Explicit formulas for Laplace transforms of certain functionals of some time inhomogeneous diffusions

We consider a process given by the SDE , t∈[0,T), with initial condition , where T∈(0,∞], α∈R, (Bt)_t∈[0,T) is a standard Wiener process, b:[0,T)→R?{0} and σ:[0,T)→(0,∞) are continuously differentiable functions. Assuming , t∈[0,T), with some K∈R, we derive an explicit formula for the joint Laplace transform of and for all t∈[0,T) and for all α∈R. Our motivation is that the maximum likelihood estimator (MLE) of α can be expressed in terms of these random variables. As an application, we show that in case of α=K, K≠0,

     

Decompositions of Besov-Hausdorff and Triebel-Lizorkin-Hausdorff spaces and their applications

Let p∈(1,∞), q∈[1,∞), s∈R and . In this paper, the authors establish the φ-transform characterizations of Besov-Hausdorff spaces and Triebel-Lizorkin-Hausdorff spaces (q>1); as applications, the authors then establish their embedding properties (which on is also sharp), smooth atomic and molecular decomposition characterizations for suitable τ. Moreover, using their atomic and molecular decomposition characterizations, the authors investigate the trace properties and the boundedness of pseudo-differential operators with homogeneous symbols in and (q>1), which generalize the corresponding classical results on homogeneous Besov and Triebel-Lizorkin spaces when p∈(1,∞) and q∈[1,∞) by taking τ=0.     

The oscillation of differential transforms - entire Jacobi expansions

Let L=(1−x²)D²−((β−α)−(α+β+2)x)D with , and . Let f∈C^∞[−1,1], , with normalized Jacobi polynomials and the Cn decrease sufficiently fast. Set Lk=L(Lk−1), k?2. Let ρ>1. If the number of sign changes of (Lkf)(x) in (−1,1) is O(k1/(ρ+1)), then f extends to be an entire function of logarithmic order . For Legendre expansions, the result holds with replaced with .     

Large deviations for martingales and derivatives

Fix a sequence of positive integers (mn) and a sequence of positive real numbers (wn). Two closely related sequences of linear operators (Tn) are considered. One sequence has given by the Lebesgue derivatives . The other sequence has given by the dyadic martingale when (l−1)/n²?x<l/n² for l=1,…,n². We prove both positive and negative results concerning the convergence of .     

A remark on Ricceri's conjecture for a class of nonlinear eigenvalue problems

Consider the eigenvalue problem : −Δu=λf(x,u) in Ω, u=0 on ∂Ω, where Ω is a bounded smooth domain in RN. Denote by the set of all Carathéodory functions f:Ω×R→R such that for a.e. x∈Ω, f(x,⋅) is Lipschitzian with Lipschitz constant L, f(x,0)=0 and , and denote by (resp. ) the set of λ>0 such that has at least one nonzero classical (resp. weak) solution. Let λ₁ be the first eigenvalue for the Laplacian-Dirichlet problem. We prove that and . Our result is a positive answer to Ricceri's conjecture if use f(x,u) instead of f(u) in the conjecture.     

An almost sure central limit theorem for products of sums of partial sums under association

Let be a strictly stationary positively or negatively associated sequence of positive random variables with EX₁=μ>0, and VarX₁=σ²<∞. Denote , and γ=σ/μ the coefficient of variation. Under suitable conditions, we show that

     

New examples of maximal space like surfaces in the anti-de Sitter space

Let be the three-dimensional anti-de Sitter space. In this paper we will construct new examples of complete maximal space like surfaces in . Moreover, we will prove that any complete maximal space like surface in with principal curvatures ±κ bounded away from zero must be isometric to the hyperbolic cylinder. Since the new examples that we have constructed have exactly two principal curvatures everywhere, we conclude that the condition on the principal curvatures on the previous result, i.e. the condition |κ(m)|>c>0, cannot be replaced by the condition |κ(m)|>0.     

