Vector-valued Modulation Spaces and Localization Operators with Operator-valued Symbols

We study the short-time Fourier transformation, modulation spaces, Gabor representations and time-frequency localization operators, for functions and tempered distributions that have as range space a Banach or a Hilbert space. In the Banach space case the theory of modulation spaces contains some modifications of the scalar-valued theory, depending on the Banach space. In the Hilbert space case the modulation spaces have properties similar to the scalar-valued case and the Gabor frame theory essentially works. For localization operators in this context symbols are operator-valued. We generalize two results from the scalar-valued theory on continuity on certain modulation spaces when the symbol belongs to an L^p,q space and M^∞, respectively. The first result is true for any Banach space as range space, and the second result is true for any Hilbert space as range space.     

The Wiener integral with respect to second order processes with stationary increments

We prove that for any second order stochastic process X with stationary increments with continuous paths and continuous variance function, there exists a tempered measure μ (for which we give an explicit expression) related with the domain of the Wiener integral with respect to X as follows: the space of tempered distributions f such that the Fourier transform of f is square integrable with respect to μ is always a dense subset of the domain of the Wiener integral. Moreover, we provide sufficient conditions on μ in order that the domain of the integral is exactly this space of distributions. We apply our results to the fractional Brownian motion. In particular, it is proved that the domain of the Wiener integral with respect to the fractional Brownian motion with Hurst parameter H>1/2 contains distributions that are not given by locally integrable functions, this fact was suggested by Pipiras and Taqqu (2000) in [5]. We have also considered the example of the process given by Ornstein and Uhlenbeck as a model for the position of a Brownian particle.     

Multiresolution expansion, approximation order and quasiasymptotic behavior of tempered distributions

Multiresolution analysis of tempered distributions is studied through multiresolution analysis on the corresponding test function spaces Sr(R), r∈N₀. For a function h, which is smooth enough and of appropriate decay, it is shown that the derivatives of its projections to the corresponding spaces Vj, j∈Z, in a regular multiresolution analysis of L²(R), denoted by hj, multiplied by a polynomial weight converge in sup norm, i.e., hj→h in Sr(R) as j→∞. Analogous result for tempered distributions is obtained by duality arguments. The analysis of the approximation order of the projection operator within the framework of the theory of shift-invariant spaces gives a further refinement of the results. The order of approximation is measured with respect to the corresponding space of test functions. As an application, we give Abelian and Tauberian type theorems concerning the quasiasymptotic behavior of a tempered distribution at infinity.     

An evolution equation in phase space and the Weyl correspondence

The Weyl correspondence that associates a quantum-mechanical operator to a Hamiltonian function on phase space is defined for all tempered distributions on R². The resulting Weyl operators are shown to include most Schroedinger operators for a system with one degree of freedom. For each tempered distribution, an evolution equation in phase space is defined that is formally equivalent to the dynamics of the Heisenberg picture. The evolution equation is studied both through a separation of variables technique that expresses the evolution operator as the difference of two Weyl operators and through the geometric properties of the distribution. For real tempered distributions with compact support the evolution equation has a unique solution if and only if the Weyl equation does. The evolution operator has skew-adjoint extensions that solve the evolution equation if the distribution satisfies an orthogonal symmetry condition.     

Wavelet expansions and asymptotic behavior of distributions

We develop a distribution wavelet expansion theory for the space of highly time-frequency localized test functions over the real line S₀(R)⊂S(R) and its dual space , namely, the quotient of the space of tempered distributions modulo polynomials. We prove that the wavelet expansions of tempered distributions converge in . A characterization of boundedness and convergence in is obtained in terms of wavelet coefficients. Our results are then applied to study local and non-local asymptotic properties of Schwartz distributions via wavelet expansions. We provide Abelian and Tauberian type results relating the asymptotic behavior of tempered distributions with the asymptotics of wavelet coefficients.     

Holomorphic Sobolev spaces, Hermite and special Hermite semigroups and a Paley-Wiener theorem for the windowed Fourier transform

The images of Hermite and Laguerre-Sobolev spaces under the Hermite and special Hermite semigroups (respectively) are characterized. These are used to characterize the image of Schwartz class of rapidly decreasing functions f on Rn and Cn under these semigroups. The image of the space of tempered distributions is also considered and a Paley-Wiener theorem for the windowed (short-time) Fourier transform is proved.     

