Let be a locally compact Hausdorff space. Let $A_i$, i = 0,1,...,N, be generators of Feller semigroups in C₀() with related Feller processes $X_i=X_i\left(t\right),t\ge 0$ and let ${\alpha }_i$, i = 0,...,N, be non-negative continuous functions on with ${\sum }_{i=0}^N{\alpha }_i=1$. Assume that the closure A of ${\sum }_{k=0}^N{\alpha }_k{A}_k$ defined on ${\bigcap }_{i=0}^N\left(A_i\right)$ generates a Feller semigroup T(t), t ≥ 0 in C₀(). A natural interpretation of a related Feller process X = X(t), t ≥ 0 is that it evolves according to the following heuristic rules: conditional on being at a point p ∈ , with probability...

Suppose A is an injective linear operator on a Banach space that generates a uniformly bounded strongly continuous semigroup ${e^{tA}}_{t\ge 0}$. It is shown that $A^{-1}$ generates an $O(1+\tau )A{(1-A)}^{-1}$-regularized semigroup. Several equivalences for $A^{-1}$ generating a strongly continuous semigroup are given. These are used to generate sufficient conditions on the growth of ${e^{tA}}_{t\ge 0}$, on subspaces, for $A^{-1}$ generating a strongly continuous semigroup, and to show that the inverse of -d/dx on the closure of its image in L¹([0,∞)) does not generate...

We prove smoothing properties of nonlocal transition semigroups associated to a class of stochastic differential equations (SDE) in ${ℝ}^d$ driven by additive pure-jump Lévy noise. In particular, we assume that the Lévy process driving the SDE is the sum of a subordinated Wiener process $Y$ (i.e. $Y=W\circ T$, where $T$ is an increasing pure-jump Lévy process starting at zero and independent of the Wiener process $W$) and of an arbitrary Lévy process independent of $Y$, that the drift coefficient is continuous...

Given a strongly continuous semigroup ${\left(S\left(t\right)\right)}_{t\ge 0}$ on a Banach space X with generator A and an element f ∈ D(A²) satisfying $\left|\right|S\left(t\right)f\left|\right|\le e^{-\omega t}\left|\right|f\left|\right|$ and $\left|\right|S\left(t\right)A²f\left|\right|\le e^{-\omega t}\left|\right|A²f\left|\right|$ for all t ≥ 0 and some ω > 0, we derive a Landau type inequality for ||Af|| in terms of ||f|| and ||A²f||. This inequality improves on the usual Landau inequality that holds in the case ω = 0.

Let $\left(T_t\right)$ be a C₀ semigroup with generator A on a Banach space X and let be an operator ideal, e.g. the class of compact, Hilbert-Schmidt or trace class operators. We show that the resolvent R(λ,A) of A belongs to if and only if the integrated semigroup $S_t:={\int }_0^t{T}_{s}ds$ belongs to . For analytic semigroups, $S_t\in$ implies $T_t\in$, and in this case we give precise estimates for the growth of the -norm of $T_t$ (e.g. the trace of $T_t$) in terms of the resolvent growth and the imbedding D(A) ↪ X.

Let Ω be an open subset of ${ℝ}^d$ with 0 ∈ Ω. Furthermore, let $H_{\Omega }=-{\sum }_{i,j=1}^d{\partial }_i{c}_{ij}{\partial }_j$ be a second-order partial differential operator with domain $C_c^{\infty }\left(\Omega \right)$ where the coefficients $c_{ij}\in W_{loc}^{1,\infty }\left(\Omega ̅\right)$ are real, $c_{ij}=c_{ji}$ and the coefficient matrix $C=\left(c_{ij}\right)$ satisfies bounds 0 < C(x) ≤ c(|x|)I for all x ∈ Ω. If ${\int }_0^{\infty }ds{s}^{d/2}{e}^{-\lambda \mu \left(s\right)²}<\infty$ for some λ > 0 where $\mu \left(s\right)={\int }_0^{s}dtc{\left(t\right)}^{-1/2}$ then we establish that $H_{\Omega }$ is L₁-unique, i.e. it has a unique L₁-extension which generates a continuous semigroup, if and only if it is Markov unique, i.e. it has a unique L₂-extension which generates a submarkovian semigroup....

