Transition semigroups for stochastic semilinear equations on Hilbert spaces

Anna Chojnowska-Michalik

Displaying similar documents to “Transition semigroups for stochastic semilinear equations on Hilbert spaces”

On smoothing properties of transition semigroups associated to a class of SDEs with jumps

Seiichiro Kusuoka, Carlo Marinelli (2014)

Annales de l'I.H.P. Probabilités et statistiques

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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...

Initial measures for the stochastic heat equation

Daniel Conus, Mathew Joseph, Davar Khoshnevisan, Shang-Yuan Shiu (2014)

Annales de l'I.H.P. Probabilités et statistiques

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We consider a family of nonlinear stochastic heat equations of the form $\partial_{t} u = ℒ u + σ (u) \dot{W}$ , where $\dot{W}$ denotes space–time white noise, $ℒ$ the generator of a symmetric Lévy process on $𝐑$ , and $σ$ is Lipschitz continuous and zero at 0. We show that this stochastic PDE has a random-field solution for every finite initial measure $u_{0}$ . Tight a priori bounds on the moments of the solution are also obtained. In the particular case that $ℒ f = c f^{''}$ for some $c g t; 0$ , we prove that if $u_{0}$ is a finite measure of compact support, then the...

On pathwise uniqueness for stochastic differential equations driven by stable Lévy processes

Nicolas Fournier (2013)

Annales de l'I.H.P. Probabilités et statistiques

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We study a one-dimensional stochastic differential equation driven by a stable Lévy process of order $α$ with drift and diffusion coefficients $b$ , $σ$ . When $α \in (1, 2)$ , we investigate pathwise uniqueness for this equation. When $α \in (0, 1)$ , we study another stochastic differential equation, which is equivalent in law, but for which pathwise uniqueness holds under much weaker conditions. We obtain various results, depending on whether $α \in (0, 1)$ or $α \in (1, 2)$ and on whether the driving stable process is symmetric or not. Our...

On reliability analysis of consecutive $k$ -out-of- $n$ systems with arbitrarily dependent components

Ebrahim Salehi (2016)

Applications of Mathematics

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In this paper, we consider the linear and circular consecutive $k$ -out-of- $n$ systems consisting of arbitrarily dependent components. Under the condition that at least $n - r + 1$ components ( $r \leq n$ ) of the system are working at time $t$ , we study the reliability properties of the residual lifetime of such systems. Also, we present some stochastic ordering properties of residual lifetime of consecutive $k$ -out-of- $n$ systems. In the following, we investigate the inactivity time of the component with lifetime...

Semigroups generated by convex combinations of several Feller generators in models of mathematical biology

Adam Bobrowski, Radosław Bogucki (2008)

Studia Mathematica

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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 $X_{i} = X_{i} (t), t \geq 0$ and let $α_{i}$ , i = 0,...,N, be non-negative continuous functions on with $\sum_{i = 0}^{N} α_{i} = 1$ . Assume that the closure A of $\sum_{k = 0}^{N} α_{k} A_{k}$ defined on $⋂_{i = 0}^{N} (A_{i})$ 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...

Operator theoretic properties of semigroups in terms of their generators

S. Blunck, L. Weis (2001)

Studia Mathematica

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Let $(T_{t})$ 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 $S_{t} : = \int_{0}^{t} T_{s} d s$ 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.

A continuous mapping theorem for the argmin-set functional with applications to convex stochastic processes

Dietmar Ferger (2021)

Kybernetika

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For lower-semicontinuous and convex stochastic processes $Z_{n}$ and nonnegative random variables $ϵ_{n}$ we investigate the pertaining random sets $A (Z_{n}, ϵ_{n})$ of all $ϵ_{n}$ -approximating minimizers of $Z_{n}$ . It is shown that, if the finite dimensional distributions of the $Z_{n}$ converge to some $Z$ and if the $ϵ_{n}$ converge in probability to some constant $c$ , then the $A (Z_{n}, ϵ_{n})$ converge in distribution to $A (Z, c)$ in the hyperspace of Vietoris. As a simple corollary we obtain an extension of several argmin-theorems in the literature. In particular,...

Stochastic convolution in separable Banach spaces and the stochastic linear Cauchy problem

Zdzisław Brzeźniak, Jan van Neerven (2000)

Studia Mathematica

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Let H be a separable real Hilbert space and let E be a separable real Banach space. We develop a general theory of stochastic convolution of ℒ(H,E)-valued functions with respect to a cylindrical Wiener process ${W_{t}^{H}}_{t \in [0, T]}$ with Cameron-Martin space H. This theory is applied to obtain necessary and sufficient conditions for the existence of a weak solution of the stochastic abstract Cauchy problem (ACP) $d X_{t} = A X_{t} d t + B d W_{t}^{H}$ (t∈ [0,T]), $X_{0} = 0$ almost surely, where A is the generator of a $C_{0}$ -semigroup ${S (t)}_{t \geq 0}$ of bounded linear...

