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Let $ H:=-\tfrac12\Delta+V$ be a one-dimensional continuum Schr\"odinger operator. Consider ${\hat H}:= H+\xi$, where $\xi$ is a translation invariant Gaussian noise. Under some assumptions on $\xi$, we prove that if $V$ is locally…

Probability · Mathematics 2021-07-26 Pierre Yves Gaudreau Lamarre

We consider the Graph Ornstein-Uhlenbeck (GrOU) process observed on a non-uniform discrete time grid and introduce discretised maximum likelihood estimators with parameters specific to the whole graph or specific to each component, or node.…

Methodology · Statistics 2022-07-12 Valentin Courgeau , Almut E. D. Veraart

We consider the Schr\"odinger type operator ${\mathcal A}=(1+|x|^{\alpha})\Delta-|x|^{\beta}$, for $\alpha\in [0,2]$ and $\beta\ge 0$. We prove that, for any $p\in (1,\infty)$, the minimal realization of operator ${\mathcal A}$ in…

Analysis of PDEs · Mathematics 2012-03-06 Luca Lorenzi , Abdelaziz Rhandi

The purpose of this article is to establish upper and lower estimates for the integral kernel of the semigroup exp(-tP) associated to a classical, strongly elliptic pseudodifferential operator P of positive order on a closed manifold. The…

Analysis of PDEs · Mathematics 2014-11-04 Heiko Gimperlein , Gerd Grubb

In this note we focus our attention on a stochastic heat equation defined on the Heisenberg group $\mathbf{H}^{n}$ of order $n$. This equation is written as $\partial_t u=\frac{1}{2}\Delta u+u\dot{W}_\alpha$, where $\Delta$ is the…

Probability · Mathematics 2022-06-29 Fabrice Baudoin , Cheng Ouyang , Samy Tindel , Jing Wang

Let $\mathcal{L}$ be a Schr\"{o}dinger operator and $\mathcal{V}_\varrho(e^{-t\mathcal{L}})$ be the variation operator of heat semigroup associated to $\mathcal{L}$ with $\varrho>2$. In this paper, we first obtain the quantitative weighted…

Classical Analysis and ODEs · Mathematics 2025-02-11 Yongming Wen , Huoxiong Wu

We consider, in the setting of stratified groups G, two analogues of the Ornstein-Uhlenbeck semi-group, namely Markovian diffusion semi-groups acting on $L^q(pd g)$, whose invariant density $p$ is a heat kernel at time 1 on G.

Functional Analysis · Mathematics 2009-07-08 Francoise Lust-Piquard

In this work, we study the class of stochastic process that generalizes the Ornstein-Uhlenbeck processes, hereafter called by \emph{Generalized Ornstein-Uhlenbeck Type Process} and denoted by GOU type process. We consider them driven by the…

Statistics Theory · Mathematics 2021-08-17 J. Stein , S. R. C. Lopes , A. V. Medino

In this paper we first study the generalized weighted Hardy spaces $H^p_{L,w}(X)$ for $0<p\le 1$ associated to nonnegative self-adjoint operators $L$ satisfying Gaussian upper bounds on the space of homogeneous type $X$ in both cases of…

Analysis of PDEs · Mathematics 2018-08-30 The Anh Bui , Xuan Thinh Duong

For the linear partial differential equation $P(\partial_x,\partial_t)u=f(x,t)$, where $x\in\mathbb{R}^n,\;t\in\mathbb{R}^1$, with $P(\partial_x,\partial_t)$ is $\prod^m_{i=1}(\frac{\partial}{\partial{t}}-a_iP(\partial_x))$ or…

Analysis of PDEs · Mathematics 2011-02-04 Guangqing Bi , Yuekai Bi

This is a survey paper about Ornstein-Uhlenbeck semigroups in infinite dimension, and their generators. We start from the classical Ornstein-Uhlenbeck semigroup in Wiener spaces and then discuss the general case in Hilbert spaces. Finally,…

Analysis of PDEs · Mathematics 2021-04-28 Alessandra Lunardi , Diego Pallara

In a recent paper we presented a general perturbation result for generators of $C_0$-semigroups. The aim of the present paper is to replace, in case the unperturbed semigroup is analytic, the various conditions appearing in this result by…

Functional Analysis · Mathematics 2015-05-07 Martin Adler , Miriam Bombieri , Klaus-Jochen Engel

In this note we generalize perturbation results for positive $C_0$-semigroups on AM- and AL-spaces and give a Weiss--Staffans type perturbation result for generators of positive semigroups on Banach lattices. The abstract results are…

Functional Analysis · Mathematics 2024-05-30 Alessio Barbieri , Klaus-Jochen Engel

We consider a complete non-compact Riemannian manifold satisfying the volume doubling property and a Gaussian upper bound for its heat kernel (on functions). Let -- $\rightarrow$ $\Delta$ k be the Hodge-de Rham Laplacian on differential…

Analysis of PDEs · Mathematics 2017-05-22 Jocelyn Magniez , El Maati Ouhabaz

Let $(X,d,\mu)$ be a doubling metric measure space endowed with a Dirichlet form $\E$ deriving from a "carr\'e du champ". Assume that $(X,d,\mu,\E)$ supports a scale-invariant $L^2$-Poincar\'e inequality. In this article, we study the…

Metric Geometry · Mathematics 2017-10-03 Thierry Coulhon , Renjin Jiang , Pekka Koskela , Adam Sikora

Let $(\mathbb M, d,\mu)$ be a metric measure space with upper and lower densities: $$ \begin{cases} |||\mu|||_{\beta}:=\sup_{(x,r)\in \mathbb M\times(0,\infty)} \mu(B(x,r))r^{-\beta}<\infty;\\ |||\mu|||_{\beta^{\star}}:=\inf_{(x,r)\in…

Analysis of PDEs · Mathematics 2019-08-22 Jizheng Huang , Pengtao Li , Yu Liu , Shaoguang Shi

We prove variation and oscillation $L^p$-inequalities associated with fractional derivatives of certain semigroups of operators and with the family of truncations of Riesz transforms in the inverse Gaussian setting. We also study these…

Classical Analysis and ODEs · Mathematics 2020-12-22 Víctor Almeida , Jorge J. Betancor

We show that any bounded analytic semigroup on $L^p$ (with $1<p<\infty$) whose negative generator admits a bounded $H^{\infty}$ functional calculus with respect to some angle $< \pi/2$ can be dilated into a bounded analytic semigroup…

Functional Analysis · Mathematics 2015-12-17 Cédric Arhancet , Stephan Fackler , Christian Le Merdy

Let $L_t:=\Delta_t+Z_t$ for a $C^{1,1}$-vector field $Z$ on a differential manifold $M$ with possible boundary $\partial M$, where $\Delta_t$ is the Laplacian induced by a time dependent metric $g_t$ differentiable in $t\in [0,T_c)$. We…

Probability · Mathematics 2012-11-16 Lijuan Cheng

It is proved that a general non-differentiable skew convolution semigroup associated with a strongly continuous semigroup of linear operators on a real separable Hilbert space can be extended to a differentiable one on the entrance space of…

Probability · Mathematics 2011-02-19 Donald A. Dawson , Zenghu Li
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