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1.
Abstract

We use the notion of backward integration, with respect to a general Lévy process, to treat, in a simpler and unifying way, various classical topics as: Girsanov theorem, first order partial differential equations, the Liouville (or Lyapunov) equations and the stochastic characteristic method.  相似文献   

2.
In this paper, we consider backward stochastic differential equations driven by G-Brownian motion (GBSDEs) under quadratic assumptions on coefficients. We prove the existence and uniqueness of solution for such equations. On the one hand, a priori estimates are obtained by applying the Girsanov type theorem in the G-framework, from which we deduce the uniqueness. On the other hand, to prove the existence of solutions, we first construct solutions for discrete GBSDEs by solving corresponding fully nonlinear PDEs, and then approximate solutions for general quadratic GBSDEs in Banach spaces.  相似文献   

3.
A new probabilistic method, based on the Girsanov theorem, for establishing the strong Feller property of diffusion processes in both finite and infinite dimensional spaces is proposed. Applications to second order stochastic differential equations, stochastic delay equations and stochastic partial differential equations of parabolic type are discussed, with a twofold aim: both to extend some older results, usually by weakening the assumptions on the drift term, and to obtain simpler proofs of them. Received: 13 December 1999 / Published online: 5 September 2000  相似文献   

4.
In this paper, we first study a purely discontinuous Girsanov transform which is more general than that studied in Chen and Song [(2003), J. Funct. Anal. 201, 262–281]. Then we show that the transition density of any purely discontinuous Girsanov transform of a symmetric stable process is comparable to the transition density of the symmetric stable process. The same is true for the Girsanov transform introduced in Chen and Zhang [(2002), Ann. Inst. Henri poincaré 38, 475–505]. As an application of these results, we show that the Green function of Feynman–Kac type transforms of symmetric stable processes by continuous additive functionals of zero energy, when exists, is comparable to that of the symmetric stable process.   相似文献   

5.
ABSTRACT

In this paper, we consider the split common fixed point problem for new demimetric mappings in two Banach spaces. Using the hybrid method, we prove a strong convergence theorem for finding a solution of the split common fixed point problem in two Banach spaces. Furthermore, using the shrinking projection method, we obtain another strong convergence theorem for finding a solution of the problem in two Banach spaces. Using these results, we obtain well-known and new strong convergence theorems in Hilbert spaces and Banach spaces.  相似文献   

6.
《Quaestiones Mathematicae》2013,36(2):139-150
Abstract

We formalize the adjunction of maps of localized nilpotent spaces of the homotopy type of CW-complexes. Using the semilocalization theory of M. Bendersky, in which only the higher homotopy groups are localized, we obtain an adjunction theorem with fewer nilpotency conditions on the spaces. The two main theorems are in the form of a theorem on maps of triads by J. P. May.  相似文献   

7.
《Optimization》2012,61(12):2139-2155
ABSTRACT

By using an implicit function theorem and a result of error bound, we provide new constraint qualifications ensuring the Karush–Kuhn–Tuker necessary optimality conditions for both smooth and nonsmooth optimization problems in normed spaces or Banach spaces.  相似文献   

8.
Abstract

We consider random set-valued measures with values in a separable Banach space. We prove two integral representation theorems using measurable multifunctions and set-valued integrals. The first theorem is valid for all separable Banach spaces, while the second holds for reflexive separable Banach spaces.  相似文献   

9.

We extend Newman and Keldysh theorems to the behavior of sequences of functions in Hp (μ) which explain geometric properties of discs in these spaces. Through Keldysh's theorem we obtain asymptotic results for extremal polynomials in Sobolev spaces.  相似文献   

10.
The purpose of this paper is to present constructions of wavelet frames on a Lipschitz curve Γ. As applications, we obtain characterizations of the Besov and Triebel-Lizorkin spaces on Lipschitz curves, and the trace theorem on Γ of the Besov spaces onR 2.  相似文献   

11.
We prove a fixed point theorem for contractive mappings of Boyd and Wong type in generalized metric spaces, a concept recently introduced in [BRANCIARI, A.: A fixed point theorem of Banach-Caccioppoli type on a class of generalized metric spaces, Publ. Math. Debrecen 57 (2000), 31–37].   相似文献   

12.
《Quaestiones Mathematicae》2013,36(3):429-434
Abstract

In the context of G-metric spaces we prove a common fixed point theorem for a sequence of self mappings using a new concept of α-series.  相似文献   

13.
《Quaestiones Mathematicae》2013,36(6):869-884
Abstract

This survey paper highlights a series of results in recent research on topology, geometry and categorical properties of spaces provided with a new structure in the mathematical literature, called Frölicher spaces. Without any fear of contradiction, these smooth spaces are stated to generalize the theory of differentiable manifolds. More precisely, the present study will give the state of research on this topic which historically links a fundamental theorem of calculus in so-called Boman's theorem (and its generalization) to abstract spaces, whether they are normable or not.  相似文献   

14.
Generalizing de Vries’ duality theorem [9], we prove that the category HLC of locally compact Hausdorff spaces and continuous maps is dual to the category DHLC of complete local contact algebras and appropriate morphisms between them.  相似文献   

15.
The Calderón-Mitjagin theorem characterizes all interpolation spaces of the pair of Lebesgue spaces (L 1,L ) as the rearrangement-invariant spaces. The results of this paper show that the interpolation spaces ofH 1(R) andL (R) consist of elements whose nontangential maximal functions lie in rearrangement-invariant spaces.Communicated by Jaak Peetre.  相似文献   

16.
Abstract

In this paper, we are interested in classical Müntz spaces and their properties. We first reprove Müntz theorem and obtain the Clarkson–Erdös–Schwartz expansion in the nondense case for some general abstract Müntz spaces without invoking any blow up property, but using classical complex variables tools. We introduce new Bloch type Müntz spaces and investigate the validity of Bloch type inequalities in this framework.  相似文献   

17.
As is well known [1, p.480], the cycles and spears of the real Laguerre plane can be represented by the points and null planes of three-dimensional Minkowski space. Miquel's theorem in the Laguerre plane can then be expressed as an intrinsically interesting Minkowski space theorem the octahedron theorem. We outline the correspondence between the two theorems, and then give a metric vector space proof of the octahedron theorem, thereby providing an alternate proof of Miquel's theorem. We then discuss the generalization of both theorems to more general spaces.  相似文献   

18.
《Quaestiones Mathematicae》2013,36(1-2):39-47
Abstract

In this paper we generalize the well-known Vietoris-Begle theorem to uniform spaces. We formulate two uniform versions: one for the ?ech cohomology based on all finite uniform coverings and one for the ?ech cohomology based on all uniform coverings.  相似文献   

19.

This work is an introduction to anisotropic spaces, which have an ω-weight of analytic functions and are generalizations of Lipshitz classes in the polydisc. We prove that these classes form an algebra and are invariant with respect to monomial multiplication. These classes are described in terms of derivatives. It is established that Toeplitz operators are bounded in these (Lipschitz and Djrbashian) spaces. As an application, a theorem about the division by good-inner functions in the mentioned classes is proved.  相似文献   

20.
The Brunn–Minkowski inequality and Prékopa–Leindler’s theorem are considered with respect to bitriangular laws of composition on Euclidean spaces R n . The result is illustrated by an example of the Heisenberg group H n . Bibliography: 11 titles.  相似文献   

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