Related papers: The It\\^o transform for a general class of pseudo…
We consider global pseudodifferential operators on symmetric spaces of noncompact type, defined using spherical functions. The associated symbols have a natural probabilistic form that extend the notion of the characteristic exponent…
The classical It\^{o}-Michler theorem states that the degree of every ordinary irreducible character of a finite group $G$ is coprime to a prime $p$ if and only if the Sylow $p$-subgroups of $G$ are abelian and normal. In an earlier paper,…
This largely pedagogical paper recalls some facts on defect numbers of products of closed operators employing results from the theory of semi-Fredholm operators and then applies these facts to positive integer powers of symmetric operators…
Let $G$ be a unimodular type I second countable locally compact group and $\hat G$ its unitary dual. We introduce and study a global pseudo-differential calculus for operator-valued symbols defined on $G\times\hat G$, and its relations to…
In this paper we consider a Caputo type fractional derivative with respect to another function. Some properties, like the semigroup law, a relationship between the fractional derivative and the fractional integral, Taylor's Theorem,…
The analogue of the Riesz-Dunford functional calculus has been introduced and studied recently as well as the theory of semigroups and groups of linear quaternionic operators. In this paper we suppose that $T$ is the infinitesimal generator…
The paper introduces a novel Ito's formula for time dependent tempered generalized functions. As an application, we study the heat equation when initial conditions are allowed to be a generalized tempered function. A new proof of the…
Assume that $S$ is a semigroup generated by $\{x_1,...,x_n\}$, and let $\Uscr$ be the multiplicative free commutative semigroup generated by $\{u_1,...,u_n\}$. We say that $S$ is of \emph{$I$-typ}e if there is a bijection $v:\Uscr\r S$ such…
The representation theorem is obtained for functionals of non-Markov processes and their first exit times from bounded domains. These functionals are represented via solutions of backward parabolic Ito equations. As an example of…
This paper considers the problem of constructing finite-dimensional state space realizations for stochastic processes that can be represented as the outputs of a certain type of a causal system driven by a continuous semimartingale input…
Let $\mathcal{L}=-\Delta+V$ be a Schr\"{o}dinger operator, where the nonnegative potential $V$ belongs to the reverse H\"{o}lder class $B_{q}$. By the aid of the subordinative formula, we estimate the regularities of the fractional heat…
This is an overview on the {source operator method} which leads to the construction of symmetry breaking differential operators (SBDO) in the context of tensor product of two principals series representations for the conformal group of a…
We present new stochastic differential equations, that are more general and simpler than the existing Ito-based stochastic differential equations. As an example, we apply our approach to the investment (portfolio) model.
Let $P(\partial/\partial x)$ be an $m\times n$ matrix whose entries are PDO on $\bbR^n$ with constant coefficients, and let $\calS(\bbR^n)$ be the space of infinitely differentiable rapidly decreasing functions on $\bbR^n$. It is proved…
We investigate a new representation of general operators by means of sums of shifted Gabor multipliers. These representations arise by studying the matrix of an operator with respect to a Gabor frame. Each shifted Gabor multiplier…
We introduce some general tools to design exact splitting methods to compute numerically semigroups generated by inhomogeneous quadratic differential operators. More precisely, we factorize these semigroups as products of semigroups that…
We provide an expression for the conductor $c(\Delta)$ of a semimodule $\Delta$ of a numerical semigroup $\Gamma$ with two generators in terms of the syzygy module of $\Delta$ and the generators of the semigroup. In particular, we deduce…
In this paper, we introduce formulations of the Trotter Kato theorem for approximation of bi continuous semigroups that provide a useful framework whenever convergence of numerical approximations to solutions of PDEs are studied with…
We consider a specific class of manifolds with singularities, namely, stratified manifolds, and describe a class of pseudodifferential operators (PsiDO) related to differential operators with degeneration of first-order with respect to the…
The phenomenon "hypo-coercivity," i.e., the increased rate of contraction for a semi-group upon adding a large skew-adjoint part to the generator, is considered for 1D semigroups generated by the Schr\"odinger operators $-\partial^2_x + x^2…