本刊英文版Vol.30(2014),No.2论文摘要

<正>Subordination in the Sense of Bochner of L~p-semigroups and Associated Markov Processes Oana LUPASCU Abstract We show that the subordination induced by a convolution semigroup(subordination in the sense of Bochner)of a C_0-semigroup of sub-Markovian operators on an L~p space is actually associated to the subordination of a right(Markov)process.As a consequence,we solve the martingale problem associate with the Lp-infinitesimal generator of the subordinate semigroup.We also prove quasi continuity properties for the elements of the domain of the     

Algebra properties for Sobolev spaces — applications to semilinear PDEs on manifolds

In this work, we aim to prove algebra properties for generalized Sobolev spaces W ^s,p ?? L ^?? on a Riemannian manifold (or more general homogeneous type space as graphs), where W ^s,p is of Bessel-type W ^s,p := (1+L)^?s/m (L ^p ) with an operator L generating a heat semigroup satisfying off-diagonal decays. We do not require any assumption on the gradient of the semigroup. Instead, we propose two different approaches (one by paraproducts associated to the heat semigroup and another one using functionals). We also study the action of nonlinearities on these spaces and give applications to semi-linear PDEs. These results are new on Riemannian manifolds (with a non-bounded geometry) and even in euclidean space for Sobolev spaces associated to second order uniformly elliptic operators in divergence form.     

Upper Bound Estimates of the Cramér Functionals for Markov Processes

We prove that the Cramér functional of a Markov process can be controlled by a function of an integral functional if the transition semigroup is uniformly integrable in L ^p . As an application of this result, a general large deviation upper bound is obtained. Then, the notation of F-Sobolev inequality is extended to general Markov processes by replacing the Dirichlet form with the Donsker–Varadhan entropy. As the other application, it is proved that the uniform integrability of a transition semigroup implies a F-Sobolev inequality.     

Quantum extensions of semigroups generated by Bessel processes

We construct a quantum extension of the Markov semigroup of the classical Bessel process of orderv≥1 to the noncommutative von Neumann algebra ß(L ²(0, +∞)) of bounded operators onL ²(0, +∞).     

Finite-dimensional approximations for the equation of nonlinear filtering derived in mild form

The Zakai equation for the unnormalized conditional density is derived as a mild stochastic bilinear differential equation on a suitableL ² space. It is assumed that the Markov semigroup corresponding to the state process isC ₀ on such space. This allows the establishment of the existence and uniqueness of the solution by means of general theorems on stochastic differential equations in Hilbert space. Moreover, an easy treatment of convergence conditions can be given for a general class of finite-dimensional approximations, including Galerkin schemes. This is done by using a general continuity result for the solution of a mild stochastic bilinear differential equation on a Hilbert space with respect to the semigroup, the forcing operator, and the initial state, within a suitable topology.     

Continuity properties of Markov semigroups and their restrictions to invariant <Emphasis Type="Italic">L</Emphasis><Superscript>1</Superscript>-spaces

We consider Markov semigroups on the cone of positive finite measures on a complete separable metric space. Such a semigroup extends to a semigroup of linear operators on the vector space of measures that typically fails to be strongly continuous for the total variation norm. First we characterise when the restriction of a Markov semigroup to an invariant L ¹-space is strongly continuous. Aided by this result we provide several characterisations of the subspace of strong continuity for the total variation norm. We prove that this subspace is a projection band in the Banach lattice of finite measures, and consequently obtain a direct sum decomposition.     

Littlewood–Paley and Spectral Multipliers on Weighted L p Spaces

Let L be a non-negative self-adjoint operator acting on L ²(X), where X is a space of homogeneous type. Assume that L generates a holomorphic semigroup e ^?tL whose kernel p _t (x,y) has a Gaussian upper bound but there is no assumption on the regularity in variables x and y. In this article we study weighted L ^p -norm inequalities for spectral multipliers of L. We show that a weighted Hörmander-type spectral multiplier theorem follows from weighted L ^p -norm inequalities for the Lusin and Littlewood–Paley functions, Gaussian heat kernel bounds, and appropriate L ² estimates of the kernels of the spectral multipliers.     

Vector-valued Littlewood-Paley-Stein theory for semigroups

We develop a generalized Littlewood-Paley theory for semigroups acting on L^p-spaces of functions with values in uniformly convex or smooth Banach spaces. We characterize, in the vector-valued setting, the validity of the one-sided inequalities concerning the generalized Littlewood-Paley-Stein g-function associated with a subordinated Poisson symmetric diffusion semigroup by the martingale cotype and type properties of the underlying Banach space. We show that in the case of the usual Poisson semigroup and the Poisson semigroup subordinated to the Ornstein-Uhlenbeck semigroup on Rⁿ, this general theory becomes more satisfactory (and easier to be handled) in virtue of the theory of vector-valued Calderón-Zygmund singular integral operators.     