Exact rates in log law for positively associated random variables

Let be a strictly stationary sequence of positively associated random variables with mean zero and finite variance. Set , Mn=maxk?n|Sk|, n?1. Suppose . In this paper, we study the exact convergence rates of a kind of weighted infinite series of , and as ε↘0, respectively.     

Fixed points of dual quantum operations

Let ?A be a normal completely positive map on B(H) with Kraus operators . Denote M the subset of normal completely positive maps by . In this note, the relations between the fixed points of ?A and are investigated. We obtain that , where K(H) is the set of all compact operators on H and is the dual of ?A∈M. In addition, we show that the map is a bijection on M.     

New applications of Besov-type and Triebel-Lizorkin-type spaces

In this paper, the authors prove that Besov-Morrey spaces are proper subspaces of Besov-type spaces and that Triebel-Lizorkin-Morrey spaces are special cases of Triebel-Lizorkin-type spaces . The authors also establish an equivalent characterization of when τ∈[0,1/p). These Besov-type spaces and Triebel-Lizorkin-type spaces were recently introduced to connect Besov spaces and Triebel-Lizorkin spaces with Q spaces. Moreover, for the spaces and , the authors investigate their trace properties and the boundedness of the pseudo-differential operators with homogeneous symbols in these spaces, which generalize the corresponding classical results of Jawerth and Grafakos-Torres by taking τ=0.     

Well-posedness for the Navier-Stokes-Nernst-Planck-Poisson system in Triebel-Lizorkin space and Besov space with negative indices

This paper is concerned with the well-posedness of the Navier-Stokes-Nerst-Planck-Poisson system (NSNPP). Let sp=−2+n/p. We prove that the NSNPP has a unique local solution for in a subspace, i.e., Vu1×Vv1×Vv1, of with . We also prove that there exists a unique small global solution for any small initial data with .     

On the Wiener integral with respect to a sub-fractional Brownian motion on an interval

The domain of the Wiener integral with respect to a sub-fractional Brownian motion , , k≠0, is characterized. The set is a Hilbert space which contains the class of elementary functions as a dense subset. If , any element of is a function and if , the domain is a space of distributions.     

Quasi-convex density and determining subgroups of compact abelian groups

For an abelian topological group G, let denote the dual group of all continuous characters endowed with the compact open topology. Given a closed subset X of an infinite compact abelian group G such that w(X)<w(G), and an open neighborhood U of 0 in T, we show that . (Here, w(G) denotes the weight of G.) A subgroup D of G determines G if the map defined by r(χ)=χ?D for , is an isomorphism between and . We prove that

     

A double inequality for a generalized-Euler-constant function

The rate of convergence of the sequence , a>0, towards the generalized Euler?s constant , where γ(1) is the Euler-Mascheroni constant, is accurately estimated using the Euler-Maclaurin summation formula. The expression

     

The asymptotic behaviour of solutions with blow-up at the boundary for semilinear elliptic problems

By constructing the comparison functions and the perturbed method, it is showed that any solution u∈C²(Ω) to the semilinear elliptic problems Δu=k(x)g(u), x∈Ω, u_|∂Ω=+∞ satisfies , where Ω is a bounded domain with smooth boundary in RN; , −2<σ, c₀>0, ; g∈C¹[0,∞), g?0 and is increasing on (0,∞), there exists ρ>0 such that , ∀ξ>0, , .     

Convolution on homogeneous groups

Let G be a homogeneous group with homogeneous dimension Q, and let So denote the space of Schwartz functions on G with all moments vanishing. Let be the usual Euclidean Fourier transform. For j∈R, we let be the space of J, smooth away from 0, satisfying |α^∂J(ξ)|?Cβ|ξ|^j−|β|, where both |ξ| and |β| are taken in the homogeneous sense. We characterize , and show that as elements of . If j₁,j₂,j₁+j₂>−Q, one can replace So, by S, S^′ in this result. A key ingredient of our proof is a lemma from the fundamental wavelet paper from 1985 by Frazier and Jawerth [4]. We believe that, in turn, our result will be useful in the theory of wavelets on homogeneous groups.