Cone-valued Lyapunov functions and stability for impulsive functional differential equations

The stability criteria in terms of two measures for impulsive functional differential equations are established via cone-valued Lyapunov functions and Razumikhin technique. The stability can be deduced from the (Q₀,Q)-stability of comparison impulsive differential equations. An example is given to illustrate the advantages of the results obtained.     

Carleson Measures for the Bloch Space

In this paper we study the positive Borel measures μ on the unit disc in for which the Bloch space is continuously included in , 0 < p < ∞. We call such measures p-Bloch-Carleson measures. We give two conditions on a measure μ in terms of certain logarithmic integrals one of which is a necessary condition and the other a sufficient condition for μ being a p-Bloch-Carleson measure. We also give a complete characterization of the p-Bloch-Carleson measures within certain special classes of measures. It is also shown that, for p > 1, the p-Bloch-Carleson measures are exactly those for which the Toeplitz operator , defined by , maps continuously into the Bergman space A ¹, . Furthermore, we prove that if p > 1, α >-1 and ω is a weight which satisfies the Bekollé-Bonami -condition, then the measure defined by is a p-Bloch-Carleson-measure. We also consider the Banach space of those functions f which are analytic in and satisfy , as . The Bloch space is contained in . We describe the p-Carleson measures for and study weighted composition operators and a class of integration operators acting in this space. We determine which of these operators map continuously to the weighted Bergman space and show that they are automatically compact. This research is partially supported by several grants from “the Ministerio de Educación y Ciencia, Spain” (MTM2005-07347, MTM2007-60854, MTM2006-26627-E, MTM2007-30904-E and Ingenio Mathematica (i-MATH) No. CSD2006-00032); from “La Junta de Andalucía” (FQM210 and P06-FQM01504); from “the Academy of Finland” (210245) and from the European Networking Programme “HCAA” of the European Science Foundation.     

Characterizations of classes of risk measures by dispersive orders

In this paper, a class C₁ of risk measures, which generalizes the class of risk measures for the right-tail deviation suggested by Wang [Wang, S., 1998. An actuarial index of the right-tail risk. North Amer. Actuarial J. 2, 88–101], is characterized in terms of dispersive order. If dispersive order does not hold, unanimous comparisons are still possible by restricting our attention to a subclass C₂C₁ and then the criterion is the excess-wealth order. Sufficient conditions for stochastic equivalence of excess-wealth ordered random variables are derived in terms of some particular measures of C₂.     

Carleson measures for the Drury-Arveson Hardy space and other Besov-Sobolev spaces on complex balls

For 0?σ<1/2 we characterize Carleson measures μ for the analytic Besov-Sobolev spaces on the unit ball Bn in Cn by the discrete tree condition

     

Some criteria for the existence of invariant measures and asymptotic stability for random dynamical systems on polish spaces

Tomasz Szarek presented interesting criteria for the existence of invariant measures and asymptotic stability of Markov operators on Polish spaces. Hans Crauel in his book presented the theory of random probabilistic measures on Polish spaces showing that notions of compactness and tightness for such measures are in one-to-one correspondence with such notions for non-random measures on Polish spaces, in addition to the criteria under which the space of random measures is itself a Polish space. This result allowed the transfer of results of Szarek to the case of random dynamical systems in the sense of Arnold. These criteria are interesting because they allow to use the existence of simple deterministic Lyapunov type function together with additional conditions to show the existence of invariant measures and asymptotic stability of random dynamical systems on general Polish spaces.     

Stability in terms of two measures of solutions to stochastic partial differential delay equations with switching

In this paper, the problem of stability in terms of two measures is considered for a class of stochastic partial differential delay equations with switching. Sufficient conditions for stability in terms of two measures are obtained based on the technique of constructing a proper approximating strong solution system and conducting a limiting type of argument to pass on stability of strong solutions to mild ones. In particular, the stochastic stability under the fixed‐index sequence monotonicity condition and under the average dwell‐time switching are considered.     

Estimates of densities for Lévy processes with lower intensity of large jumps

We obtain general lower estimates of transition densities of jump Lévy processes. We use them for processes with Lévy measures having bounded support, processes with exponentially decaying Lévy measures for large times and for processes with high intensity of small jumps for small times.     

Distributionally robust Optimal Control and MDP modeling

In this paper we discuss Optimal Control and Markov Decision Process (MDP) formulations of multistage optimization problems when the involved probability distributions are not known exactly, but rather are assumed to belong to specified ambiguity families. The aim of this paper is to clarify a connection between such distributionally robust approaches to multistage stochastic optimization.     

Repleteness and regular lattice measures

Let X be an abstract set and L a lattice of subsets of X. To each lattice regular measure µ, we associate two induced measures and on suitable lattices of the Wallman space IR(L) and another measure µ on the spaceIR(L). We will investigate the reflection of smoothness properties of p onto , and µ; and try to set some new criterion for repleteness and measure repleteness.