On the Maximum of a Brownian Motion and Its Location

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The Cameron–Martin Theorem for (p-)Slepian Processes

We show a Cameron–Martin theorem for Slepian processes \(W_t:=\frac{1}{\sqrt{p}}(B_t-B_{t-p}), t\in [p,1]\), where \(p\ge \frac{1}{2}\) and \(B_s\) is Brownian motion. More exactly, we determine the class of functions \(F\) for which a density of \(F(t)+W_t\) with respect to \(W_t\) exists. Moreover, we prove an explicit formula for this density. p-Slepian processes are closely related to Slepian processes. p-Slepian processes play a prominent role among others in scan statistics and in testing for parameter constancy when data are taken from a moving window.     

A Fefferman–Phong Type Inequality and Applications to Quasilinear Subelliptic Equations

We establish a nonlocal generalization of a well-known inequality by C. Fefferman and D. H. Phong

On a Theorem of Drasin

D. Drasin in 1969 proved that a family of holomorphic functions is normal ifevery function in the family satisfies f' - af~3≠b, where a and b are two complexnumbers and a≠0. Now, we obtain two improvements of this criterion. Theorem 1 A family {f} of holomorphic functions is normal if every functionin {f} satisfies     

On a Theorem of Milin

Let S be class of functions f(z)=z a_2 z~2 … analytic and univalent in the unit disk D, and let 1.M.Milin proved that Theorem A. If f∈S and then where d_o(h)=1and In fact,the result is deduced from Milan′s Tauberian Theorem. Here     

On the General Taylor Theorem and its Applications in Solving Non-lin-ear Problems

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A Stone–Weierstrass Type Theorem for an Unstructured Set – with Applications

A general version of the Stone–Weierstrass theorem is presented – one which involves no structure on the domain set of the real valued functions. This theorem is similar to the Stone–Weierstrass theorem which appears in the book by Gillman and Jerison, but instead of involving the concept of stationary sets the one presented here involves stationary filters. As a corollary to our results we obtain Nel's theorem of Stone–Weierstrass type for an arbitrary topological space. Finally, an application is made to the setting of Cauchy spaces.     

On the Asymptotic Behavior of the Storage Process Fed by a Markov Modulated Brownian Motion

Consider a storage model fed by a Markov modulated Brownian motion. We prove that the stationary distribution of the model exits and that the running maximum of the storage process over the interval [0, t] grows asymptotically like log t as t→∞.     

Weinstein–Sobolev Spaces of Exponential Type and Applications

In this paper, we introduce and study the Sobolev spaces of exponential type associated with the Weinstein operator, via some elements of harmonic analysis related to this operator. In particular, some properties, including completeness and imbedding theorem, are proved. Finally, using the theory of reproducing kernels, some applications are given for these spaces.     

An Abstract Critical Point Theorem and Applications

In this paper,we prove a following critical point theorem by using linkmethod in [1]. Theorem 1.1. Let X be a real Banach space,X_1,X_2 be subspaces of X.X=X_1+X_2 and dim X_2=m<+∞,f(x)∈ C~1(X,R)satisfies Palais-Smale conditionand following three conditions: i)There exist ρ>0,β>a such that f|βρηx_1≥β, ii)There exist e∈β_R∩X_1,R>ρ such that     

On a Non-linear Open Mapping Theorem

Let c be a positive number.A continuous linear map F from a Banachspace X into a Banach space Y is said to be c-open if Y_1 F(X_c)where Y_1denotes the closed unit ball in Y and X_c the closed ball in X with centre at ori-gin and radius c.This is equivalent to require that the equation F_x=y has a so-lution x with ||x||≤||y|| whenever y∈Y. F is c-open for some c>0 if and only ifit is an open map.In this note we concern with a non-linear situation.Thus let     

From Brownian-Time Brownian Sheet to a Fourth Order and a Kuramoto–Sivashinsky-Variant Interacting PDEs Systems

In this paper a bisexual Galton–Watson branching process allowing the immigration of mating units is introduced and its limit behaviour is investigated. For the supercritical case, i.e., asymptotic growth rate greater than one, necessary and sufficient conditions for the almost sure and L ¹ convergence of the suitably normed underlying sequences are given.

     

On Explicit Bounds in Picard's Theorem and Schottky's Theorem

Let λ(τ)be the elliptic function.We define the function t∶(0,∞);→(0,∞) byλ(1 it(α))=-α.The functiorl t(α)is a decreasing functiorl of a with t(1)= 1.In the following we need the function g(a)=ae~(πt).Let S denote the class of functions which are analytic in the unit disc D and omit 0 and 1.Schottky's theorem asserts the existence of a function K(α,γ)sueh that     

Erratum to “On a Classical Theorem on the Diameter and Minimum Degree of a Graph”

The original version of the article was published in[1]. Unfortunately, the original version of this article contains a mistake:in Theorem 6.2 appears that β(n, Δ)=(n-Δ+5)/4 but the correct statement is β(n, Δ)=(n-Δ+4)/4. In this erratum we correct the theorem and give the correct proof.     

Fractional Brownian Motion and Sheet as White Noise Functionals

In this short note, we show that it is more natural to look the fractional Brownian motion as functionals of the standard white noises, and the fractional white noise calculus developed by Hu and Фksendal follows directly from the classical white noise functional calculus. As examples we prove that the fractional Girsanov formula, the Ito type integrals and the fractional Black-Scholes formula are easy consequences of their classical counterparts. An extension to the fractional Brownian sheet is also briefly discussed.     

On Fixed Point Index of a Gradient Operator and Applications

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On a Lemma of Erdos et al and Its Applications

In 1943, Erdos stated a famous result concerning interpolatory polynomials,but no proof given. Since this theorem is a fundamental and frequently quoted resultof the theory of interpolation, Erdos et al. published a proof in[2] (1989) recently.Three deep lemmas have been established in [2] in order to give this proof. However,we found that the proof of lemma 2 of [2] is not correct. The main purpose of this