Asymptotic expansions for ornstein-uhlenbeck semigroups perturbed by potentials over banach spaces

An asymptotic expansion of Schilder-type integrals with general phase function on abstract Wiener spaces is given and good control on remainders is obtained. For Ornstein –Uhlenbeck semigroups perturbed by potentials on Banach spaces the asymptotic expansion is given in terms of explicitly discussed “classical orbits”, in the case of finitely many non-degenerate maxima of the phase function. A representation of the leading term by a solution of an infinite dimensional Sturm-Liouville problem is also provided     

Compactness of Schrödinger semigroups with unbounded below potentials

By using the super Poincaré inequality of a Markov generator L₀ on L²(μ) over a σ-finite measure space (E,F,μ), the Schrödinger semigroup generated by L₀−V for a class of (unbounded below) potentials V is proved to be L²(μ)-compact provided μ(V?N)<∞ for all N>0. This condition is sharp at least in the context of countable Markov chains, and considerably improves known ones on, e.g., Rd under the condition that V(x)→∞ as |x|→∞. Concrete examples are provided to illustrate the main result.     

On some set-valued iteration semigroups generated by interval-valued functions

Let X be an arbitrary set. We characterize all interval-valued functions \({A:X\to 2^\mathbb{R}}\) for which a multifunction \({F:(0,\infty)\times X\to 2^X}\) of the form \({F(t,x)=A^{-}\big(A(x)+\min \{t,q-\inf A(x)\}\big)}\), where \({q=\sup A(X)}\), is an iteration semigroup. The multifunction F is the set-valued counterpart of the fundamental form of continuous iteration semigroups of single-valued functions on an interval.     

Lyapunov pairs for perturbed sweeping processes

We give a full characterization of nonsmooth Lyapunov pairs for perturbed sweeping processes under very general hypotheses. As a consequence, we provide an existence result and a criterion for weak invariance for perturbed sweeping processes. Moreover, we characterize Lyapunov pairs for gradient complementarity dynamical systems.     

Kernel estimates for a class of Kolmogorov semigroups

We prove short time pointwise upper bounds for the heat kernels of certain Kolmogorov operators. We use Lyapunov function techniques, where the Lyapunov functions depend also on the time variable. Received: 29 November 2007     

Gaussian bounds for propagators perturbed by potentials

We develop the perturbation theory for propagators, with the objective to prove Gaussian bounds. Let U be a strongly continuous propagator, i.e., a family of operators describing the solutions of a non-autonomous evolution equation, on an Lp-space, and assume that U is positive and satisfies Gaussian upper and lower bounds. Let V be a (time-dependent) potential satisfying certain Miyadera conditions with respect to U. We show that then the perturbed propagator enjoys Gaussian upper and lower bounds as well. To prepare the necessary tools, we extend the perturbation theory of strongly continuous propagators and the theory of absorption propagators.     

Smooth positive definite functions on some multiplicative semigroups

Smoothness of positive definite functions on multiplicative semigroups of the form ]−1, 1[ ^d ,d≥1, is characterized in terms of their representing measures. Some extension questions concerning functions of this type are discussed.     

The value functions of singularly perturbed time-optimal control problems in the framework of Lyapunov functions method

The Dirichlet problems for singularly perturbed Hamilton–Jacobi–Bellman equations are considered. Some impulse variables in the Hamiltonians have coefficients with a small parameter of singularity ε in denominators.The research appeals to the theory of minimax solutions to HJEs. Namely, for any ε>0, it is known that the unique lower semi-continuous minimax solution to the Dirichlet problem for HJBE coincides with the value function u^ε of a time-optimal control problem for a system with fast and slow motions.Effective sufficient conditions based on the fact are suggested for functions u^ε to converge, as ε tends to zero. The key condition is existence of a Lyapunov type function providing a convergence of singularly perturbed characteristics of HJBEs to the origin. Moreover, the convergence implies equivalence of the limit function u⁰ and the value function of an unperturbed time-optimal control problem in the reduced subspace of slow variables.     

The effect of concentrating potentials in some singularly perturbed problems

The equation with boundary Dirichlet zero data is considered in a bounded domain . Under the assumption that concentrates, as , round a manifold and that f is a superlinear function, satisfying suitable growth assumptions, the existence of multiple distinct positive solutions is proved. Received: 19 December 2000 / Accepted: 8 May 2001 / Published online: 5 September 2002     

Global existence for parabolic systems by Lyapunov functions

We present a result on the global existence of classical solutions for quasilinear parabolic systems with homogeneous Dirichlet boundary conditions in bounded domains with a smooth boundary. Our method relies on the use of Lyapunov functions.     

Kolmogorov type inequalities for norms of Riesz derivatives of multivariate functions and some applications

Let L _∞,s ¹ (? ^m ) be the space of functions f ∈ L _∞(? ^m ) such that ?f/?x _i ∈ L _s (? ^{m) for each i = 1, ...,m} . New sharp Kolmogorov type inequalities are obtained for the norms of the Riesz derivatives ∥D ^α f∥_∞ of functions f ∈ L _∞,s ¹ (? ^m ). Stechkin’s problem on approximation of unbounded operators D ^α by bounded operators on the class of functions f ∈ L _∞,s ¹ (? ^m ) such that ∥?f∥ _s ≤ 1 and the problem of optimal recovery of the operator D ^α on elements from this class given with error δ are solved.     

带干扰的一类相依风险模型

本文将古典风险模型推广为带干扰的一类相依风险模型。在此风险模型中,保单到达过程为一Pois-son过程,而索赔到达过程为保单到达过程的P-稀疏过程。利用鞅的方法得到了破产概率和Lundberg不等式。     

A spectral mapping theorem for perturbed strongly continuous semigroups

The second author was supported by a F.P.I. grant from Spanish Ministerio de Educación y Ciencia     

Weighted Hardy's inequality and the Kolmogorov equation perturbed by an inverse-square potential

In this article, we give necessary and sufficient conditions for the existence of a weak solution of a Kolmogorov equation perturbed by an inverse-square potential. More precisely, using a weighted Hardy's inequality with respect to an invariant measure μ, we show the existence of the semigroup solution of the parabolic problem corresponding to a generalized Ornstein–Uhlenbeck operator perturbed by an inverse-square potential in L ²(? ^N ,?μ). In the case of the classical Ornstein–Uhlenbeck operator we obtain nonexistence of positive exponentially bounded solutions of the parabolic problem if the coefficient of the inverse-square function is too large.     

Rates for approximation of unbounded functions by positive linear operators

Let g_a(t) and g_b(t) be two positive, strictly convex and continuously differentiable functions on an interval (a, b) (−∞ a < b ∞), and let {L_n} be a sequence of linear positive operators, each with domain containing 1, t, g_a(t), and g_b(t). If L_n(ƒ; x) converges to ƒ(x) uniformly on a compact subset of (a, b) for the test functions ƒ(t) = 1, t, g_a(t), g_b(t), then so does every ƒ ε C(a, b) satisfying ƒ(t) = O(g_a(t)) (t → a⁺) and ƒ(t) = O(g_b(t)) (t → b⁻). We estimate the convergence rate of L_nƒ in terms of the rates for the test functions and the moduli of continuity of ƒ and ƒ′.