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We study a class of degenerate diffusion generators that arise in sequential testing and quickest detection problems with partial information. The observation process is driven by $k$ independent Brownian motions, while the hidden state…

Statistics Theory · Mathematics 2025-10-28 Erhan Bayraktar , Yuqiong Wang

Recently the behavior of operator monotone functions on unbounded intervals with respect to the relation of strictly positivity has been investigated. In this paper we deeply study such behavior not only for operator monotone functions but…

Functional Analysis · Mathematics 2017-09-26 M. Fujii , M. S. Moslehian , H. Najafi , R. Nakamoto

We consider the Dirichlet problem Lu = 0 in D u = g on E = boundary of D for two second order elliptic operators L_k(u) = \sum_{i,j=1}^n a_k^{ij}(x) \partial_{ij} u(x), k=0,1, in a bounded Lipschitz domain D in R^n. The coefficients…

Analysis of PDEs · Mathematics 2014-06-10 Cristian Rios

Let $\mathcal K$ be a flag kernel on a homogeneous nilpotent Lie group $G$. We prove that operators $T$ of the form $T(f)= f*\mathcal K$ form an algebra under composition, and that such operators are bounded on $L^{p}(G)$ for $1<p<\infty$.

Functional Analysis · Mathematics 2011-08-02 Alexander Nagel , Fulvio Ricci , Elias M. Stein , Stephen Wainger

Let L be a finite-dimensional semisimple Lie algebra with a non-degenerate invariant bilinear form, \sigma an elliptic automorphism of L leaving the form invariant, and A a \sigma-invariant reductive subalgebra of L, such that the…

Representation Theory · Mathematics 2017-01-18 Victor G. Kac , Pierluigi Moseneder Frajria , Paolo Papi

Suppose that ${\cal L}$ is a divergence form differential operator of the form ${\cal L}f:=(1/2) e^{U}\nabla_x\cdot\big[e^{-U}(I+H)\nabla_x f\big]$, where $U$ is scalar valued, $I$ identity matrix and $H$ an anti-symmetric matrix valued…

Probability · Mathematics 2020-02-11 Tymoteusz Chojecki , Tomasz Komorowski

Replacing operators with continuous operator-valued functions, we prove time-dependent versions of well-known results on compressions and diagonals of bounded operators. The setting of smooth functions is also addressed. Our results have no…

Functional Analysis · Mathematics 2025-12-18 Vladimir Müller , Yuri Tomilov

Let $G$ be a semisimple, connected, and noncompact Lie group with a finite center. We carry out a detailed analysis of oscillating integrals involving the Harish-Chandra $c$-function, in the case of real rank $l\ge 2$. This allows to obtain…

Analysis of PDEs · Mathematics 2026-05-12 Yulia Kuznetsova , Zhipeng Song

We study the fully degenerate second-order evolution equation $u_t=a^{ij}(t)u_{x^ix^j} +b^i(t) u_{x^i} + c(t)u+f, \quad t>0, x\in \mathbb{R}^d$ given with the zero initial data. Here $a^{ij}(t)$, $b^i(t)$, $c(t)$ are merely locally…

Analysis of PDEs · Mathematics 2023-01-03 Ildoo Kim

We investigate existence of a priori estimates for differential operators in $L^1$ norm: for anisotropic homogeneous differential operators $T_1, \ldots , T_{\ell}$, we study the conditions under which the inequality $$ \|T_1…

Classical Analysis and ODEs · Mathematics 2017-03-08 Krystian Kazaniecki , Dmitriy M. Stolyarov , Michal Wojciechowski

In this paper we construct a large class of multiplication operators on reproducing kernel Hilbert spaces which are {\em homogeneous} with respect to the action of the M\"{o}bius group consisting of bi-holomorphic automorphisms of the unit…

Functional Analysis · Mathematics 2016-08-16 Adam Korányi , Gadadhar Misra

It is known that for a possibly degenerate hypoelliptic Ornstein-Uhlenbeck operator $$ L= \frac{1}{2}\text{ tr} (QD^2 ) + \langle Ax, D \rangle = \frac{1}{2}\text{ div} (Q D ) + \langle Ax, D \rangle,\;\; x \in R^N, $$ all (globally)…

Analysis of PDEs · Mathematics 2024-05-07 Enrico Priola

For self-adjoint operators $A, B$, a bounded operator $J$, and a function $f:\mathbb R\to\mathbb C$ we obtain bounds in quasi-normed ideals of compact operators for the difference $f(A)J-Jf(B)$ in terms of the operator $AJ-JB$. The focus is…

Spectral Theory · Mathematics 2022-01-27 Alexander V. Sobolev

It is shown that the theory of real symmetric second-order elliptic operators in divergence form on $\Ri^d$ can be formulated in terms of a regular strongly local Dirichlet form irregardless of the order of degeneracy. The behaviour of the…

Analysis of PDEs · Mathematics 2014-01-03 A. F. M. ter Elst , Derek W. Robinson , Adam Sikora , Yueping Zhu

We prove mean value formulas for classical solutions to second order linear differential equations in the form $$ \partial_t u = \sum_{i,j=1}^m X_i (a_{ij} X_j u) + X_0 u + f, $$ where $A = (a_{ij})_{i,j=1, \dots,m}$ is a bounded, symmetric…

Analysis of PDEs · Mathematics 2023-04-18 Diego Pallara , Sergio Polidoro

A holomorphic discrete series representation $(L_\pi,H_\pi)$ of a connected semi-simple real Lie group $G$ is associated with an irreducible representation $(\pi,V_{\pi})$ of its maximal compact subgroup $K$. The underlying space $H_\pi$…

Number Theory · Mathematics 2021-07-07 Jun Yang

We solve the Kato square root problem for bounded measurable perturbations of subelliptic operators on connected Lie groups. The subelliptic operators are divergence form operators with complex bounded coefficients, which may have lower…

Analysis of PDEs · Mathematics 2016-03-09 Lashi Bandara , A. F. M. ter Elst , Alan McIntosh

Let us denote ${\cal V}$, the finite dimensional vector spaces of functions of the form $\psi(x) = p_n(x) + f(x) p_m(x)$ where $p_n(x)$ and $p_m(x)$ are arbitrary polynomials of degree at most $n$ and $m$ in the variable $x$ while $f(x)$…

Mathematical Physics · Physics 2007-05-23 Yves Brihaye

The paper studies a bounded symmetric operator ${\mathbf{A}}_\varepsilon$ in $L_2(\mathbf{R}^d)$ with $$ ({\mathbf{A}}_\varepsilon u) (x) = \varepsilon^{-d-2} \int_{\mathbf{R}^d} a((x-y)/\varepsilon) \mu(x/\varepsilon, y/\varepsilon) \left(…

Mathematical Physics · Physics 2022-05-02 A. Piatnitski , V. Sloushch , T. Suslina , E. Zhizhina

The Fourier coefficients F(t) of a function f on a compact symmetric space U/K are given by integration of f against matrix coefficients of irreducible representations of U. The coefficients depend on a spectral parameter t, which…

Representation Theory · Mathematics 2010-01-24 Gestur Olafsson , Henrik Schlichtkrull