Growth of semigroups in discrete and continuous time

Alexander Gomilko, Hans Zwart, Niels Besseling (2011)

Studia Mathematica

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We show that the growth rates of solutions of the abstract differential equations ẋ(t) = Ax(t), $ẋ (t) = A^{- 1} x (t)$ , and the difference equation $x_{d} (n + 1) = (A + I) {(A - I)}^{- 1} x_{d} (n)$ are closely related. Assuming that A generates an exponentially stable semigroup, we show that on a general Banach space the lowest growth rate of the semigroup ${(e^{A^{- 1} t})}_{t \geq 0}$ is O(∜t), and for $((A + I) {(A - I)}^{- 1}) ⁿ$ it is O(∜n). The similarity in growth holds for all Banach spaces. In particular, for Hilbert spaces the best estimates are O(log(t)) and O(log(n)), respectively. Furthermore,...

Inverses of generators of nonanalytic semigroups

Ralph deLaubenfels (2009)

Studia Mathematica

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Suppose A is an injective linear operator on a Banach space that generates a uniformly bounded strongly continuous semigroup ${e^{t A}}_{t \geq 0}$ . It is shown that $A^{- 1}$ generates an $O (1 + τ) A {(1 - A)}^{- 1}$ -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 ${e^{t A}}_{t \geq 0}$ , 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...

Quasi-diffusion solution of a stochastic differential equation

Agnieszka Plucińska, Wojciech Szymański (2007)

Applicationes Mathematicae

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We consider the stochastic differential equation $X_{t} = X ₀ + \int_{0}^{t} (A_{s} + B_{s} X_{s}) d s + \int_{0}^{t} C_{s} d Y_{s}$ , where $A_{t}$ , $B_{t}$ , $C_{t}$ are nonrandom continuous functions of t, X₀ is an initial random variable, $Y = (Y_{t}, t \geq 0)$ is a Gaussian process and X₀, Y are independent. We give the form of the solution ( $X_{t}$ ) to (0.1) and then basing on the results of Plucińska [Teor. Veroyatnost. i Primenen. 25 (1980)] we prove that ( $X_{t}$ ) is a quasi-diffusion proces.

G-tridiagonal majorization on $𝐌_{n, m}$

Ahmad Mohammadhasani, Yamin Sayyari, Mahdi Sabzvari (2021)

Communications in Mathematics

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For $X, Y \in 𝐌_{n, m}$ , it is said that $X$ is majorized by $Y$ (and it is denoted by $X ≺_{g t} Y$ ) if there exists a tridiagonal g-doubly stochastic matrix $A$ such that $X = A Y$ . In this paper, the linear preservers and strong linear preservers of $≺_{g t}$ are characterized on $𝐌_{n, m}$ .

Dimension of weakly expanding points for quadratic maps

Samuel Senti (2003)

Bulletin de la Société Mathématique de France

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For the real quadratic map $P_{a} (x) = x^{2} + a$ and a given $ϵ > 0$ a point $x$ has good expansion properties if any interval containing $x$ also contains a neighborhood $J$ of $x$ with $P_{a}^{n} |_{J}$ univalent, with bounded distortion and $B (0, ϵ) \subseteq P_{a}^{n} (J)$ for some $n \in ℕ$ . The $ϵ$ -weakly expanding set is the set of points which do not have good expansion properties. Let $α$ denote the negative fixed point and $M$ the first return time of the critical orbit to $[α, - α]$ . We show there is a set $ℛ$ of parameters with positive Lebesgue measure for which the Hausdorff...

Relations between Shy Sets and Sets of $ν_{p}$ -Measure Zero in Solovay’s Model

G. Pantsulaia (2004)

Bulletin of the Polish Academy of Sciences. Mathematics

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An example of a non-zero non-atomic translation-invariant Borel measure $ν_{p}$ on the Banach space $ℓ_{p} (1 \leq p \leq \infty)$ is constructed in Solovay’s model. It is established that, for 1 ≤ p < ∞, the condition " $ν_{p}$ -almost every element of $ℓ_{p}$ has a property P" implies that “almost every” element of $ℓ_{p}$ (in the sense of [4]) has the property P. It is also shown that the converse is not valid.

Nonconventional limit theorems in averaging

Yuri Kifer (2014)

Annales de l'I.H.P. Probabilités et statistiques

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We consider “nonconventional” averaging setup in the form $\frac{d X^{ε} (t)}{d t} = ε B (X^{ε} (t)$ , $𝛯 (q_{1} (t)), 𝛯 (q_{2} (t)), ..., 𝛯 (q_{ℓ} (t)))$ where $𝛯 (t)$ , $t \geq 0$ is either a stochastic process or a dynamical system with sufficiently fast mixing while $q_{j} (t) = α_{j} t$ , $α_{1} l t; α_{2} l t; \dots l t; α_{k}$ and $q_{j}$ , $j = k + 1, ..., ℓ$ grow faster than linearly. We show that the properly normalized error term in the “nonconventional” averaging principle is asymptotically Gaussian.

