Infinite-dimensional Langevin equations: uniqueness and rate of convergence for finite-dimensional approximations

The paper deals with the infinite-dimensional stochastic equation dX= B(t, X) dt + dW driven by a Wiener process which may also cover stochastic partial differential equations. We study a certain finite dimensional approximation of B(t, X) and give a qualitative bound for its rate of convergence to be high enough to ensure the weak uniqueness for solutions of our equation. Examples are given demonstrating the force of the new condition. Received: 6 November 1999 / Revised version: 21 August 2000 / Published online: 6 April 2001     

Existence, positivity and contractivity for quantum stochastic flows with infinite dimensional noise

Quantum stochastic differential equations of the form

Pathwise uniqueness for reflecting Brownian motion in Euclidean domains

For a bounded C ^1,α domain in ℝ ^d we show that there exists a strong solution to the multidimensional Skorokhod equation and that weak uniqueness holds for this equation. These results imply that pathwise uniqueness and strong uniqueness hold for the Skorokhod equation. Received: 3 February 1999 / Revised version: 2 September 1999 /?Published online: 11 April 2000     

On the cohomology of flows of stochastic and random differential equations

We consider the flow of a stochastic differential equation on d-dimensional Euclidean space. We show that if the Lie algebra generated by its diffusion vector fields is finite dimensional and solvable, then the flow is conjugate to the flow of a non-autonomous random differential equation, i.e. one can be transformed into the other via a random diffeomorphism of d-dimensional Euclidean space. Viewing a stochastic differential equation in this form which appears closer to the setting of ergodic theory, can be an advantage when dealing with asymptotic properties of the system. To illustrate this, we give sufficient criteria for the existence of global random attractors in terms of the random differential equation, which are applied in the case of the Duffing-van der Pol oscillator with two independent sources of noise. Received: 25 May 1999 / Revised version: 19 October 2000 / Published online: 26 April 2001     

Actions of Lie Superalgebras on Reduced Rings

In this paper, we look at the question of whether the subring of invariants is always nontrivial when a finite dimensional Hopf algebra acts on a reduced ring. Affirmative answers where given by Kharchenko for group algebras and by Beidar and Grzeszczuk for finite dimensional restricted Lie algebras. Our main result is Theorem 13 If R is a graded-reduced ring of characteristic p > 2 acted on by a finitely generated restricted K-Lie superalgebra L, then . We can then use Theorem 13 to prove Corollary 15 Let R be a reduced algebra over a field K of characteristic p > 2 acted on by a finite dimensional restricted K-Lie superalgebra L and let H = u(L)#G, where G is the group of order 2 with the natural action on L. If R ^H satisfies a polynomial identity of degree d, then R satisfies a polynomial identity of degree dN, where N is the dimension of H. Presented by Donald S. Passman.     

Monte-Carlo approximations for 2d Navier-Stokes equations with measure initial data

We are interested in proving Monte-Carlo approximations for 2d Navier-Stokes equations with initial data u ₀ belonging to the Lorentz space L ^2,∞ and such that curl u ₀ is a finite measure. Giga, Miyakawaand Osada [7] proved that a solution u exists and that u=K* curl u, where K is the Biot-Savartkernel and v = curl u is solution of a nonlinear equation in dimension one, called the vortex equation. In this paper, we approximate a solution v of this vortex equationby a stochastic interacting particlesystem and deduce a Monte-Carlo approximation for a solution of the Navier-Stokesequation. That gives in this case a pathwise proofof the vortex algorithm introducedby Chorin and consequently generalizes the works ofMarchioro-Pulvirenti [12] and Méléardv [15] obtained in the case of a vortex equation with bounded density initial data. Received: 6 October 1999 / Revised version: 15 September 2000 / Published online: 9 October 2001     

Smoothing properties of transition semigroups relative to SDEs with values in Banach spaces

In the present paper we consider the transition semigroup P _t related to some stochastic reaction-diffusion equations with the nonlinear term f having polynomial growth and satisfying some dissipativity conditions. We are proving that it has a regularizing effect in the Banach space of continuous functions , where ⊂ℝ ^d is a bounded open set. In L ²() the only result proved is the strong Feller property, for d=1. Here we are able to prove that if f∈C ^∞(ℝ) and d≤3, then for any and t>0. An important application is to the study of the ergodic properties of the system. These results are also of interest for some problem in stochastic control. Received: 20 August 1997 / Revised version: 27 May 1998     

