Related papers: Time inhomogeneous Generalized Mehler Semigroups

We develop an algorithm that computes strongly continuous semigroups on infinite-dimensional Hilbert spaces with explicit error control. Given a generator $A$, a time $t>0$, an arbitrary initial vector $u_0$ and an error tolerance…

We study self-adjoint semigroups of partial isometries on a Hilbert space. These semigroups coincide precisely with faithful representations of abstract inverse semigroups. Groups of unitary operators are specialized examples of…

We consider here one-parameter semigroups ${\bf T}=(T(t))_{t>0}$ of bounded operators on a Banach space $X$ which are weakly continuous in the sense of Arveson. For such a semigroup ${\bf T}$ denote by ${\mathcal M}_{\omega_{\bf T}}$ the…

This paper studies how differentiable representations of certain subsemigroups of the Weyl-Heisenberg group may be obtained in suitably constructed rigged Hilbert spaces. These semigroup representations are induced from a continuous unitary…

Let $P$ be a generalized laplacian on $R^{2n+1}$. It is known that $P$ is the generating functional of semigroups of measures $\mu_{t}$ on the Heisenberg group $H^{n}$ and $\nu_{t}$ on the Abelian group $R^{2n+1}$. Under some smoothness and…

Let $u$ be the solution to the following stochastic evolution equation (1) du(t,x)& = &A u(t,x) dt + B \sigma(u(t,x)) dL(t),\quad t>0; u(0,x) = x taking values in an Hilbert space $\HH$, where $L$ is a $\RR$ valued L\'evy process, $A:H\to…

The Harnack inequality established in [13] for generalized Mehler semigroup is improved and generalized. As applications, the log-Harnack inequality, the strong Feller property, the hyper-bounded property, and some heat kernel inequalities…

We provide necessary and sufficient conditions for a Hilbert space-valued Ornstein-Uhlenbeck process to be reversible with respect to its invariant measure $\mu$. For a reversible process the domain of its generator in $L^p(\mu )$ is…

Intrinsic microphysical irreversibility is the time asymmetry observed in exponentially decaying states. It is described by the semigroup generated by the Hamiltonian $\QTR{it}{H}$ of the quantum physical system, not by the semigroup…

We show that generalised time-frequency shifts on the Heisenberg group $\mathbf{H}_n \cong \mathbb{R}^{2n+1}$, realised as a unitary irreducible representation of a nilpotent Lie group acting on $L^{2}(\mathbf{H}_n)$, give rise to a novel…

We study Hopf algebras via tools from geometric invariant theory. We show that all the invariants we get can be constructed using the integrals of the Hopf algebra and its dual together with the multiplication and the comultiplication, and…

The $n$-dimensional affine Weyl-Heisenberg group is a Lie group typically parameterized as $G_{aWH} = \mathbb{T} \times \mathbb{R}^n \times \widehat{\mathbb{R}^n} \times \mathrm{GL}(n, \mathbb{R})$, generated by all translation, dilation,…

We study the long time behaviour of a large class of diffusion processes on $R^N$, generated by second order differential operators of (possibly) degenerate type. The operators that we consider {\em need not} satisfy the H\"ormander…

We consider the stochastic differential equation $$ \left\{ \begin{array}{lc} dX(t)=[AX(t)+F(X(t))]dt+C^{1/2}dW(t), & t>0;\\ X(0)=x \in \mathcal{X}; \end{array}\right. $$ where $\mathcal{X}$ is a Hilbert space, $\{W(t)\}_{t\geq 0}$ is a…

Let $\mathcal{X}$ be a real separable Hilbert space. Let $C$ be a linear, bounded and positive operator on $\mathcal{X}$ and let $A$ be the infinitesimal generator of a strongly continuous semigroup on $\mathcal{X}$. Let $\{W(t)\}_{t\geq…

Consider the linear stochastic evolution equation dU(t) = AU(t) + dW_H(t), t\ge 0, where A generates a C_0-semigroup on a Banach space E and W_H is a cylindrical Brownian motion in a continuously embedded Hilbert subspace H of E. Under the…

Many time-dependent linear partial differential equations of mathematical physics and continuum mechanics can be phrased in the form of an abstract evolutionary system defined on a Hilbert space. In this paper we discuss a general framework…

We introduce a class of central symmetric infinitely divisible probability measures on compact Lie groups by lifting the characteristic exponent from the real line via the Casimir operator. The class includes Gauss, Laplace and stable-type…

We introduce the concept of an imprecise Markov semigroup \(\mathbf Q\). It is a tool that allows us to represent ambiguity around both the transition probabilities and the invariant measure of a continuous-time Markov process via a…

The space-fractional and the time-fractional Poisson processes are two well-known models of fractional evolution. They can be constructed as standard Poisson processes with the time variable replaced by a stable subordinator and its…