Factorizing operators on Banach function spaces through spaces of multiplication operators

In order to extend the theory of optimal domains for continuous operators on a Banach function space X(μ) over a finite measure μ, we consider operators T satisfying other type of inequalities than the one given by the continuity which occur in several well-known factorization theorems (for instance, Pisier Factorization Theorem through Lorentz spaces, pth-power factorable operators …). We prove that such a T factorizes through a space of multiplication operators which can be understood in a certain sense as the optimal domain for T. Our extended optimal domain technique does not need necessarily the equivalence between μ and the measure defined by the operator T and, by using δ-rings, μ is allowed to be infinite. Classical and new examples and applications of our results are also given, including some new results on the Hardy operator and a factorization theorem through Hilbert spaces.     

Sequences of vectors that are orbits of operators

This paper characterizes sequences of vectors that are the orbits of a linear operator and sequences of vectors in a Hilbert space that are orbits of a unitary operator. The latter is applied to time series. Sequences of vectors in a Hilbert space that generalize random walks are also shown to be the orbits of a bounded linear operator.     

Characterizing properties of the value function of stochastic games

In the present note, the axiomatic characterization of the value function of two-person, zero-sum games in normal form by Vilkas and Tijs is extended to the value function of discounted, two-person, zero-sum stochastic games. The characterizing axioms can be indicated by the following terms: objectivity, monotony, and sufficiency for both players; or sufficiency for one of the players and symmetry. Also, a characterization without using the monotony axiom is given.     

Approximate controllability of a fractional stochastic partial integro-differential systems via noncompact operators

Objective: in this article, we discuss the approximate controllability problems of a new class of fractional impulsive stochastic partial integro-differential systems in separable Hilbert spaces. Methods: by applying the fractional calculus, the measure of noncompactness, properties of fractional resolvent operators and fixed point theorems. Results: we prove our main results without the hypotheses of compactness on the operator generated by the linear part of systems. Instead we suppose that the nonlinear term only satisfies a weakly compactness condition. Conclusion: the approximate controllability for the control systems with noncompact operators is established. Finally, an example is given for the illustration of the obtained theoretical results.     

Time inhomogeneous Stochastic Differential Equations involving the local time of the unknown process,and associated parabolic operators

In this paper we study time inhomogeneous versions of one-dimensional Stochastic Differential Equations (SDE) involving the Local Time of the unknown process on curves. After proving existence and uniqueness for these SDEs under mild assumptions, we explore their link with Parabolic Differential Equations (PDE) with transmission conditions. We study the regularity of solutions of such PDEs and ensure the validity of a Feynman–Kac representation formula. These results are then used to characterize the solutions of these SDEs as time inhomogeneous Markov Feller processes.     

A Class of Affine Processes Arising as Fluctuation Limits of Super-Brownian Motion in a Super-Brownian Catalytic Medium

A class of infinite dimensional Ornstein-Uhlenbeck processes that arise as solutions of stochastic partial differential equations with noise generated by measure-valued catalytic processes is investigated. It will be shown that the catalytic Ornstein-Uhlenbeck process with super-Brownian catalyst in one dimension arises as a high density fluctuation limit of a super-Brownian motion in a super-Brownian catalyst with immigration. The main tools include Laplace transformations of stochastic processes, analysis of a non-linear partial differential equation and techniques on continuity and regularity based on properties of the Sobolev spaces.     

Spectral theory of some degenerate elliptic operators with local singularities

This paper is based on our previous results (Haroske and Skrzypczak (2008) [23], Haroske and Skrzypczak (in press) [25]) on compact embeddings of Muckenhoupt weighted function spaces of Besov and Triebel-Lizorkin type with example weights of polynomial growth near infinity and near some local singularity. Our approach also extends (Haroske and Triebel (1994) [21]) in various ways. We obtain eigenvalue estimates of degenerate pseudodifferential operators of type b₂○p(x,D)○b₁ where bi∈Lri(Rn,wi), wi∈A_∞, i=1,2, and , ?>0. Finally we deal with the ‘negative spectrum’ of some operator Hγ=A−γV for γ→∞, where the potential V may have singularities (in terms of Muckenhoupt weights), and A is a positive elliptic pseudodifferential operator of order ?>0, self-adjoint in L₂(Rn). This part essentially relies on the Birman-Schwinger principle. We conclude this paper with a number of examples, also comparing our results with preceding ones.     

On the Continuity of Pathwise Solutions to Langevin Equations in Infinite Dimensions

We fix a rich probability space (,F,P). Let (H,) be a separable Hilbert space and let be the canonical cylindrical Gaussian measure on H. Given any abstract Wiener space (H,B,) over H, and for every Hilbert–Schmidt operator T: HBH which is (|{}|,)-continuous, where |{}| stands for the (Gross-measurable) norm on B, we construct an Ornstein–Uhlenbeck process : (,F,P)×[0,1](B,|{}|) as a pathwise solution of the following infinite-dimensional Langevin equation d _t =db _t +T( _t )dt with the initial data ₀=0, where b is a B-valued Brownian motion based on the abstract Wiener space (H,B,). The richness of the probability space (,F,P) then implies the following consequences: the probability space is independent of the abstract Wiener space (H,B,) (in the sense that (,F,P) does not depend on the choice of the Gross-measurable norm |{}|) and the space C _B consisting of all continuous B-valued functions on [0,1] is identical with the set of all paths of . Finally, we present a way to obtain pathwise continuous solutions :d _t =

Operators as spectral integrals of operator-valued functions from the study of multivariate stationary stochastic processes

P. Masani and the author have previously answered the question, “When is an operator on a Hilbert space $\text{H}$ the integral of a complex-valued function with respect to a given spectral (projection-valued) measure?” In this paper answers are given to the question, “When is a linear operator from $\text{H}$^q to $\text{H}$^p the integral of a spectral measure?”; here the values of the integrand are linear operators from the square-summable q-tuples of complex numbers to the square-summable p-tuples of complex numbers, and our spectral measure for $\text{H}$^q is the “inflation” of a spectral measure for $\text{H}$. In the course of this paper, we make available tools for handling the spectral analysis of q-variate weakly stationary processes, 1 ≤ q ≤ ∞, which should enable researchers to deal in the future with the case q = ∞. We show as one application of our theory that if U = ∫(in0, 2π]e^?iθE(dθ) is a unitary operator on $\text{H}$ and if T is a bounded linear operator from $\text{H}$^q to $\text{H}$^q (1 ≤ q ≤ ∞) which is a prediction operator for each stationary process (Uⁿx)_?∞^∞ ?$\text{H}$^q (for each x = (xⁱ)_i^j ∈ $\text{H}$^q, Uⁿx = (Uⁿxⁱ)_i=1^q), then T is a spectral integral, ∫(_0,2π)]Φ(θ) E(dθ), and the Banach norm of T, |T|_B = ess sup |Φ(θ)|_B.