Related papers: Smooth paths of conditional expectations

We consider the stochastic differential equation $$ X_t = x_0 + \int_0^t f(X_s)ds + \int_0^t\sigma(X_s)dB^{H}_s,$$ with $x_0 \in \mathbb{R}^d$, $d \geq 1$, $f: \mathbb{R}^d \rightarrow \mathbb{R}^d$ is bounded continuous, $\sigma:…

We consider stochastic differential equations of the form $dY_t=V(Y_t)\,dX_t+V_0(Y_t)\,dt$ driven by a multi-dimensional Gaussian process. Under the assumption that the vector fields $V_0$ and $V=(V_1,\ldots,V_d)$ satisfy H\"{o}rmander's…

Let $A$ be a $C^*$-algebra and $E\colon A \to A$ a conditional expectation. The Kadison-Schwarz inequality for completely positive maps, $$E(x)^*E(x) \leq E(x^* x),$$ implies that $$ \|E(x)\|^2 \leq \|E(x^* x)\|.$$ In this note we show that…

Smooth pseudodifferential operators on $\mathbb{R}^n$ can be characterized by their mapping properties between $L^p-$Sobolev spaces due to Beals and Ueberberg. In applications such a characterization would also be useful in the non-smooth…

In this paper we give a smooth linearization theorem for nonautonomous difference equations with a nonuniform strong exponential dichotomy. The linear part of such a nonautonomous difference equation is defined by a sequence of invertible…

Francesco Severi showed that equisingular families of plane nodal curves are T-smooth, i.e. smooth of the expected dimension, whenever they are non-empty. For families with more complicated singularities this is no longer true. Given a…

The present paper is devoted to the second part of our project on asymmetric maximal inequalities, where we consider martingales in continuous time. Let $(\mathcal M,\tau)$ be a noncommutative probability space equipped with a continuous…

It is shown that the differential geometry of space-time, can be expressed in terms of the algebra of operators on a bundle of Hilbert spaces. The price for this is that the algebra of smooth functions on space-time has to be made…

Consider the stochastic differential equation $\mathrm dX_t = -A X_t \,\mathrm dt + f(t, X_t) \,\mathrm dt + \mathrm dB_t$ in a (possibly infinite-dimensional) separable Hilbert space, where $B$ is a cylindrical Brownian motion and $f$ is a…

Let $(\pi, \mathcal H)$ be a continuous unitary representation of the (infinite dimensional) Lie group $G$ and $\gamma \: \mathbb R \to \mathrm{Aut}(G)$ define a continuous action of $\mathbb R$ on $G$. Suppose that $\pi^\#(g,t) = \pi(g)…

It is well-known that a function on an open set in $\mathbb R^d$ is smooth if and only if it is arc-smooth, i.e., its composites with all smooth curves are smooth. In recent work, we extended this and related results (for instance, a real…

Let $\A$ and $\B$ be operator algebras with $c_0$-isomorphic diagonals and let $\K$ denote the compact operators. We show that if $\A\otimes\K$ and $\B\otimes\K$ are isometrically isomorphic, then $\A$ and $\B$ are isometrically isomorphic.…

Let $\cal A$ and $\cal B$ be Banach algebras. A linear map $T:{\cal A} \rightarrow {\cal B}$ is called separating or disjointness preserving if $ab=0$ implies $Ta\;Tb = 0$ for all $a,b\in {\cal A}$. In this paper, we study a new class of…

We present the construction of an associative, commutative algebra $\hat {\mathcal G}$ of generalized functions on a manifold $X$ satisfying the following optimal set of permanence properties: (i)The space of distributions on $X$ is…

For a closed negatively curved surface $(X,g)$ the flat trace of the geodesic Koopman operators $V_g^\tau f=f\circ G_g^\tau$ is the periodic orbit distribution \[ \mathrm{Tr}^{\flat}…

We provide a general construction of time-consistent sublinear expectations on the space of continuous paths. It yields the existence of the conditional G-expectation of a Borel-measurable (rather than quasi-continuous) random variable, a…

We say a graph $G$ has a Hamiltonian path if it has a path containing all vertices of $G$. For a graph $G$, let $\sigma_2(G)$ denote the minimum degree sum of two nonadjacent vertices of $G$; restrictions on $\sigma_2(G)$ are known as…

In this paper we study the continuous dynamical sampling problem at infinite time in a complex Hilbert space $\mathcal{H}$. We find necessary and sufficient conditions on a bounded linear operator $A\in\mathcal{B}(\mathcal{H})$ and a set of…

In this paper, for a smooth variety equiped with an action of a connected algebraic group (not necessary linear), we introduce the notion of invariant Brauer sub-group and the notion of invariant \'etale Brauer-Manin obstruction. Then we…

Let $U,H$ be two separable Hilbert spaces and $T>0$. We consider an SDE which evolves in the Hilbert space $H$ of the form \begin{align} dX(t)=AX(t)dt+\widetilde{\mathscr L}B(X(t))dt+GdW(t), \quad t\in[0,T], \quad X(0)=x \in H, \end{align}…