An infinite dimensional analogue of the Albeverio-Röckner's theorem on Fukushima's conjecture

LetX be the solution of the SDE:dX _t = (X _t)dB _t +b(X _t)dt, with andb C _b (R) such that >0 for some constant , andB a real Brownian motion. Let be the law ofX onE=C([0, 1],R) andk E* – {0}, whereE* is the topological dual space ofE. Consider the classical form: _k (u, v)=u / kv / kd, whereu andv are smooth functions onE. We prove that, if _k is closable for anyk in a dense subset ofE* and if the smooth functions are contained in the domain of the generator of the closure of _k , must be a constant function.     

Stop times in fock space stochastic calculus

Summary A stop time S in the boson Fock space over L ₂()₊ is a spectral measure in [0,] such that {S([0,t])} is an adapted process. Following the ideas of Hudson [6], to each stop time S a canonical shift operator U ^Sis constructed in . When S({}) has the vacuum as a null vector U ^Sbecomes an isometry. When S({})=0 it is shown that admits a factorisation _S]{S where _{S is the range of U ^Sand _S] is a suitable subspace of called the Fock space upto time S. This, in particular, implies the strong Markov property of quantum Brownian motion in the boson as well as fermion sense and the Dynkin-Hunt property that the classical Brownian motion begins afresh at each stop time. The stopped Weyl and fermion processes are defined and their properties studied. A composition operation is introduced in the space of stop time to make it a semigroup. Stop time integrals are introduced and their properties constitute the basic tools for the subject.     

Problems with one quarter

In this paper two sequences of oscillation criteria for the self-adjoint second order differential equation (r(t)u(t)) + p(t)u(t) = 0 are derived. One of them deals with the case dt/r(t) = , and the other with the case dt/r(t) < .This work was supported by the grant VGA of Slovak Republic No. 1/7466/20.     

A Method of Solution for the One-Dimensional Heat Equation Subject to Nonlocal Conditions

The problem of solving the one-dimensional heat equation /t - ²/x² = f(x, t) subject to given initial and nonlocal conditions is considered. It is solved in the Laplace transform domain by taking the Laplace transform of the unknown function with respect to time t. The physical solution is recovered with the help of a numerical technique for inverting the Laplace transform.AMS Subject Classification (1991): 35K20.     

Approximate solution of a class of singular control problems

A class of singular control problems involving amplitude constraints on the controls is examined. IfL is the space of control functionsU, the control constraint setS can be identified with the unit ball inL . Now, for anyn (1, ), an analogous problem may be set up withL ⁿ forU and the unit ball inL ⁿ forS. This modified problem is necessarily nonsingular for controllable systems. It is shown that, by takingn sufficiently large, the solution to the modified problem also solves the original problem arbitrarily closely (in a sense made precise). Behavior asn is investigated.This research was supported by the Science Research Council of Great Britain and the Commonwealth Fund (Harkness Fellowship).     

A relation between spline approximation and the problem of the approximation of one class by another

An investigation of the approximation in L_q(–, ) of differentiable functions whose k-th derivatives belong to L_p(–, ), by splines S_m (x) with nonfixed nodes, under the extra assumption that the norms in L_s(–, ) of theirl-th derivatives have a common bound. A relation is established with the problem of approximating functions of one class by functions of another class.Translated from Matematicheskie Zametki, Vol. 9, No. 5, pp. 501–510, May, 1971.     

Subdifferential Evolution Inclusion in Nonconvex Analysis

Under quite general assumptions, we prove existence, uniqueness and regularity of a solution U to the evolution equation U'(t) + (g F)(U(t)) 0, U(0)=u₀, where g : X {} is a closed convex proper function, F : Y X is a continuously differentiable mapping whose Jacobian is locally Lipschitz continuous, X and Y being two Hilbert spaces. We also study the stability and the asymptotic behavior of U, and give various examples.     

