On ergodicity coefficients of infinite stochastic matrices.
We prove results on ergodicity, i.e. on the property that the space is a direct sum of the kernel of an operator and the closure of its range, for closed linear operators A such that is uniformly bounded for all α > 0. We consider operators on Banach spaces which have the property that the space is complemented in its second dual space by a projection P. Results on ergodicity are obtained under a norm condition ||I - 2P|| ||I - Q|| < 2 where Q is a projection depending on the operator A....
One of the classical methods of solving the Dirichlet problem and the Neumann problem in is the method of integral equations. If we wish to use the Fredholm-Radon theory to solve the problem, it is useful to estimate the essential norm of the Neumann operator with respect to a norm on the space of continuous functions on the boundary of the domain investigated, where this norm is equivalent to the maximum norm. It is shown in the paper that under a deformation of the domain investigated by a diffeomorphism,...
In this paper we discuss the exact null controllability of linear as well as nonlinear Black–Scholes equation when both the stock volatility and risk-free interest rate influence the stock price but they are not known with certainty while the control is distributed over a subdomain. The proof of the linear problem relies on a Carleman estimate and observability inequality for its own dual problem and that of the nonlinear one relies on the infinite dimensional Kakutani fixed point theorem with ...
We prove an existence and uniqueness theorem for a nonlinear functional boundary value problem, that is, an ordinary differential equation with a nonlinear boundary condition. The proof is based on a Global Inversion Theorem of Ambrosetti and Prodi, which is applied to the boundary operator restricted to the manifold of the global solutions to the equation. Our result is a generalization of an analogous existence and uniqueness theorem of G. Vidossich, as it is shown with some examples.
The present paper is devoted to sufficient conditions for existence of equilibria of Lipschitz multivalued maps in prescribed subsets of finite-dimensional spaces. The main improvement of the present study lies in the fact that we do not suppose any regular assumptions on the boundary of the subset. Our approach is based on behaviour of trajectories to the corresponding differential inclusion.
The existence of positive periodic solutions for a kind of Rayleigh equation with a deviating argument is studied. Using the coincidence degree theory, some sufficient conditions on the existence of positive periodic solutions are obtained.