Verifying Huppert’s Conjecture for <Superscript>2</Superscript><Emphasis Type="Italic">G</Emphasis><Subscript>2</Subscript>(<Emphasis Type="Italic">q</Emphasis><Superscript>2</Superscript>)

Let G be a finite group and cd(G) be the set of irreducible character degrees of G. Bertram Huppert conjectured that if H is a finite nonabelian simple group such that cd(G) = cd(H), then G ≅ H×A, where A is an abelian group. In this paper, we verify the conjecture for the twisted Ree groups ² G ₂(q ²) for q ² = 3^2m + 1, m ≥ 1. The argument involves verifying five steps outlined by Huppert in his arguments establishing his conjecture for many of the nonabelian simple groups.     

A note on TI-subgroups of finite groups

A subgroup H of a finite group G is called a TI-subgroup if H ∩ H ^x  = 1 or H for any x ∈ G. In this short note, the finite groups all of whose nonabelian subgroups are TI-subgroups are classified.     

On the regularity of the distribution of the maximum of one-parameter Gaussian processes

The main result in this paper states that if a one-parameter Gaussian process has C ^2k paths and satisfies a non-degeneracy condition, then the distribution of its maximum on a compact interval is of class C ^k . The methods leading to this theorem permit also to give bounds on the successive derivatives of the distribution of the maximum and to study their asymptotic behaviour as the level tends to infinity. Received: 14 May 1999 / Revised version: 18 October 1999 / Published online: 14 December 2000     

Asymptotically exact nonparametric hypothesis testing in sup-norm and at a fixed point

For the signal in Gaussian white noise model we consider the problem of testing the hypothesis H ₀ : f≡ 0, (the signal f is zero) against the nonparametric alternative H ₁ : f∈Λ_ɛ where Λ_ɛ is a set of functions on R ¹ of the form Λ_ɛ = {f : f∈?, ϕ(f) ≥ Cψ_ɛ}. Here ? is a H?lder or Sobolev class of functions, ϕ(f) is either the sup-norm of f or the value of f at a fixed point, C > 0 is a constant, ψ_ɛ is the minimax rate of testing and ɛ→ 0 is the asymptotic parameter of the model. We find exact separation constants C ^* > 0 such that a test with the given summarized asymptotic errors of first and second type is possible for C > C ^* and is not possible for C < C ^*. We propose asymptotically minimax test statistics. Received: 23 February 1998 / Revised version: 6 April 1999 / Published online: 30 March 2000     

Model selection for regression on a fixed design

We deal with the problem of estimating some unknown regression function involved in a regression framework with deterministic design points. For this end, we consider some collection of finite dimensional linear spaces (models) and the least-squares estimator built on a data driven selected model among this collection. This data driven choice is performed via the minimization of some penalized model selection criterion that generalizes on Mallows' C _p . We provide non asymptotic risk bounds for the so-defined estimator from which we deduce adaptivity properties. Our results hold under mild moment conditions on the errors. The statement and the use of a new moment inequality for empirical processes is at the heart of the techniques involved in our approach. Received: 2 July 1997 / Revised version: 20 September 1999 / Published online: 6 July 2000     

Probabilistic approach to the strong Feller property

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     

Stable windings on hyperbolic surfaces

Let ℳ be a geometrically finite hyperbolic surface with infinite volume, having at least one cusp. We obtain the limit law under the Patterson-Sullivan measure on T ¹ℳ of the windings of the geodesics of ℳ around the cusps. This limit law is stable with parameter 2δ− 1, where δ is the Hausdorff dimension of the limit set of the subgroup Γ of M?bius isometries associated with ℳ. The normalization is t ^{−1/(2δ−1)}, for geodesics of length t. Our method relies on a precise comparison between geodesics and diffusion paths, for which we need to approach the Patterson-Sullivan measure mentioned above by measures that are regular along the stable leaves. Received: 8 October 1999 / Revised version: 2 June 2000 / Published online: 21 December 2000     

A general non-convex large deviation result with applications to stochastic equations

