Stochastic Volterra equations driven by cylindrical Wiener process

In this paper, stochastic Volterra equations driven by cylindrical Wiener process in Hilbert space are investigated. Sufficient conditions for existence of strong solutions are given. The key role is played by convergence of α-times resolvent families. Both authors are supported partially by project “Proyecto Anillo: Laboratorio de Analisis Estocastico; ANESTOC”.     

Two-Sided Optimal Bounds for Green Functions of Half-Spaces for Relativistic <Emphasis Type="Italic">α</Emphasis>-Stable Process

The purpose of this paper is to find optimal estimates for the Green function of a half-space of the relativistic α -stable process with parameter m on ℝ ^d space. This process has an infinitesimal generator of the form mI–(m ^2/α I–Δ) ^α/2, where 0<α<2, m>0, and reduces to the isotropic α-stable process for m=0. Its potential theory for open bounded sets has been well developed throughout the recent years however almost nothing was known about the behaviour of the process on unbounded sets. The present paper is intended to fill this gap and we provide two-sided sharp estimates for the Green function for a half-space. As a byproduct we obtain some improvements of the estimates known for bounded sets. Our approach combines the recent results obtained in Byczkowski et al. (Bessel Potentials, Hitting Distributions and Green Functions (2006) (preprint). ), where an explicit integral formula for the m-resolvent of a half-space was found, with estimates of the transition densities for the killed process on exiting a half-space. The main result states that the Green function is comparable with the Green function for the Brownian motion if the points are away from the boundary of a half-space and their distance is greater than one. On the other hand for the remaining points the Green function is somehow related the Green function for the isotropic α-stable process. For example, for d≥3, it is comparable with the Green function for the isotropic α-stable process, provided that the points are close enough. Research supported by KBN Grants.     

Stability properties for solution operators

We study stability properties of certain evolution equations including the fractional Cauchy problem. Under some spectral assumptions these equations are governed either by a resolvent or a regularized resolvent or a k-convoluted semigroup. We investigate the long time behavior for bounded solutions by a direct application of the ergodic theorems for regularized resolvents of Lizama and Prado (J. Approx. Theory 122:42–61, 2003), Prado (Semigroup Forum 73:243–252, 2006). We apply our results to the qualitative study of the fractional diffusion-wave equation on L ^p (ℝ). The author is partially supported under FONDECYT Grant n^o 1070127.     

Characterizations of K -Functionals Built from Fractional Powers of Infinitesimal Generators of Semigroups

   Abstract. On a Banach space X consider an equibounded (C_0)-semigroup of linear operators { T(t): t ≥ 0} with infinitesimal generator A . We introduce fractional powers (-A) ^α , α >0 , of A with domain D((-A) ^α )) and characterize the K -functionals with respect to (X,D((-A) ^α )) via fractional differences [I-T(t)] ^α , via appropriate truncated hypersingular integrals and via some type of fractional integral over the resolvent of A . Immediate consequences are an abstract Marchaud-type inequality for moduli of smoothness arising from (semi-) groups of operators as well as optimal and nonoptimal approximation results.     

Estimating a bounded parameter for symmetric distributions

For the problem of estimating under squared error loss the parameter of a symmetric distribution which is subject to an interval constraint, we develop general theory which provides improvements on various types of inadmissible procedures, such as maximum likelihood procedures. The applications and further developments given include: (i) symmetric location families such as the exponential power family including double-exponential and normal, Student and Cauchy, a Logistic type family, and scale mixture of normals in cases where the variance is lower bounded; (ii) symmetric exponential families such as those related to a Binomial(n,p) model with bounded |p−1/2| and to a Beta(α + θ, α −θ) model; and (iii) symmetric location distributions truncated to an interval (−c,c). Finally, several of the dominance results are studied with respect to model departures yielding robustness results, and specific findings are given for scale mixture of normals and truncated distributions. Research supported by NSERC of Canada.     

Markov processes associated with L p -resolvents and applications to stochastic differential equations on Hilbert space

We give general conditions on a generator of a C₀-semigroup (resp. of a C₀-resolvent) on L^p(E,μ), p ≥ 1, where E is an arbitrary (Lusin) topological space and μ a σ-finite measure on its Borel σ-algebra, so that it generates a sufficiently regular Markov process on E. We present a general method how these conditions can be checked in many situations. Applications to solve stochastic differential equations on Hilbert space in the sense of a martingale problem are given. Dedicated to Giuseppe Da Prato on the occasion of his 70th birthday     

A limit theorem for random coverings of a circle

LetN _{α, m} equal the number of randomly placed arcs of length α (0<α<1) required to cover a circleC of unit circumferencem times. We prove that lim_α→0 P(N_α,m≦(1/α) (log (1/α)+mlog log(1/α)+x)=exp ((−1/(m−1)!) exp (−x)). Using this result for m=1, we obtain another derivation of Steutel's resultE(N_α,1)=(1/α) (log(1/α)+log log(1/α)+γ+o(1)) as α→0, γ denoting Euler's constant.     

