English
Related papers

Related papers: Time inhomogeneous Generalized Mehler Semigroups

200 papers

We study semilinear evolution equations $ \frac {{\rm d} U}{{\rm d} t}=AU+B(U)$ posed on a Hilbert space ${\cal Y}$, where $A$ is normal and generates a strongly continuous semigroup, $B$ is a smooth nonlinearity from ${\cal Y}_\ell =…

Numerical Analysis · Mathematics 2016-01-19 Claudia Wulff , Chris Evans

Given a Hamiltonian $H$ on a Hilbert space $\mathcal H$ it is shown that, under the assumption that $\sigma(H)=\sigma_{ac}(H)=R^+$, there exist unique positive operators $T_F$ and $T_B$ registering the Schr\"odinger time evolution generated…

Mathematical Physics · Physics 2007-06-13 Y. Strauss

K. It\^{o} characterised in \cite{ito} zero-mean stationary Gauss Markov-processes evolving on a class of infinite-dimensional spaces. In this work we extend the work of It\^{o} in the case of Hilbert spaces: Gauss-Markov families that are…

Probability · Mathematics 2013-07-11 Ben Goldys , Szymon Peszat , Jerzy Zabczyk

This article studies the temporal approximation of hyperbolic semilinear stochastic evolution equations with multiplicative Gaussian noise by Milstein-type schemes. We take the term hyperbolic to mean that the leading operator generates a…

Numerical Analysis · Mathematics 2026-02-03 Felix Kastner , Katharina Klioba

Additive processes are obtained from L\'{e}vy ones by relaxing the condition of stationary increments, hence they are spatially (but not temporally) homogeneous. By analogy with the case of time-homogeneous Markov processes, one can define…

Probability · Mathematics 2018-11-15 Luisa Beghin , Costantino Ricciuti

In this paper, we develop a semi-classical analysis on H-type groups. We define semi-classical pseudodifferential operators, prove the boundedness of their action on square integrable functions and develop a symbolic calculus. Then, we…

Functional Analysis · Mathematics 2018-12-04 Clotilde Fermanian-Kammerer , Veronique Fischer

Given a probability measure $\mu$ on the real line, there exists a semigroup $\mu_t$ with real parameter $t>1$ which interpolates the discrete semigroup of measures $\mu_n$ obtained by iterating its free convolution. It was shown in…

Functional Analysis · Mathematics 2015-03-19 Ping Zhong

Let $X$ be a separable Hilbert space endowed with a non-degenerate centred Gaussian measure $\gamma$ and let $\lambda_1$ be the maximum eigenvalue of the covariance operator associated with $\gamma$. The associated Cameron--Martin space is…

Analysis of PDEs · Mathematics 2025-08-15 Luciana Angiuli , Simone Ferrari , Diego Pallara

Let $\mu$ be a probability measure (or corresponding random variable) such that all moments $\mu_n$ exist. Knowledge of the moments is not sufficient to determine infinite divisibility of the measure; we show also that infinitely divisible,…

Probability · Mathematics 2007-05-23 Aubrey Wulfsohn

Given a stationary continuous-time process $f(t)$, the Hilbert-Schmidt operator $A_{\tau}$ can be defined for every finite $\tau$\cite{Vautard1989SingularSA}. Let $\lambda_{\tau,i}$ be the eigenvalues of $A_{\tau}$ with descending order. In…

Optimization and Control · Mathematics 2026-04-20 Yicun Zhen , Bertrand Chapron , Etienne Mémin

We review two approaches to the definition of the Hilbert space and evolution in mechanical theories with local time-reparametrization invariance, which are often used as toy models of quantum gravity. The first approach is based on the…

General Relativity and Quantum Cosmology · Physics 2023-10-20 Leonardo Chataignier

We study the well-posedness of nonautonomous nonlinear delay equations in $\mathbb{R}^{n}$ as evolutionary equations in a proper Hilbert space. We present a construction of solving operators (nonautonomous case) or nonlinear semigroups…

Dynamical Systems · Mathematics 2024-02-08 Mikhail Anikushin

By the method of coupling and Girsanov transformation, Harnack inequalities [F.-Y. Wang, 1997] and strong Feller property are proved for the transition semigroup associated with the multivalued stochastic evolution equation on a Gelfand…

Probability · Mathematics 2009-08-26 Shun-Xiang Ouyang

We consider a family of self-adjoint Ornstein--Uhlenbeck operators $L_{\alpha} $ in an infinite dimensional Hilbert space H having the same gaussian invariant measure $\mu$ for all $\alpha \in [0,1]$. We study the Dirichlet problem for the…

Analysis of PDEs · Mathematics 2010-06-09 Giuseppe Da Prato , Alessandra Lunardi

In this paper we study some convergence results concerning the one-dimensional distribution of a time-changed fractional Ornstein-Uhlenbeck process. In particular, we establish that, despite the time change, the process admits a Gaussian…

Probability · Mathematics 2020-11-06 Giacomo Ascione , Yuliya Mishura , Enrica Pirozzi

We introduce the term "protonormal" to refer to a subgroup H of a group G such that for every x in G the subgroups x^{-1}Hx and H commute as sets. If moreover (G,H) is a Hecke pair we show that the Hecke algebra H(G,H) is generated by the…

Operator Algebras · Mathematics 2010-03-16 Ruy Exel

In this paper, we construct invariant measures and global-in-time solutions for a fractional Schr\" odinger equation with a Moser-Trudinger type nonlinearity $$ i\partial_t u= (-\Delta)^{\alpha}u+ 2\beta u e^{\beta…

Analysis of PDEs · Mathematics 2021-10-15 Jean-Baptiste Casteras , Léonard Monsaingeon

We introduce a natural generalization of the definition of a symmetric Hopf algebroid, internal to any symmetric monoidal category with coequalizers that commute with the monoidal product. Motivation for this is the study of Heisenberg…

Quantum Algebra · Mathematics 2023-08-29 Martina Stojić

The main result of this work is the proof of the boundedness of the Ornstein-Uhlenbeck semigroup $ \{T_t \}_{t\geq 0} $ in $ {\mathbb R}^d $ on Gaussian variable Lebesgue spaces under a condition of regularity on $p(\cdot)$ following…

Classical Analysis and ODEs · Mathematics 2019-11-18 Jorge Moreno , Ebner Pineda , Wilfredo Urbina

In a series of papers Tsirelson constructed from measure types of random sets and generalised random processes a new range of examples for continuous tensor product systems of Hilbert spaces introduced by Arveson for classifying…

Probability · Mathematics 2007-05-23 Volkmar Liebscher