Index of exponential growth for a class of stochastic semigroups

We consider finite-dimensional homogeneous stochastic semigroups X _s ^t , 0 s t < assuming values in the space of real square matrices. For stochastic semigroups assuming values in the class of upper triangular matrices we compute the index of exponential growth , where · is the operator norm of a matrix. The answer is given in terms of the characteristic Y_t of the generating process Y_t of the semigroup X_s ^t:x=–(1/2), where is the smallest eigenvalue of the matrix B which defines the characteristic Y_t=Bt.Translated from Teoriya Sluchainykh Protsessov, No. 16, pp. 78–84, 1988.     

Algorithmic recognition of identities in one class of finitely defined semigroups

Translated from Matematicheskie Zametki, Vol. 48, No. 1, pp. 138–145, July, 1990.     

Asymptotic behavior of a class of stochastic semigroups in the Bernoulli scheme

A family of subalgebras describing the space of complex-valued 2×2 matrices is selected. In this space, a stochastic semigroupY _n =X _n X _–1 ...X ₁,n= , is considered, where {X_i, i= } are independent equally distributed random matrices taking two values. For a stochastic semigroupY _n , whose phase space belongs to one of the subalgebras, the index of exponential growth is determined explicitly.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 45, No. 11, pp. 1580–1584, November, 1993.     

Infinitesimal generators associated with semigroups of linear fractional maps

We characterize the infinitesimal generator of a semigroup of linear fractional self-maps of the unit ball in ℂⁿ, n ≥ 1. For the case n = 1, we also completely describe the associated Koenigs function and solve the embedding problem from a dynamical point of view, proving (among other things) that a generic semigroup of holomorphic self-maps of the unit disc is a semigroup of linear fractional maps if and only if it contains a linear fractional map for some positive time. Partially supported by the Ministerio de Ciencia y Tecnología and the European Union (FEDER) project BFM2003-07294-C02-02 and by La Consejería de Educación y Ciencia de la Junta de Andalucía.     

Solution of one class of systems of stochastic differential equations

In this paper we prove that instead of solving a class of systems of stochastic differential equations with a multidimensional Wiener process one can solve a system of total differential equations. The latter system admits an application of classical methods. This fact enables one to solve the initial system explicitly.     

Ergodicity of transition semigroups for stochastic fast diffusion equations

In this paper, we first show the uniqueness of invariant measures for the stochastic fast diffusion equation, which follows from an obtained new decay estimate. Then we establish the Harnack inequality for the stochastic fast diffusion equation with nonlinear perturbation in the drift and derive the heat kernel estimate and ultrabounded property for the associated transition semigroup. Moreover, the exponential ergodicity and the existence of a spectral gap are also investigated.     

Infinitesimal methods in control theory: Deterministic and stochastic

In Part I, methods of nonstandard analysis are applied to deterministic control theory, extending earlier work of the author. Results established include compactness of relaxed controls, continuity of solution and cost as functions of the controls, and existence of optimal controls. In Part II, the methods are extended to obtain similar results for partially observed stochastic control. Systems considered take the form:where the feedback control u depends on information from a digital read-out of the observation process y. The noise in the state equation is controlled along with the drift. Similar methods are applied to a Markov system in the final section.     

A generating process for the Trotter product of stochastic semigroups

We find the form of the generating processW _t for the Trotter productX _s ^t Z _s ^t of stochastic semigroups:W _t =Y _t +V _t +[Y, V] _t , whereY _t andV _t are generating processes of the semigroupsX _s ^t andZ _s ^t respectively and [Y, V] _t is their mutual quadratic variation.Translated fromTeoriya Sluchaínykh Protsessov, Vol. 14, pp. 94–96, 1986.     

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