Infinite injective transformations whose centralizers have simple structure

For an infinite set X, denote by Γ(X) the semigroup of all injective mappings from X to X under function composition. For α ∈ Γ(X), let C(α) = {β ∈ g/g(X): αβ = βα} be the centralizer of α in Γ(X). The aim of this paper is to determine those elements of Γ(X) whose centralizers have simple structure. We find α ∈ (X) such that various Green's relations in C(α) coincide, characterize α ∈ Γ(X) such that the $ \mathcal{J} $ \mathcal{J} -classes of C(α) form a chain, and describe Green's relations in C(α) for α with so-called finite ray-cycle decomposition. If α is a permutation, we also find the structure of C(α) in terms of direct and wreath products of familiar semigroups.     

Abstract Volterra equations in locally convex spaces

A general class of(a,k)-regularized C-resolvent families is one of efficient research tools for dealing with non-degenerate abstract Volterra equations of scalar type.The main purpose of this expository paper is to provide a detailed analysis of the above class in sequentially complete locally convex spaces.     

On a generalization of a theorem of B. tyler

LetB be an arbitrary normal matrix, satisfying some conditions. AbsoluteB-summability factors in a sequence for Cesàro methodC ^α if α≧1 or α=0 and absolute convergence factors in a sequence forC ^α if 0<α<1 are obtained.     

Global Heat Kernel Estimates for Relativistic Stable Processes in Half-space-like Open Sets

In this paper, by using probabilistic methods, we establish sharp two-sided large time estimates for the transition densities of relativistic α-stable processes with mass m ∈ (0, 1] (i.e., for the Dirichlet heat kernels of m − (m ^2/α  − Δ) ^α/2 with m ∈ (0, 1]) in half-space-like C ^{1, 1} open sets. The estimates are uniform in m in the sense that the constants are independent of m ∈ (0, 1]. Combining with the sharp two-sided small time estimates, established in Chen et al. (Ann Probab, 2011), valid for all C ^{1, 1} open sets, we have now sharp two-sided estimates for the transition densities of relativistic α-stable processes with mass m ∈ (0, 1] in half-space-like C ^{1, 1} open sets for all times. Integrating the heat kernel estimates with respect to the time variable, one can recover the sharp two-sided Green function estimates for relativistic α-stable processes with mass m ∈ (0, 1] in half-space-like C ^{1, 1} open sets established recently in Chen et al. (Stoch Process their Appl, 2011).     

On the Exel Crossed Product of Topological Covering Maps

For dynamical systems defined by a covering map of a compact Hausdorff space and the corresponding transfer operator, the associated crossed product C ^*-algebras C(X)⋊ _α,ℒℕ introduced by Exel and Vershik are considered. An important property for homeomorphism dynamical systems is topological freeness. It can be extended in a natural way to in general non-invertible dynamical systems generated by covering maps. In this article, it is shown that the following four properties are equivalent: the dynamical system generated by a covering map is topologically free; the canonical embedding of C(X) into C(X)⋊ _α,ℒℕ is a maximal abelian C ^*-subalgebra of C(X)⋊ _α,ℒℕ; any nontrivial two sided ideal of C(X)⋊ _α,ℒℕ has non-zero intersection with the embedded copy of C(X); a certain natural representation of C(X)⋊ _α,ℒℕ is faithful. This result is a generalization to non-invertible dynamics of the corresponding results for crossed product C ^*-algebras of homeomorphism dynamical systems.     

Topological *-algebras withC*-enveloping algebras II

UniversalC*-algebrasC*(A) exist for certain topological *-algebras called algebras with aC*-enveloping algebra. A Frechet *-algebraA has aC*-enveloping algebra if and only if every operator representation ofA mapsA into bounded operators. This is proved by showing that every unbounded operator representation π, continuous in the uniform topology, of a topological *-algebraA, which is an inverse limit of Banach *-algebras, is a direct sum of bounded operator representations, thereby factoring through the enveloping pro-C*-algebraE(A) ofA. Given aC*-dynamical system (G,A,α), any topological *-algebraB containingC _c (G,A) as a dense *-subalgebra and contained in the crossed productC*-algebraC*(G,A,α) satisfiesE(B) =C*(G,A,α). IfG = ℝ, ifB is an α-invariant dense Frechet *-subalgebra ofA such thatE(B) =A, and if the action α onB ism-tempered, smooth and by continuous *-automorphisms: then the smooth Schwartz crossed productS(ℝ,B,α) satisfiesE(S(ℝ,B,α)) =C*(ℝ,A,α). WhenG is a Lie group, theC ^∞-elementsC ^∞(A), the analytic elementsC ^ω(A) as well as the entire analytic elementsC ^є(A) carry natural topologies making them algebras with aC*-enveloping algebra. Given a non-unitalC*-algebraA, an inductive system of idealsI _α is constructed satisfyingA =C*-ind limI _α; and the locally convex inductive limit ind limI _α is anm-convex algebra with theC*-enveloping algebraA and containing the Pedersen idealK _a ofA. Given generatorsG with weakly Banach admissible relationsR, we construct universal topological *-algebraA(G, R) and show that it has aC*-enveloping algebra if and only if (G, R) isC*-admissible.     