Analogues of hadwiger's theorem in space ℝ n —Sufficient conditions for a convex domain to enclose another

We estimate the kinematic measure of one convex domain moving to another under the groupG of rigid motions in ⁿ . We first estimate the kinematic formula for the total scalar curvature D ₀gD ₁ Rdv of then–2 dimensional intersection submanifold D ₀gD ₁. Then we use Chern and Yen's kinematic fundamental formula and our integral inequality to obtain a sufficient condition for one convex domain to contain another in ⁿ (4). Forn=4, we directly obtain another sufficient condition in ⁴.     

Positive Solutions for a Singular Nonlinear Problem on a Bounded Domain in R 2

For a bounded regular Jordan domain in R ², we introduce and study a new class of functions K() related on its Green function G. We exploit the properties of this class to prove the existence and the uniqueness of a positive solution for the singular nonlinear elliptic equation u+(x,u)=0, in D(), with u=0 on and uC(), where is a nonnegative Borel measurable function in ×(0,) that belongs to a convex cone which contains, in particular, all functions (x,t)=q(x)t ^–,>0 with nonnegative functions qK(). Some estimates on the solution are also given.     

Some remarks on the modulus of continuity of a conformal mapping of the disk onto a Jordan domain

Letd(;z, t) be the smallest diameter of the arcs of a Jordan curve with endsz andt. Consider the rapidity of decreasing ofd(;)=sup{d(;z, t):z, t , ¦z–t¦} (as 0,0) as a measure of nicety of . Letg(x) (x0) be a continuous and nondecreasing function such thatg(x)x,g(0)=0. Put¯g(x)=g(x)+x, h(x)=(¯g(x))². LetH(x) be an arbitrary primitive of 1/h ^–1(x). Note that the functionH ^–1 x is positive and increasing on (–, +),H ^–1 0 asx– andH ^–1+ asx +. The following statement is proved in the paper.Translated fromMatematicheskie Zametki, Vol. 60, No. 2, pp. 176–184, August, 1996.This research was supported by the Russian Foundation for Basic Research under grant No. 93-01-00236 and by the International Science Foundation under grant No. NCF000.     

The central limit theorem for Chébli-Trimèche hypergroups

Let (S _nn>-1) be a random walk on a hypergroup ( ₊ , *), i.e., a Markov chain with transition kernelN(x, A) = _x * (A), where is a fixed probability measure on ₊ such that the second moment exists. Then depending on the growth of the hypergroup two situations can occur: when ( ₊ , *) is of exponential growth then it is shown thatS _n is asymptotically normal. In the case of polynomial growth {more precisely, if the densityA of the Haar measure of ( ₊ , *) satisfies lim[A()/A()]=}, the normalized variablesS _n/[n Var()/(+1)]^1/2 converge to a Rayleigh distribution with parameter .     

Path properties of kernel generated two-time parameter Gaussian processes

Summary We study path properties of two-parameter Gaussian processes {X(t,v),t R} of the formX(t,v)= _{0 –} (t,v,x,y)dW(x,y), where the kernel function (t, v, x, y) is assumed to be square integrable in (x, y) onR×R ⁺, andW(x, y) is a standard two-parameter Wiener process.Work partially supported by an NSERC Canada Operating Grant at Carleton UniversityWork supported by an NSERC Canada International Scientific Exchange Award at Carleton University and by National Natural Science Foundation of China     

On the asymptotic equivalence ofL pmetrics for convergence to normality

Summary This paper is concerned with the rate of convergence to zero of theL _pmetrics _np1p, constructed out of differences between distribution functions, for departure from normality for normed sums of independent and identically distributed random variables with zero mean and unit variance. It is shown that the _np are, under broad conditions, asymptotically equivalent in the strong sense that, for 1p, p, _np/_np is universally bounded away from zero and infinity asn.     

Upper classes for the increments of the fractional Wiener process

Summary LetX(t) be a fractional Wiener process, i.e., a centered Gaussian process on [0, ) with stationary increments and varianceEX ² (t)=t ², anda(t) a positive nondecreasing function witha(t)t. We investigate the a.s. asymptotic behaviour of the incrementsI(t, a (t))=max{X{u+a(t))–X(u): 0ut–a(t)} (and some others that are similarly defined) ast.     

