Semi-classical linear functionals of class three: the symmetric case

In this paper, we obtain all the symmetric semi-classical linear functionals of class three taking into account the irreducible expression of the corresponding Pearson equation. We focus our attention on their integral representations. Thus, some linear functionals very well known in the literature, associated with perturbations of semi-classical linear functionals of class one at most, appear as well as new linear functionals which have not been studied.     

On a representation of additive functionals of zero quadratic variation

For a Markov process X associated to a Dirichlet form, we use continuous additive functionals obtained by Fukushima decompositions in order to represent the class of additive functionals of zero quadratic variation. We do not assume that X is symmetric.     

REPRESENTATION OF SYMMETRIC SUPER－MARTINGALE MULTIPLICATIVE FUNCTIONALS

The authors introduce concepts of even and odd additive functionals and prove that an even martingale continuous additive functional of a symmetric Markov process vanishes identically. A representation for symmetric super-martingale multiplicative functionals are also given.     

Singular Symmetric Functionals

We present and study a new construction of singular symmetric functionals on Marcinkiewicz function spaces, which may be considered as a counterpart of an earlier construction by Dixmier of nonnormal traces on certain operator ideals. We also exhibit new examples of symmetric function spaces which are not subspaces of any Marcinkiewicz space and which admit nontrivial singular symmetric functionals. Bibliography: 9 titles.     

Quadratic functionals of Brownian motion

Functionals of Brownian motion can be dealt with by realizing them as functionals of white noise. Specifically, for quadratic functionals of Brownian motion, such a realization is a powerful tool to investigate them. There is a one-to-one correspondence between a quadratic functional of white noise and a symmetric L²(R²)-function which is considered as an integral kernel. By using well-known results on the integral operator we can study probabilistic properties of quadratic or certain exponential functionals of white noise. Two examples will illustrate their significance.     

对称乘积泛函的变换

In the present paper the transformation of symmetricMarkov processes by symmetric martingale multiplicative functionals is studied and the corresponding Dirichlet form is formulated.     

Symmetric Functionals and Singular Traces

We study the construction and properties of positive linear functionals on symmetric spaces of measurable functions which are monotone with respect to submajorization. The construction of such functionals may be lifted to yield the existence of singular traces on certain non-commutative Marcinkiewicz spaces which generalize the notion of Dixmier trace.     

ANTICIPATING QUADRANT AND SYMMETRIC INTEGRALS IN THE PLANE WITH APPLICATION TO WIENER SPACE

1IntroductionItiswellknowntattheadaptednessconditionontheintegrandisnecessarytoestablishthetheoryofIt6'sstochasticintegrals.Butinmanysitustions,theprocessesmaynotsatisfytheadaptedness.TherehavebeenmanyattemptstoweakentheadaptednessconditionfortheintegrandofIt6'stochasticintegral.ThemostsignificantcontributionisSkorohod'sintegralwhichwasintroducedbySkorohodin1975.Skorohodintegralgeneralizesboththeits'sforwardandbackwardintegralsandmakesnorestrictionontheintegrand.ButSkorohod'sintegralhasalso…     

Discrete semi-classical orthogonal polynominals

Orthogonal polynominals associated with δ-semi-classical functionals will be studied as a generalization of the δ-classical functionals. The concept of class and a criterion for determining it will be given. Theδ-difference equation that the corresponding formal stieltjes series satisfies is obtained. The quasi-orthogonality property satisfied by theδ-differences of these polynomials is analysed.Two structure relations as well as a quardratic relation are obtained. The second order difference equation is determined.     

A nonsmooth principle of symmetric criticality and variational-hemivariational inequalities

In this paper we prove the principle of symmetric criticality for Motreanu-Panagiotopoulos type functionals, i.e., for convex, proper, lower semicontinuous functionals which are perturbed by a locally Lipschitz function. By means of this principle a variational-hemivariational inequality is studied on certain type of unbounded strips.     

STRONG SUBORDINATION OF SYMMETRIC DIRICHLET FORMS

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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.     

Random permanents and symmetric statistics

Permanents of matrices with random elements are studied. For random permanents of finitedimensional projection matrices, new limiting results are obtained in different asymptotic schemes. The principal statistical functionals such asU-statistics, symmetric statistics, and others, are represented as functionals of permanent measures.Part of this research was supported by the Fund for Fundamental Researches of Ukrainian State Committee of Science and Technology.     

Jordan Algebras and Dual Affine Connections on Symmetric Cones

We study dually flat structures on symmetric cones associated with Jordan algebras. We give an interpretation of connections, a geometrical concept, in terms of Jordan algebras and show a relation between doubly autoparallel submanifolds and Jordan subalgebras.     

Markov properties of multiparameter processes and capacities

Summary We study a class of multiparameter symmetric Markov processes. We prove that this class is stable by subordination in Bochner's sense. We show then that for these processes, a probabilistic and an analytic potential theory correspond to each other. In particular, additive functionals are associated with finite energy measures, hitting probabilities are estimated by capacities, quasicontinuity corresponds to path-continuity. In the last section, examples show that many earlier results, as well as new ones, in this domain can be obtained by our method.     

Fully symmetric functionals on a Marcinkiewicz space are Dixmier traces

As a consequence of the exposition of Dixmier type traces in the book of A. Connes (1994) [2], we were led to ask how general is this class of functionals within the space of all unitarily invariant functionals on the corresponding Marcinkiewicz ideal Mψ. In this paper we prove the surprising result that the set of all Dixmier traces on Mψ coincides with the set of all fully symmetric functionals on this space.     

The symmetric D ω -semi-classical orthogonal polynomials of class one

We give the system of Laguerre–Freud equations associated with the D _ω -semi-classical functionals of class one, where D _ω is the divided difference operator. This system is solved in the symmetric case. There are essentially two canonical cases. The corresponding integral representations are given.     

The theorem on convergence with a functional for integral functionals with p(x)- and p(x, u)-growth

We continue studying weak convergence for the integral functionals satisfying p(x)- and p(x, u)-growth conditions. We obtain the theorem on convergence with a functional and some results on the relation between integral functionals and their abstract lower semicontinuous extensions.     

高阶微分方程组边值问题多个正解存在性

利用五个泛函的不动点定理并赋予f,g一定的增长条件,证明了含有各阶导数的高阶微分方程组至少存在三组对称正解.