Probabilistic solution of the American options

The existence and uniqueness of probabilistic solutions of variational inequalities for the general American options are proved under the hypothesis of hypoellipticity of the infinitesimal generator of the underlying diffusion process which represents the risky assets of the stock market with which the option is created. The main tool is an extension of the Itô formula which is valid for the tempered distributions on Rd and for nondegenerate Itô processes in the sense of the Malliavin calculus.     

Systems with distributions and viability theorem

The approach to the consideration of the ordinary differential equations with distributions in the classical space D^′ of distributions with continuous test functions has certain insufficiencies: the notations are incorrect from the point of view of distribution theory, the right-hand side has to satisfy the restrictive conditions of equality type. In the present paper we consider an initial value problem for the ordinary differential equation with distributions in the space of distributions with dynamic test functions T^′, where the continuous operation of multiplication of distributions by discontinuous functions is defined [V. Derr, D. Kinzebulatov, Distributions with dynamic test functions and multiplication by discontinuous functions, preprint, arXiv: math.CA/0603351, 2006], and show that this approach does not have the aforementioned insufficiencies. We provide the sufficient conditions for viability of solutions of the ordinary differential equations with distributions (a generalization of the Nagumo Theorem), and show that the consideration of the distributional (impulse) controls in the problem of avoidance of encounters with the set (the maximal viability time problem) allows us to provide for the existence of solution, which may not exist for the ordinary controls.     

Micropolar fluid system in a space of distributions and large time behavior

We analyze the well-posedness of the initial value problem for the generalized micropolar fluid system in a space of tempered distributions and also prove the existence of the stationary solutions. The asymptotic stability of solutions is showed in this space, and as a consequence, a criterium for vanishing small perturbations of initial data (stationary solution) at large time is obtained. A fast decay of the solutions is obtained when we assume more regularity on the initial data.     

Structural theorems for quasiasymptotics of distributions at the origin

An open question concerning the quasiasymptotic behavior of distributions at the origin is solved. The question is the following: Suppose that a tempered distribution has quasiasymptotic at the origin in S ′(?), then the tempered distribution has quasiasymptotic in D ′(?), does the converse implication hold? The second purpose of this article is to give complete structural theorems for quasiasymptotics at the origin. For this purpose, asymptotically homogeneous functions with respect to slowly varying functions are introduced and analyzed (© 2009 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

On covariant functions and distributions under the action of a compact group

Let G be a compact subgroup of GLn(R) acting linearly on a finite dimensional complex vector space E. B. Malgrange has shown that the space C^∞G(Rn,E) of C^∞ and G-covariant functions is a finite module over the ring C^∞G(Rn) of C^∞ and G-invariant functions. First, we generalize this result for the Schwartz space SG(Rn,E) of G-covariant functions. Secondly, we prove that any G-covariant distribution can be decomposed into a sum of G-invariant distributions multiplied with a fixed family of G-covariant polynomials. This gives a generalization of an Oksak result proved in [4].     

H−C Maps and elliptic SPDEs with polynomial and exponential perturbations of Nelson's Euclidean free field

Elliptic stochastic partial differential equations (SPDE) with polynomial and exponential perturbation terms defined in terms of Nelson's Euclidean free field on R^d are studied using results by S. Kusuoka and A.S. Üstünel and M. Zakai concerning transformation of measures on abstract Wiener space. SPDEs of this type arise, in particular, in (Euclidean) quantum field theory with interactions of the polynomial or exponential type. The probability laws of the solutions of such SPDEs are given by Girsanov probability measures, that are non-linearly transformed measures of the probability law of Nelson's free field defined on subspaces of Schwartz space of tempered distributions.     