Let ⟨X,Y⟩ be a duality pair of M-spaces X,Y of measurable functions from Ω ⊂ ℝ ⁿ into ${ℝ}^d$. The paper deals with Y-weak cluster points ϕ̅ of the sequence $\varphi (·,z_j\left(·\right))$ in X, where $z_j:\Omega \to {ℝ}^m$ is measurable for j ∈ ℕ and $\varphi :\Omega \times {ℝ}^m\to {ℝ}^d$ is a Carathéodory function. We obtain general sufficient conditions, under which, for some negligible set $A_{\varphi }$, the integral $I(\varphi ,{\nu }_x):={\int }_{{ℝ}^m}\varphi (x,\lambda )d{\nu }_x\left(\lambda \right)$ exists for $x\in \Omega \setminus A_{\varphi }$ and $\varphi ̅\left(x\right)=I(\varphi ,{\nu }_x)$ on $\Omega \setminus A_{\varphi }$, where $\nu ={{\nu }_x}_{x\in \Omega }$ is a measurable-dependent family of Radon probability measures on ${ℝ}^m$.

Let $X$ be a $\mu$-symmetric Hunt process on a LCCB space $𝙴$. For an open set $𝙶\subseteq 𝙴$, let ${\tau }_{𝙶}$ be the exit time of $X$ from $𝙶$ and $A^{𝙶}$ be the generator of the process killed when it leaves $𝙶$. Let $r:[0,\infty [\to [0,\infty [$ and $R\left(t\right)={\int }_0^{t}r\left(s\right)\mathrm{d}s$. We give necessary and sufficient conditions for ${𝔼}_{\mu }R\left({\tau }_{𝙶}\right)lt;\infty$ in terms of the behavior near the origin of the spectral measure of $-A^{𝙶}$. When $r\left(t\right)=t^l$, $l\ge 0$, by means of this condition we derive the Nash inequality for the killed process. In the diffusion case this permits to show that the existence of moments of order $l+1$ for ${\tau }_{𝙶}$...

We compute the $K$-theory of $C^{*}$-algebras generated by the left regular representation of left Ore semigroups satisfying certain regularity conditions. Our result describes the $K$-theory of these semigroup $C^{*}$-algebras in terms of the $K$-theory for the reduced group $C^{*}$-algebras of certain groups which are typically easier to handle. Then we apply our result to specific semigroups from algebraic number theory.

We consider regenerative processes with values in some general Polish space. We define their $\epsilon$-big excursions as excursions $e$ such that $\varphi \left(e\right)gt;\epsilon$, where $\varphi$ is some given functional on the space of excursions which can be thought of as, e.g., the length or the height of $e$. We establish a general condition that guarantees the convergence of a sequence of regenerative processes involving the convergence of $\epsilon$-big excursions and of their endpoints, for all $\epsilon$ in a set whose closure contains $0$. Finally,...

Let ${\alpha }_i,{\beta }_i>0$, 1 ≤ i ≤ n, and for t > 0 and x = (x₁,...,xₙ) ∈ ℝⁿ, let $t•x=(t^{\alpha ₁}x₁,...,t^{\alpha ₙ}xₙ)$, $t\circ x=(t^{\beta ₁}x₁,...,t^{\beta ₙ}xₙ)$ and $\left|\right|x\left|\right|={\sum }_{i=1}^n{\left|x_i\right|}^{1/{\alpha }_i}$. Let φ₁,...,φₙ be real functions in $C^{\infty }(ℝⁿ-0)$ such that φ = (φ₁,..., φₙ) satisfies φ(t • x) = t ∘ φ(x). Let γ > 0 and let μ be the Borel measure on ${ℝ}^{2n}$ given by $\mu \left(E\right)={\int }_{ℝⁿ}{\chi }_E{(x,\phi \left(x\right))\left|\right|x\left|\right|}^{\gamma -\alpha }dx$, where $\alpha ={\sum }_{i=1}^n{\alpha }_i$ and dx denotes the Lebesgue measure on ℝⁿ. Let $T_{\mu }f=\mu \ast f$ and let $\left|\right|T_{\mu }{\left|\right|}_{p,q}$ be the operator norm of $T_{\mu }$ from $L^p\left({ℝ}^{2n}\right)$ into $L^q\left({ℝ}^{2n}\right)$, where the $L^p$ spaces are taken with respect to the Lebesgue measure. The type set $E_{\mu }$ is defined by $E_{\mu }=(1/p,1/q):\left|\right|T_{\mu }{\left|\right|}_{p,q}<\infty ,1\le p,q\le \infty$. In the case ${\alpha }_i\ne {\beta }_k$ for 1 ≤ i,k ≤ n we characterize the...

