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A nonasymptotic theorem for unnormalized Feynman–Kac particle models

F. Cérou, P. Del Moral, A. Guyader (2011)

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

We present a nonasymptotic theorem for interacting particle approximations of unnormalized Feynman–Kac models. We provide an original stochastic analysis-based on Feynman–Kac semigroup techniques combined with recently developed coalescent tree-based functional representations of particle block distributions. We present some regularity conditions under which the -relative error of these weighted particle measures grows linearly with respect to the time horizon yielding what seems to be the first...

A note on Howe's oscillator semigroup

Joachim Hilgert (1989)

Annales de l'institut Fourier

Analytic extensions of the metaplectic representation by integral operators of Gaussian type have been calculated in the L 2 ( ℝ n ) and the Bargmann-Fock realisations by Howe [How2] and Brunet-Kramer [Brunet-Kramer, Reports on Math. Phys., 17 (1980), 205-215]], respectively. In this paper we show that the resulting semigroups of operators are isomorphic and calculate the intertwining operator.

A note on maximal estimates for stochastic convolutions

Mark Veraar, Lutz Weis (2011)

Czechoslovak Mathematical Journal

In stochastic partial differential equations it is important to have pathwise regularity properties of stochastic convolutions. In this note we present a new sufficient condition for the pathwise continuity of stochastic convolutions in Banach spaces.

A notion of analytic generator for groups of unbounded operators

José E. Galé (2005)

Banach Center Publications

We introduce a notion of analytic generator for groups of unbounded operators, on Banach modules, arising from Esterle’s quasimultiplier theory. Characterizations of analytic generators are given in terms of the existence of certain functional calculi. This extends recent results about C₀ groups of bounded operators. The theory is applicable to sectorial operators, representations of H ∞ , and integrated groups.

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