Weakly nonlinear stochastic CGL equations

Sergei B. Kuksin (2013)

Annales de l'I.H.P. Probabilités et statistiques

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We consider the linear Schrödinger equation under periodic boundary conditions, driven by a random force and damped by a quasilinear damping: $\frac{d}{d t} u + i (- Δ + V (x)) u = ν (Δ u - γ_{R} {| u |}^{2 p} u - i γ_{I} {| u |}^{2 q} u) + \sqrt{ν} η (t, x) . (*)$ The force $η$ is white in time and smooth in $x$ ; the potential $V (x)$ is typical. We are concerned with the limiting, as $ν \to 0$ , behaviour of solutions on long time-intervals $0 \leq t \leq ν^{- 1} T$ , and with behaviour of these solutions under the double limit $t \to \infty$ and $ν \to 0$ . We show that these two limiting behaviours may be described in terms of solutions for the( $*$ ) which is a well...

Finite-energy sign-changing solutions with dihedral symmetry for the stationary nonlinear Schrödinger equation

Monica Musso, Frank Pacard, Juncheng Wei (2012)

Journal of the European Mathematical Society

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We address the problem of the existence of finite energy solitary waves for nonlinear Klein-Gordon or Schrödinger type equations $Δ u - u + f (u) = 0$ in $ℝ^{N}$ , $u \in H^{1} (ℝ^{N})$ , where $N \geq 2$ . Under natural conditions on the nonlinearity $f$ , we prove the existence of $𝑖𝑛𝑓𝑖𝑛𝑖𝑡𝑒𝑙𝑦𝑚𝑎𝑛𝑦𝑛𝑜𝑛𝑟𝑎𝑑𝑖𝑎𝑙𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛𝑠$ in any dimension $N \geq 2$ . Our result complements earlier works of Bartsch and Willem $(N = 4 𝚘𝚛 N \geq 6)$ and Lorca-Ubilla $(N = 5)$ where solutions invariant under the action of $O (2) \times O (N - 2)$ are constructed. In contrast, the solutions we construct are invariant under the action of $D_{k} \times O (N - 2)$ where $D_{k} \subset O (2)$ denotes the dihedral...

Row Hadamard majorization on $𝐌_{m, n}$

Abbas Askarizadeh, Ali Armandnejad (2021)

Czechoslovak Mathematical Journal

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An $m \times n$ matrix $R$ with nonnegative entries is called row stochastic if the sum of entries on every row of $R$ is 1. Let $𝐌_{m, n}$ be the set of all $m \times n$ real matrices. For $A, B \in 𝐌_{m, n}$ , we say that $A$ is row Hadamard majorized by $B$ (denoted by $A ≺_{R H} B)$ if there exists an $m \times n$ row stochastic matrix $R$ such that $A = R \circ B$ , where $X \circ Y$ is the Hadamard product (entrywise product) of matrices $X, Y \in 𝐌_{m, n}$ . In this paper, we consider the concept of row Hadamard majorization as a relation on $𝐌_{m, n}$ and characterize the structure of all linear operators $T : 𝐌_{m, n} \to 𝐌_{m, n}$ preserving...

Generalized Lebesgue points for Sobolev functions

Nijjwal Karak (2017)

Czechoslovak Mathematical Journal

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In many recent articles, medians have been used as a replacement of integral averages when the function fails to be locally integrable. A point $x$ in a metric measure space $(X, d, μ)$ is called a generalized Lebesgue point of a measurable function $f$ if the medians of $f$ over the balls $B (x, r)$ converge to $f (x)$ when $r$ converges to $0$ . We know that almost every point of a measurable, almost everywhere finite function is a generalized Lebesgue point and the same is true for every point of a continuous function....

Soft local times and decoupling of random interlacements

Serguei Popov, Augusto Teixeira (2015)

Journal of the European Mathematical Society

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In this paper we establish a decoupling feature of the random interlacement process $ℐ^{u} \subset ℤ^{d}$ at level $u$ , $d \geq 3$ . Roughly speaking, we show that observations of $ℐ^{u}$ restricted to two disjoint subsets $A_{1}$ and $A_{2}$ of $ℤ^{d}$ are approximately independent, once we add a sprinkling to the process $ℐ^{u}$ by slightly increasing the parameter $u$ . Our results differ from previous ones in that we allow the mutual distance between the sets $A_{1}$ and $A_{2}$ to be much smaller than their diameters. We then provide an important application...

Breathers for nonlinear wave equations

Michael W. Smiley (1988)

Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti

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The semilinear differential equation (1), (2), (3), in $\mathbb{R}\times\Omega$ with $\Omega\in\mathbb{R}^{N}$ , (a nonlinear wave equation) is studied. In particular for $\Omega=\mathbb{R}^{3}$ , the existence is shown of a weak solution $u(t,x)$ , periodic with period $T$ , non-constant with respect to $t$ , and radially symmetric in the spatial variables, that is of the form $u(t,x)=\nu(t,|x|)$ . The proof is based on a distributional interpretation for a linear equation corresponding to the given problem, on the Paley-Wiener criterion for the Laplace Transform, and on the alternative...