On product formulas for exponential functions.
We prove smoothing properties of nonlocal transition semigroups associated to a class of stochastic differential equations (SDE) in 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 (i.e. , where is an increasing pure-jump Lévy process starting at zero and independent of the Wiener process ) and of an arbitrary Lévy process independent of , that the drift coefficient is continuous (but not...
We give new results on square functionsassociated to a sectorial operator on for . Under the assumption that is actually -sectorial, we prove equivalences of the form for suitable functions . We also show that has a bounded functional calculus with respect to . Then we apply our results to the study of conditions under which we have an estimate , when generates a bounded semigroup on and is a linear mapping.
We study positive linear Volterra integro-differential equations in Banach lattices. A characterization of positive equations is given. Furthermore, an explicit spectral criterion for uniformly asymptotic stability of positive equations is presented. Finally, we deal with problems of robust stability of positive systems under structured perturbations. Some explicit stability bounds with respect to these perturbations are given.