Enveloping Σ-C *-algebra of a smooth Frechet algebra crossed product by ℝ,K-theory and differential structure inC *-algebras

Given anm-tempered strongly continuous action α of ℝ by continuous^*-automorphisms of a Frechet^*-algebraA, it is shown that the enveloping ↡-C ^*-algebraE(S(ℝ, A^∞, α)) of the smooth Schwartz crossed productS(ℝ,A ^∞, α) of the Frechet algebra A^∞ of C^∞-elements ofA is isomorphic to the Σ-C ^*-crossed productC ^*(ℝ,E(A), α) of the enveloping Σ-C ^*-algebraE(A) ofA by the induced action. WhenA is a hermitianQ-algebra, one getsK-theory isomorphismRK _*(S(ℝ, A^∞, α)) =K ^*(C ^*(ℝ,E(A), α) for the representableK-theory of Frechet algebras. An application to the differential structure of aC ^*-algebra defined by densely defined differential seminorms is given.     

Growth of Groups and Diffeomorphisms of the Interval

We prove that, for all α > 0, every finitely generated group of C ^1+α diffeomorphisms of the interval with sub-exponential growth is almost nilpotent. Consequently, there is no group of C ^1+α interval diffeomorphisms having intermediate growth. In addition, we show that the C ^1+α regularity hypothesis for this assertion is essential by giving a C ¹ counter-example. Received: November 2006, Revised: July 2007, Accepted: July 2007     

Slicing Convex Sets and Measures by a Hyperplane

Given convex bodies K ₁,…,K _d in ℝ ^d and numbers α ₁,…,α _d ∈[0,1], we give a sufficient condition for existence and uniqueness of an (oriented) halfspace H with Vol (H∩K _i )=α _i ⋅Vol K _i for every i. The result is extended from convex bodies to measures.     

Herman’s theory revisited

We prove that a C ^2+α -smooth orientation-preserving circle diffeomorphism with rotation number in Diophantine class D _δ , 0≤δ<α≤1, α−δ≠1, is C ^1+α−δ -smoothly conjugate to a rigid rotation. This is the first sharp result on the smoothness of the conjugacy. We also derive the most precise version of Denjoy’s inequality for such diffeomorphisms.     

Resolvent Estimates for Operators Belonging to Exponential Classes

For a, α > 0 let E(a, α) be the set of all compact operators A on a separable Hilbert space such that s _n (A) = O(exp(-an^α)), where s _n (A) denotes the n-th singular number of A. We provide upper bounds for the norm of the resolvent (zI − A)⁻¹ of A in terms of a quantity describing the departure from normality of A and the distance of z to the spectrum of A. As a consequence we obtain upper bounds for the Hausdorff distance of the spectra of two operators in E(a, α).      

Carathéodory balls and norm balls of the domainH={(z1,z2)∈C2∶|z1|+|z2|<1}

LetH be the domain inC ² defined byH={Z=(z ₁,z ₂):║Z║₁=│z║₁│+│z║₂│<1}. LetC _H(z,w) be the Carathéodory distance ofH,z,w∈H. The Carathéodory ballB _C(z_C,α;H) with centerz _C,z_C∈H, and radius α, 0<α<1, is defined byB _c(z_C,α;H)={z∶C_H(z,z_C)<arc tanh α}. The norm ballB _N(z_N,r) with centerz _N,z_N∈H, and radiusr, 0<r<1-‖z _N‖₁, is defined byB _N(z_N,r)={z∶ ‖z−z_N‖₁<r}. Theorem:The only Carathéodory balls of H which are also norm balls are those with their center at the origin.     

Almost everywhere convergence of Cesàro means of Fourier series on the group of 2-adic integers

We prove the almost everywhere convergence of the Cesàro (C, α)-means of integrable functions σ _n ^α f → f for f ∈ L ¹(I), where I is the group of 2-adic integers for every α > 0. This theorem for the case of α = 1 was proved by the author [1]. For the case of the (C, 1) Fejér means there are several generalizations known with respect to some orthonormal systems. One could mention the papers [2, 9]. Research supported by the Hungarian National Foundation for Scientific Research (OTKA), grant no. T 048780.