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Differentiability of excessive functions of one-dimensional diffusions and the principle of smooth fit

Paavo Salminen, Bao Quoc Ta (2015)

Banach Center Publications

The principle of smooth fit is probably the most used tool to find solutions to optimal stopping problems of one-dimensional diffusions. It is important, e.g., in financial mathematical applications to understand in which kind of models and problems smooth fit can fail. In this paper we connect-in case of one-dimensional diffusions-the validity of smooth fit and the differentiability of excessive functions. The basic tool to derive the results is the representation theory of excessive functions;...

Dirichlet forms on symmetric spaces

Christian Berg (1973)

Annales de l'institut Fourier

Let G be a locally compact group and K a compact subgroup such that the algebra L 1 ( G ) of biinvariant integrable functions is commutative. We characterize the G -invariant Dirichlet forms on the homogeneous space G / K using harmonic analysis of L 1 ( G ) . This extends results from Ch. Berg, Séminaire Brelot-Choquet-Deny, Paris, 13e année 1969/70 and J. Deny, Potential theory (C.I.M.E., I ciclo, Stresa), Ed. Cremonese, Rome, 1970. Every non-zero G -invariant Dirichlet form on a symmetric space G / K of non compact type...

Dirichlet problem with L p -boundary data in contractible domains of Carnot groups

Andrea Bonfiglioli, Ermanno Lanconelli (2006)

Annali della Scuola Normale Superiore di Pisa - Classe di Scienze

Let be a sub-laplacian on a stratified Lie group G . In this paper we study the Dirichlet problem for with L p -boundary data, on domains Ω which are contractible with respect to the natural dilations of G . One of the main difficulties we face is the presence of non-regular boundary points for the usual Dirichlet problem for . A potential theory approach is followed. The main results are applied to study a suitable notion of Hardy spaces.

Distribution of nodes on algebraic curves in N

Thomas Bloom, Norman Levenberg (2003)

Annales de l’institut Fourier

Given an irreducible algebraic curves A in N , let m d be the dimension of the complex vector space of all holomorphic polynomials of degree at most d restricted to A . Let K be a nonpolar compact subset of A , and for each d = 1 , 2 , . . . , choose m d points { A d j } j = 1 , . . . , m d in K . Finally, let Λ d be the d -th Lebesgue constant of the array { A d j } ; i.e., Λ d is the operator norm of the Lagrange interpolation operator L d acting on C ( K ) , where L d ( f ) is the Lagrange interpolating polynomial for f of degree d at the points { A d j } j = 1 , . . . , m d . Using techniques of pluripotential...

Domain perturbations, capacity and shift of eigenvalues

André Noll (1999)

Journées équations aux dérivées partielles

After introducing the notion of capacity in a general Hilbert space setting we look at the spectral bound of an arbitrary self-adjoint and semi-bounded operator H . If H is subjected to a domain perturbation the spectrum is shifted to the right. We show that the magnitude of this shift can be estimated in terms of the capacity. We improve the upper bound on the shift which was given in Capacity in abstract Hilbert spaces and applications to higher order differential operators (Comm. P. D. E., 24:759–775,...

Doubling conditions for harmonic measure in John domains

Hiroaki Aikawa, Kentaro Hirata (2008)

Annales de l’institut Fourier

We introduce new classes of domains, i.e., semi-uniform domains and inner semi-uniform domains. Both of them are intermediate between the class of John domains and the class of uniform domains. Under the capacity density condition, we show that the harmonic measure of a John domain D satisfies certain doubling conditions if and only if D is a semi-uniform domain or an inner semi-uniform domain.

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