We prove an abstract large deviation result for a sequence of random elements of a vector space satisfying an “abstract exponential martingale condition”. The framework naturally generates non-convex rate functions. We apply the result to solutions of It? stochastic equations in R ^d driven by Brownian motion and a Poisson random measure. Received: 23 June 1999 / Revised version: 17 February 2000 / Published online: 22 November 2000     

Stochastic differential equations for Dirichlet processes

We consider the stochastic differential equation dX _t = a(X _t )dW _t + b(X _t )dt, where W is a one-dimensional Brownian motion. We formulate the notion of solution and prove strong existence and pathwise uniqueness results when a is in C ^1/2 and b is only a generalized function, for example,the distributional derivative of a H?lder function or of a function of bounded variation. When b = aa′, that is, when the generator of the SDE is the divergence form operator ℒ = , a result on non-existence of a strong solution and non-pathwise uniqueness is given as well as a result which characterizes when a solution is a semimartingale or not. We also consider extensions of the notion of Stratonovich integral. Received: 23 February 2000 / Revised version: 22 January 2001 / Published online: 23 August 2001     

Spherical Harmonic Analysis on Buildings of Type à n

 To any locally finite thick building of type there is naturally associated a commutative algebra of operators. When is constructed from a local field F with local ring , and , then is isomorphic to the convolution algebra of compactly supported bi-K-invariant functions on PGL(n+1,F). We give a proof, valid for any , that the multiplicative functionals on may all be expressed in terms of Hall–Littlewood polynomials. Regarding as a subalgebra of the C ^*-algebra of bounded operators on the space of square summable functions on the vertex set of , we find the spectrum of the C ^*-algebra , the closure of . This generalizes results obtained in [3] when n = 1 and in [5] when n = 2. (Received 26 June 2000; in revised form 21 February 2001)     

Diffusive scaling of the spectral gap for the dilute Ising lattice-gas dynamics below the percolation threshold

We consider a conservative stochastic lattice-gas dynamics reversible with respect to the canonical Gibbs measure of the bond dilute Ising model on ℤ ^d at inverse temperature β. When the bond dilution density p is below the percolation threshold we prove that for any particle density and any β, with probability one, the spectral gap of the generator of the dyamics in a box of side L centered at the origin scales like L ⁻². Such an estimate is then used to prove a decay to equilibrium for local functions of the form where ε is positive and arbitrarily small and α = ? for d = 1, α=1 for d≥2. In particular our result shows that, contrary to what happes for the Glauber dynamics, there is no dynamical phase transition when β crosses the critical value β _c of the pure system. Received: 10 April 2000 / Revised version: 23 October 2000 / Published online: 5 June 2001     

Frames and their associated $\emph{H}_{{\kern-2pt}\emph{F}}^{\emph{p}}$-subspaces

Given a frame F = {f _j } for a separable Hilbert space H, we introduce the linear subspace H^p_FH^{p}_{F} of H consisting of elements whose frame coefficient sequences belong to the ℓ ^p -space, where 1 ≤ p < 2. Our focus is on the general theory of these spaces, and we investigate different aspects of these spaces in relation to reconstructions, p-frames, realizations and dilations. In particular we show that for closed linear subspaces of H, only finite dimensional ones can be realized as H^p_FH^{p}_{F}-spaces for some frame F. We also prove that with a mild decay condition on the frame F the frame expansion of any element in H_F^pH_{F}^{p} converges in both the Hilbert space norm and the ||·|| _{F, p} -norm which is induced by the ℓ ^p -norm.     

The Stochastic Wave Equation with Multiplicative Fractional Noise: A Malliavin Calculus Approach

We consider the stochastic wave equation with multiplicative noise, which is fractional in time with index H > 1/2, and has a homogeneous spatial covariance structure given by the Riesz kernel of order α. The solution is interpreted using the Skorohod integral. We show that the sufficient condition for the existence of the solution is α > d − 2, which coincides with the condition obtained in Dalang (Electr J Probab 4(6):29, 1999), when the noise is white in time. Under this condition, we obtain estimates for the p-th moments of the solution, we deduce its H?lder continuity, and we show that the solution is Malliavin differentiable of any order. When d ≤ 2, we prove that the first-order Malliavin derivative of the solution satisfies a certain integral equation.