A Large Deviation Principle for Symmetric Markov Processes with Feynman–Kac Functional

We establish a large deviation principle for the occupation distribution of a symmetric Markov process with Feynman–Kac functional. As an application, we show the L ^p -independence of the spectral bounds of a Feynman–Kac semigroup. In particular, we consider one-dimensional diffusion processes and show that if no boundaries are natural in Feller’s boundary classification, the L ^p -independence holds, and if one of the boundaries is natural, the L ^p -independence holds if and only if the L ²-spectral bound is non-positive.     

Construction of a unique self-adjoint generator for a symmetric local semigroup

A definition is given of a symmetric local semigroup of (unbounded) operators P(t) (0 ? t ? T for some T > 0) on a Hilbert space $\text{H}$, such that P(t) is eventually densely defined as t → 0. It is shown that there exists a unique (unbounded below) self-adjoint operator H on $\text{H}$ such that P(t) is a restriction of e^?tH. As an application it is proven that H₀ + V is essentially self-adjoint, where e^?tH₀ is an L^p-contractive semigroup and V is multiplication by a real measurable function such that V ∈ L^{2 + ε} and e^?δV ∈ L¹ for some ε, δ > 0.     

The Uniqueness Problem for Subordinate Resolvents with Potential Theoretical Methods

We present an analytic version of the following uniqueness problem for Markov processes: if two subprocesses of a given transient, Borel right process have the same excessive functions then they coincide. Our treatment is given in terms of subordinate sub-Markovian resolvents of kernels in the sense of P. A. Mayer and uses essentially the subordination operators introduced by G. Mokobodzki.      

Substochastic semigroups and densities of piecewise deterministic Markov processes

Necessary and sufficient conditions are given for a substochastic semigroup on L¹ obtained through the Kato-Voigt perturbation theorem to be either stochastic or strongly stable. We show how such semigroups are related to piecewise deterministic Markov process, provide a probabilistic interpretation of our results, and apply them to fragmentation equations.     

Right Markov Processes and Systems of Semilinear Equations with Measure Data

In the paper we prove the existence of probabilistic solutions to systems of the form ?Au = F(x, u) + μ, where F satisfies a generalized sign condition and μ is a smooth measure. As for A we assume that it is a generator of a Markov semigroup determined by a right Markov process whose resolvent is order compact on L¹. This class includes local and nonlocal operators corresponding to Dirichlet forms as well as some operators which are not in the variational form. To study the problem we introduce new concept of compactness property relating the underlying Markov process to almost everywhere convergence. We prove some useful properties of the compactness property and provide its characterization in terms of Meyer’s property (L) of Markov processes and in terms of order compactness of the associated resolvent.     

A family of <Emphasis Type="Italic">L</Emphasis><Superscript>2</Superscript>-spaces associated to the jumps of a Markov process

Given the (canonical) Markov process associated with a sufficiently general semigroup (P _t ), we establish a result concerning the uniform completeness of a family of L ²-spaces naturally associated with the jumps of the process. An application of this result is presented.     

Noyaux de la chaleur et estimations mixtes Lp — Lq optimales: le cas non autonome

Consider the non-autonomous initial value problem u′(t) + A(t)u(t) = f(t), u(0) = 0, where −A(t) is for each t [0,T], the generator of a bounded analytic semigroup on L²(Ω). We prove maximal L^p — L^q a priori estimates for the solution of the above equation provided the semigroups T_t are associated to kernels which satisfies an upper Gaussian bound and A(t), t [0, T] fulfills a Acquistapace-Terreni commutator condition.     

Starlikeness and subordination properties of a linear operator

In this paper, we introduce a new class of p-valent analytic functions defined by using a linear operator L_k^α. For functions in this class H_k^α(p,λh) we estimate the coefficients. Furthermore, some subordination properties related to the operator L_k^α are also derived.     

Standard triangularization of semigroups of non-negative operators

We show that, under mild conditions, a semigroup of non-negative operators on L^p(X,μ) (for 1?p<∞) of the form scalar plus compact is triangularizable via standard subspaces if and only if each operator in the semigroup is individually triangularizable via standard subspaces. Also, in the case of operators of the form identity plus trace class we show that triangularizability via standard subspaces is equivalent to the submultiplicativity of a certain function on the semigroup.     

Perturbation theory for convolution semigroups

We deal with convolution semigroups (not necessarily symmetric) in Lp(RN) and provide a general perturbation theory of their generators by indefinite singular potentials. Such semigroups arise in the theory of Lévy processes and cover many examples such as Gaussian semigroups, α-stable semigroups, relativistic Schrödinger semigroups, etc. We give new generation theorems and Feynman-Kac formulas. In particular, by using weak compactness methods in L¹, we enlarge the extended Kato class potentials used in the theory of Markov processes. In L² setting, Dirichlet form-perturbation theory is finely related to L¹-theory and the extended Kato class measures is also enlarged. Finally, various perturbation problems for subordinate semigroups are considered.