Factorization and reflexivity on Fock spaces

The framework of the paper is that of the full Fock space and the Banach algebraF which can be viewed as non-commutative analogues of the Hardy spacesH ² andH respectively.An inner-outer factorization for any element in as well as characterization of invertible elements inF are obtained. We also give a complete characterization of invariant subspaces for the left creation operatorsS ₁ ,..., S _n of . This enables us to show that every weakly (strongly) closed unital subalgebra of {(S ₁ ,..., S _n ) F } is reflexive, extending in this way the classical result of Sarason [S]. Some properties of inner and outer functions and many examples are also considered.The first author was supported in part by NSF DMS 93-21369 1991Mathematics Subject Classification. Primary 47D25, Secondary 32A35, 47A67.     

The intersection of complete geodesics on <Emphasis Type="Italic">S</Emphasis><Superscript>2</Superscript> with positive curvature

Let M be a Riemannian manifold. A complete geodesic on M means that :(-,+)M is a normalized geodesic. In this paper, we prove that on (S²,g) with positive curvature, any two complete geodesics must intersect an infinite number of times, and a complete geodesic must self-intersect an infinite number of times. Mathematics Subject Classification (2000) 53C40 (53C22)     

On monotone extensions of boundary data

Summary A functionf C (), is called monotone on if for anyx, y the relation x – y ₊ ^s impliesf(x)f(y). Given a domain with a continuous boundary and given any monotone functionf on we are concerned with the existence and regularity ofmonotone extensions i.e., of functionsF which are monotone on all of and agree withf on . In particular, we show that there is no linear mapping that is capable of producing a monotone extension to arbitrarily given monotone boundary data. Three nonlinear methods for constructing monotone extensions are then presented. Two of these constructions, however, have the common drawback that regardless of how smooth the boundary data may be, the resulting extensions will, in general, only be Lipschitz continuous. This leads us to consider a third and more involved monotonicity preserving extension scheme to prove that, when is the unit square [0, 1]² in ², strictly monotone analytic boundary data admit a monotone analytic extension.Research supported by NSF Grant 8922154Research supported by DARPA: AFOSR #90-0323     

Random Walks Crossing High Level Curved Boundaries

Let {S _n} be a random walk, generated by i.i.d. increments X _i which drifts weakly to in the sense that as n . Suppose k0, k1, and E|X ₁|^1\k = if k>1. Then we show that the probability that S. crosses the curve nan ^K before it crosses the curve n –an ^k tends to 1 as a . This intuitively plausible result is not true for k = 1, however, and for 1/2 <k<1, the converse results are not true in general, either. More general boundaries g(n) than g(n) = n ^k are also considered, and we also prove similar results for first passages out of regions like { (n, y): n1, |y| (a + n) ^k } as a .     

Parametrices for operators of tricomi type

Sunto Si costruisce una parametrice per il problema di Dirichlet relativo ad operatori P del tipo (1/i(/t))² + t_x, nella regione t0. Tenuto conto che per tali operatori è nota la parametrice del problema di Cauchy nella regione t 0, ciò consente di costruire una soluzione (modO ) dell'equazione Pu=f , t (–T, T), T>0.     

Sample function behavior of increasing processes of class L

Summary We consider increasing processes {X(t)t0} of classL, that is, increasing self-similar processes with inswpendent increments. Leth(t) be an increasing positive function on (0,) withh(0+)=0 andh()=. By virtue of the zero-one laws, there existsc (resp.C) [0,] such that lim inf (resp. lim sup)X(t)/h(t)=c (resp.C) a.s. both ast tends to 0 and ast tends to . We decide a necessary and sufficient condition for the existence ofh(t) withc orC=1 and explicitly constructh(t) in caseh(t) exists withc orC=1. Moreover, we give a criterion to classify functionsh(t) withc (orC)=0 andh(t) withc (orC)= in caseh(t) does not exist withc (orC)=1.