Displaying 621 – 640 of 1072

Showing per page

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

We prove smoothing properties of nonlocal transition semigroups associated to a class of stochastic differential equations (SDE) in 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 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 (but not...

On square functions associated to sectorial operators

Christian Le Merdy (2004)

Bulletin de la Société Mathématique de France

We give new results on square functions x F = 0 F ( t A ) x 2 d t t 1 / 2 p associated to a sectorial operator A on L p for 1 < p < . Under the assumption that A is actually R -sectorial, we prove equivalences of the form K - 1 x G x F K x G for suitable functions F , G . We also show that A has a bounded H functional calculus with respect to . F . Then we apply our results to the study of conditions under which we have an estimate ( 0 | C e - t A ( x ) | 2 d t ) 1 / 2 q M x p , when - A generates a bounded semigroup e - t A on L p and C : D ( A ) L q is a linear mapping.

On stability and robust stability of positive linear Volterra equations in Banach lattices

Satoru Murakami, Pham Ngoc (2010)

Open Mathematics

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.

Currently displaying 621 – 640 of 1072