Let 1 < p < ∞, q = p/(p-1) and for $f\in L^p(0,\infty )$ define $F\left(x\right)=(1/x){ʃ}_0^{x}f\left(t\right)dt$, x > 0. Moser’s Inequality states that there is a constant $C_p$ such that $su{p}_{a\le 1}su{p}_{f\in B_p}{ʃ}_0^{\infty }exp[a{x}^q{\left|F\left(x\right)\right|}^q-x]dx=C_p$ where $B_p$ is the unit ball of $L^p$. Moreover, the value a = 1 is sharp. We observe that $F=K_1$ f where the integral operator $K_1$ has a simple kernel K. We consider the question of for what kernels K(t,x), 0 ≤ t, x < ∞, this result can be extended, and proceed to discuss this when K is non-negative and homogeneous of degree -1. A sufficient condition on K is found for...

A notion of a wide-sense Markov process $X_t$ of order k ≥ 1, $X_t\sim WM\left(k\right)$, is introduced as a direct generalization of Doob’s notion of wide-sense Markov process (of order k=1 in our terminology). A base for investigation of the covariance structure of $X_t$ is the k-dimensional process $x_t=(X_{t-k+1},...,X_t)$. The covariance structure of $X_t\sim WM\left(k\right)$ is considered in the general case and in the periodic case. In the general case it is shown that $X_t\sim WM\left(k\right)$ iff $x_t$ is a k-dimensional WM(1) process and iff the covariance function of $x_t$ has the triangular...

For each n ≥ 1, let $v_{n,k},k\ge 1$ and $u_{n,k},k\ge 1$ be mutually independent sequences of nonnegative random variables and let each of them consist of mutually independent and identically distributed random variables with means v̅ₙ and u̅̅ₙ, respectively. Let $X{ₙ}^B\left(t\right)=(1/cₙ){\sum }_{j=1}^{\left[nt\right]}(v_{n,j}-v̅ₙ)$, $X{ₙ}^A\left(t\right)=(1/cₙ){\sum }_{j=1}^{\left[nt\right]}(u_{n,j}-u̅̅ₙ)$, t ≥ 0, and $Xₙ=X{ₙ}^B-X{ₙ}^A$. The main result gives conditions under which the weak convergence $Xₙ\stackrel{}{\to }X$, where X is a Lévy process, implies $X{ₙ}^B\stackrel{}{\to }{X}^B$ and $X{ₙ}^A\stackrel{}{\to }{X}^A$, where $X^B$ and $X^A$ are mutually independent Lévy processes and $X=X^B-X^A$.

Let $W$ be the subspace of ${\mathbb{N}}^{*}$ consisting of all weak $P$-points. It is not hard to see that $W$ is a pseudocompact space. In this paper we shall prove that this space has stronger pseudocompact properties. Indeed, it is shown that $W$ is a $p$-pseudocompact space for all $p\in {\mathbb{N}}^{*}$.

We consider one-parameter (C₀)-semigroups of operators in the space ${}^{\text{'}}(ℝⁿ;{ℂ}^m)$ with infinitesimal generator of the form ${(G*)|}_{{}^{\text{'}}(ℝⁿ;{ℂ}^m)}$ where G is an $M_{m\times m}$-valued rapidly decreasing distribution on ℝⁿ. It is proved that the Petrovskiĭ condition for forward evolution ensures not only the existence and uniqueness of the above semigroup but also its nice behaviour after restriction to whichever of the function spaces $(ℝⁿ;{ℂ}^m)$, ${}_{L^p}(ℝⁿ;{ℂ}^m)$, p ∈ [1,∞], ${(}_a)(ℝⁿ;{ℂ}^m)$, a ∈ ]0,∞[, or the spaces ${}_{L^q}^{\text{'}}(ℝⁿ;{ℂ}^m)$, q ∈ ]1,∞], of bounded distributions.

Let K be a closed convex cone with nonempty interior in a real Banach space and let cc(K) denote the family of all nonempty convex compact subsets of K. A family $F^t:t\ge 0$ of continuous linear set-valued functions $F^t:K\to cc\left(K\right)$ is a differentiable iteration semigroup with F⁰(x) = x for x ∈ K if and only if the set-valued function $\Phi (t,x)=F^t\left(x\right)$ is a solution of the problem $D_t\Phi (t,x)=\Phi (t,G\left(x\right)):=\bigcup \Phi (t,y):y\in G\left(x\right)$, Φ(0,x) = x, for x ∈ K and t ≥ 0, where $D_t\Phi (t,x)$ denotes the Hukuhara derivative of Φ(t,x) with respect to t and $G\left(x\right):=li{m}_{s\to 0+}(F^s\left(x\right)-x)/s$ for x ∈ K.