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...

We consider a family of nonlinear stochastic heat equations of the form ${\partial }_{t}u=ℒu+\sigma \left(u\right)\dot{W}$, where $\dot{W}$ denotes space–time white noise, $ℒ$ the generator of a symmetric Lévy process on $𝐑$, and $\sigma$ 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 $ℒf=c{f}^{\text{'}\text{'}}$ for some $cgt;0$, we prove that if $u_0$ is a finite measure of compact support, then the...

We study a one-dimensional stochastic differential equation driven by a stable Lévy process of order $\alpha$ with drift and diffusion coefficients $b$, $\sigma$. When $\alpha \in (1,2)$, we investigate pathwise uniqueness for this equation. When $\alpha \in (0,1)$, 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 $\alpha \in (0,1)$ or $\alpha \in (1,2)$ and on whether the driving stable process is symmetric or not. Our...

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 ($r\le n$) 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...

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...

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 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) $d{X}_t=A{X}_{t}dt+Bd{W}_t^H$ (t∈ [0,T]), $X_0=0$ almost surely, where A is the generator of a $C_0$-semigroup ${S\left(t\right)}_{t\ge 0}$ of bounded linear...

We show that the growth rates of solutions of the abstract differential equations ẋ(t) = Ax(t), $ẋ\left(t\right)=A^{-1}x\left(t\right)$, and the difference equation $x_d(n+1)=(A+I){(A-I)}^{-1}{x}_d\left(n\right)$ 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 ${\left(e^{A^{-1}t}\right)}_{t\ge 0}$ is O(∜t), and for $\left((A+I){(A-I)}^{-1}\right)ⁿ$ 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,...

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 consider the stochastic differential equation $X_t=X₀+{\int }_0^t(A_s+B_s{X}_s)ds+{\int }_0^t{C}_{s}d{Y}_s$, where $A_t$, $B_t$, $C_t$ are nonrandom continuous functions of t, X₀ is an initial random variable, $Y=(Y_t,t\ge 0)$ 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.

For the real quadratic map $P_a\left(x\right)=x^2+a$ 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 $B(0,ϵ)\subseteq P_a^n\left(J\right)$ for some $n\in \mathbb{N}$. The $ϵ$-weakly expanding set is the set of points which do not have good expansion properties. Let $\alpha$ denote the negative fixed point and $M$ the first return time of the critical orbit to $[\alpha ,-\alpha ]$. We show there is a set $ℛ$ of parameters with positive Lebesgue measure for which the Hausdorff...

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

We consider “nonconventional” averaging setup in the form $\frac{\mathrm{d}{X}^{\epsilon }\left(t\right)}{\mathrm{d}t}=\epsilon B(X^{\epsilon }\left(t\right)$, $𝛯\left(q_1\left(t\right)\right),𝛯\left(q_2\left(t\right)\right),...,𝛯\left(q_{\ell }\left(t\right)\right))$ where $𝛯\left(t\right)$, $t\ge 0$ is either a stochastic process or a dynamical system with sufficiently fast mixing while $q_j\left(t\right)={\alpha }_{j}t$, ${\alpha }_{1}lt;{\alpha }_{2}lt;\cdots lt;{\alpha }_k$ and $q_j$, $j=k+1,...,\ell$ grow faster than linearly. We show that the properly normalized error term in the “nonconventional” averaging principle is asymptotically Gaussian.

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

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

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 $(X,d,\mu )$ is called a generalized Lebesgue point of a measurable function $f$ if the medians of $f$ over the balls $B(x,r)$ converge to $f\left(x\right)$ 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....

In this paper we establish a decoupling feature of the random interlacement process ${ℐ}^u\subset {\mathbb{Z}}^d$ at level $u$, $d\ge 3$. Roughly speaking, we show that observations of ${ℐ}^u$ restricted to two disjoint subsets $A_1$ and $A_2$ of ${\mathbb{Z}}^d$ 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...

The semilinear differential equation (1), (2), (3), in $ℝ\times \mathrm{\Omega }$ with $\mathrm{\Omega }\in {ℝ}^N$, (a nonlinear wave equation) is studied. In particular for $\mathrm{\Omega }={ℝ}^3$, 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...

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....

Via critical point theory we establish the existence and regularity of solutions for the quasilinear elliptic problem ⎧ $div(x,\nabla u)+{a\left(x\right)\left|u\right|}^{p-2}u={g\left(x\right)\left|u\right|}^{p-2}u+h\left(x\right){\left|u\right|}^{s-1}u$ in ${ℝ}^N$ ⎨ ⎩ u > 0, $li{m}_{\left|x\right|\to \infty }u\left(x\right)=0$, where 1 < p < N; a(x) is assumed to satisfy a coercivity condition; h(x) and g(x) are not necessarily bounded but satisfy some integrability restrictions.

In this paper we prove the following results. First, we show the existence of Wiener-Wintner dynamical system with continuous singular spectrum in the orthocomplement of their respective Kronecker factors. The second result states that if $f\in L^p$, $p$ large enough, is a Wiener-Wintner function then, for all $\gamma \in (1+\frac{1}{2p}-\frac{\beta }{2},1]$, there exists a set $X_f$ of full measure for which the series ${\sum }_{n=1}^{\infty }\frac{f\left(T^{n}x\right)e^{2\pi inϵ}}{n^{\gamma }}$ converges uniformly with respect to $ϵ$.

The purpose of this paper is to investigate efficient representations of the residue classes modulo $q$, by performing sum and product set operations starting from a given subset $A$ of ${\mathbb{Z}}_q$. We consider the case of very small sets $A$ and composite $q$ for which not much seemed known (nontrivial results were recently obtained when $q$ is prime or when log $\left|A\right|\sim logq$). Roughly speaking we show that all residue classes are obtained from a $k$-fold sum of an $r$-fold product set of $A$, where $r\ll logq$ and $logk\ll logq$, provided the...

We characterise the boundedness of the $H^{\infty }$ calculus of a sectorial operator in terms of dilation theorems. We show e. g. that if $-A$ generates a bounded analytic $C_0$ semigroup $\left(T_t\right)$ on a UMD space, then the $H^{\infty }$ calculus of $A$ is bounded if and only if $\left(T_t\right)$ has a dilation to a bounded group on $L^2([0,1],X)$. This generalises a Hilbert space result of C.LeMerdy. If $X$ is an $L^p$ space we can choose another $L^p$ space in place of $L^2([0,1],X)$.