Generalized Weyl correspondence and Moyal multiplier algebras

We show that the Weyl correspondence and the concept of a Moyal multiplier can be naturally extended to generalized function classes that are larger than the class of tempered distributions. This generalization is motivated by possible applications to noncommutative quantum field theory. We prove that under reasonable restrictions on the test function space E ? L², any operator in L² with a domain E and continuous in the topologies of E and L² has a Weyl symbol, which is defined as a generalized function on the Wigner-Moyal transform of the projective tensor square of E. We also give an exact characterization of the Weyl transforms of the Moyal multipliers for the Gel??fand-Shilov spaces S _?? ^?? .     

Numerical method for solving diffusion-wave phenomena

We find solutions for the diffusion-wave problem in 1D with n-term time fractional derivatives whose orders belong to the intervals (0,1),(1,2) and (0,2) respectively, using the method of the approximation of the convolution by Laguerre polynomials in the space of tempered distributions. This method transfers the diffusion-wave problem into the corresponding infinite system of linear algebraic equations through the coefficients, which are uniquely solvable under some relations between the coefficients with index zero.The method is applicable for nonlinear problems too.     

Generalized renewal sequences and infinitely divisible lattice distributions

We introduce an increasing set of classes Γ_a (0?α?1) of infinitely divisible (i.d.) distributions on {0,1,2,…}, such that Γ₀ is the set of all compound-geometric distributions and Γ₁ the set of all compound-Poisson distributions, i.e. the set of all i.d. distributions on the non-negative integers. These classes are defined by recursion relations similar to those introduced by Katti [4] for Γ₁ and by Steutel [7] for Γ₀. These relations can be regarded as generalizations of those defining the so-called renewal sequences (cf. [5] and [2]). Several properties of i.d. distributions now appear as special cases of properties of the Γ_a'.     

Local dependence functions for some families of bivariate distributions and total positivity

The purpose of this paper is to investigate a very useful application of a certain local dependence function γ_f(x,y), which was considered recently by Holland and Wang [20]. An interesting property of γ_f(x,y) is that the underlying joint density f(x,y) is TP₂ (that is, totally positive of order 2) if and only if . This gives an elegant way to investigate the TP₂ property of any bivariate distribution. For the Saramanov family, the Ali-Mikhail-Haq family of bivariate distributions and the family of bivariate elliptical distributions, we derive the local dependence function and obtain conditions for f(x,y) to be TP₂. These families are quite rich and include many other large classes of bivariate distributions as their special cases. Similar conditions are obtained for bivariate distributions with exponential conditionals and bivariate distributions with Pareto conditionals.     

On the Distribution Behaviour of Sequences

This paper presents results concerning those sets of finite Borel measures μ on a locally compact Hausdorff space X with countable topological base which can be represented as the set of limit distributions of some sequence. They arc characterized by being nonanpty, closed, connected and containing only measures μ with μ(X) = 1 (if X is compact) or 0 ≤ μ(X) ≤ 1 (if X is not compact). Any set with this properties can be obtained as the set of limit distributions of a sequence even by rearranging an arbitrarily given sequence which is dense in the sense that the set of accumulation points is the whole space X. The typical case (in the sense of Baire categories) is that a sequence takes as limit distributions all possible measures of this kind. This gives new aspects for the recent theory of maldistribukd sequences.     

The stability of Cauchy equations in the space of Schwartz distributions

We reformulate the stability theorem of D.H. Hyers in the Schwartz tempered distributions and prove that every ?-additive tempered distribution can be approximated by a linear function. We also consider the superstability of the Cauchy equation f(x+y)=f(x)f(y).     

Parameter dependence of solutions of differential equations on spaces of distributions and the splitting of short exact sequences

We show that a linear partial differential operator with constant coefficients P(D) is surjective on the space of E-valued (ultra-)distributions over an arbitrary convex set if E^′ is a nuclear Fréchet space with property (DN). In particular, this holds if E is isomorphic to the space of tempered distributions S^′ or to the space of germs of holomorphic functions over a one-point set H({0}). This result has an interpretation in terms of solving the scalar equation P(D)u=f such that the solution u depends on parameter whenever the right-hand side f also depends on the parameter in the same way. A suitable analogue for surjective convolution operators over is obtained as well. To get the above results we develop a splitting theory for short exact sequences of the form

0XYZ0,