddings in regular (John) domains of the Euclidean space, in Maz'ya classes of (possibly irregular) Euclidean domains described in terms of their isoperimetric function, and in families of product probability spaces, of which the Gauss space is a classical instance.     

Measurability of optimal transportation and convergence rate for Landau type interacting particle systems

In this paper, we consider nonlinear diffusion processes driven by space-time white noises, which have an interpretation in terms of partial differential equations. For a specific choice of coefficients, they correspond to the Landau equation arising in kinetic theory. The main goal of the paper is to construct an easily simulable diffusive interacting particle system, converging towards this nonlinear process and to obtain an explicit pathwise rate. This requires to find a significant coupling between finitely many Brownian motions and the infinite dimensional white noise process. The key idea will be to construct the right Brownian motions by pushing forward the white noise processes, through the Brenier map realizing the optimal transport between the law of the nonlinear process, and the empirical measure of independent copies of it. A crucial problem will then be to establish the joint measurability of this optimal transport map, with respect to the space variable and the parameter (time-randomness) that makes the marginals vary. To overcome this point, we shall prove a general measurability result for the mass transportation problem and for the supports of the optimal transfer plans, in the sense of set-valued mappings. This will allow us to construct the coupling and to obtain explicit convergence rates.     

An extension of the Beckner’s type Poincaré inequality to convolution measures on abstract Wiener spaces

We generalize the Beckner’s type Poincaré inequality (Beckner, W. Proc. Amer. Math. Soc. (1989) 105:397–400) to a large class of probability measures on an abstract Wiener space of the form μ?ν, where μ is the reference Gaussian measure and ν is a probability measure satisfying a certain integrability condition. As the Beckner inequality interpolates between the Poincaré and logarithmic Sobolev inequalities, we utilize a family of products for functions which interpolates between the usual point-wise multiplication and the Wick product. Our approach is based on the positivity of a quadratic form involving Wick powers and integration with respect to those convolution measures. In addition, we prove that in the finite-dimensional case the class of densities of convolutions measures satisfies a point-wise covariance inequality.     

Remarks on asymptotic behaviors of strong solutions to a viscous Boussinesq system

In this paper, we first address the space‐time decay properties for higher‐order derivatives of strong solutions to the Boussinesq system in the usual Sobolev space. The decay rates obtained here are optimal. The proof is based on a parabolic interpolation inequality, bootstrap argument, and some weighted estimates. Secondly, we present a new solution integration formula for the Boussinesq system, which will be employed to establish the existence of strong solutions for small initial data in some scaling invariant function spaces. The smallness conditions are somehow weaker than those presented by Brandolese and Schonbek. We further investigate the asymptotic profiles and decay properties of these strong solutions. Copyright © 2016 John Wiley & Sons, Ltd.     

Integration and approximation in arbitrary dimensions

We study multivariate integration and approximation for various classes of functions of d variables with arbitrary d. We consider algorithms that use function evaluations as the information about the function. We are mainly interested in verifying when integration and approximation are tractable and strongly tractable. Tractability means that the minimal number of function evaluations needed to reduce the initial error by a factor of ɛ is bounded by C(d)ɛ^−p for some exponent p independent of d and some function C(d). Strong tractability means that C(d) can be made independent of d. The ‐exponents of tractability and strong tractability are defined as the smallest powers of ɛ{^-1} in these bounds. We prove that integration is strongly tractable for some weighted Korobov and Sobolev spaces as well as for the Hilbert space whose reproducing kernel corresponds to the covariance function of the isotropic Wiener measure. We obtain bounds on the ‐exponents, and for some cases we find their exact values. For some weighted Korobov and Sobolev spaces, the strong ‐exponent is the same as the ‐exponent for d=1, whereas for the third space it is 2. For approximation we also consider algorithms that use general evaluations given by arbitrary continuous linear functionals as the information about the function. Our main result is that the ‐exponents are the same for general and function evaluations. This holds under the assumption that the orthonormal eigenfunctions of the covariance operator have uniformly bounded L∞ norms. This assumption holds for spaces with shift-invariant kernels. Examples of such spaces include weighted Korobov spaces. For a space with non‐shift‐invariant kernel, we construct the corresponding space with shift-invariant kernel and show that integration and approximation for the non-shift-invariant kernel are no harder than the corresponding problems with the shift-invariant kernel. If we apply this construction to a weighted Sobolev space, whose kernel is non-shift-invariant, then we obtain the corresponding Korobov space. This enables us to derive the results for weighted Sobolev spaces. This revised version was published online in June 2006 with corrections to the Cover Date.     

A linear boundary value problem for weakly quasiregular mappings in space

Given a number a weakly L-quasiregular map on a domain in space is a map u in a Sobolev space that satisfies almost everywhere in In this paper, we study the problem concerning linear boundary values of weakly L-quasiregular mappings in space with dimension It turns out this problem depends on the power p of the underlying Sobolev space. For p not too far below the dimension n we show that a weakly quasiregular map in can only assume a quasiregular linear boundary value; however, for all and , we prove a rather surprising existence result that every linear map can be the boundary value of a weakly L-quasiregular map in Received July 20, 2000 / Accepted September 22, 2000 / Published online December 8, 2000     

Randomized approximation of Sobolev embeddings, III

We continue the study of randomized approximation of embeddings between Sobolev spaces on the basis of function values. The source space is a Sobolev space with nonnegative smoothness order; the target space has negative smoothness order. The optimal order of approximation (in some cases only up to logarithmic factors) is determined. Extensions to Besov and Bessel potential spaces are given and a problem recently posed by Novak and Woźniakowski is partially solved. The results are applied to the complexity analysis of weak solution of elliptic PDE.     

Sobolev classes of Banach space-valued functions and quasiconformal mappings

We give a definition for the class of Sobolev functions from a metric measure space into a Banach space. We give various characterizations of Sobolev classes and study the absolute continuity in measure of Sobolev mappings in the “borderline case”. We show under rather weak assumptions on the source space that quasisymmetric homeomorphisms belong to a Sobolev space of borderline degree; in particular, they are absolutely continuous. This leads to an analytic characterization of quasiconformal mappings between Ahlfors regular Loewner spaces akin to the classical Euclidean situation. As a consequence, we deduce that quasisymmetric maps respect the Cheeger differentials of Lipschitz functions on metric measure spaces with borderline Poincaré inequality. J. H. supported by NSF grant DMS9970427. P. K. supported by the Academy of Finland, project 39788. N. S. supported in part by Enterprise Ireland. J. T. T. supported by an NSF Postdoctoral Research Fellowship.     

Mass Transportation with LQ Cost Functions

We study the optimal transport problem in the Euclidean space where the cost function is given by the value function associated with a Linear Quadratic minimization problem. Under appropriate assumptions, we generalize Brenier’s Theorem proving existence and uniqueness of an optimal transport map. In the controllable case, we show that the optimal transport map has to be the gradient of a convex function up to a linear change of coordinates. We give regularity results and also investigate the non-controllable case.     

On a measure in Wiener space and applications

In this article, we consider a measure in Wiener space, induced by the sum of measures associated with an uncountable set of positive real numbers, and investigate the basic properties of this measure. We apply this measure to the various theories related to Wiener space. In particular, we can obtain a partial answer to Johnson and Skoug's open problems, raised in their 1979 paper. Moreover, we can improve and clarify some theories related to Wiener space.