Related papers: Indeterminate Stieltjes moment problems revisited

We establish stability inequalities of an inverse obstacle problem for the magnetic Schr\"odinger equation. We mainly study the problem of reconstructing an unknown function defined on the obstacle boundary from two measurements performed…

We prove new results on the existence of positive solutions for some impulsive differential equation subject to nonlocal boundary conditions. Our boundary conditions involve an affine functional given by a Stieltjes integral. These cover…

Spectral submanifolds (SSMs) are invariant manifolds of a dynamical system, defined by the property of being tangent to a spectral subspace of the linearized dynamics at a steady state. We show existence, along with certain desirable…

In this article, we introduce Lyapunov-type results to investigate the stability of the trivial solution of a Stieltjes dynamical system. We utilize prolongation results to establish the global existence of the maximal solution. Using…

An indefinite stochastic Riccati Equation is a matrix-valued, highly nonlinear backward stochastic differential equation together with an algebraic, matrix positive definiteness constraint. We introduce a new approach to solve a class of…

Duch\^ene and Rigo introduced the notion of invariance for take-away games on heaps. Roughly speaking, these are games whose rulesets do not depend on the position. Given a sequence $S$ of positive tuples of integers, the question of…

In the paper regularity of solutions to stochastic Volterra equations in a separable Hilbert space is studied. Sufficient conditions for the temporal and spatial regularity of stochastic convolutions corresponding to the equations under…

In this letter, by regarding finite-time stability as an inverse problem, we reveal the essence of finite-time stability and fixed-time stability. Some necessary and sufficient conditions are given. As application, we give a new approach…

We propose a new abstract formalism for probabilistic timed systems, Parametric Interval Probabilistic Timed Automata, based on an extension of Parametric Timed Automata and Interval Markov Chains. In this context, we consider the…

Stochastic differential equations in Hilbert space as random nonlinear modified Schroedinger equations have achieved great attention in recent years; of particular interest is the long time behavior of their solutions. In this note we…

We consider the Jacobi operator (T,D(T)) associated with an indeterminate Hamburger moment problem, i.e., the operator in $\ell^2$ defined as the closure of the Jacobi matrix acting on the subspace of complex sequences with only finitely…

We consider Noether symmetries of the equations defined by the sections of characteristic line bundles of nondegenerate 1-forms and of the associated perturbed systems. It appears that this framework can be used for time-dependent systems…

Using the smallest eigenvalues of Hankel forms associated with a multidimensional moment problem, we establish a condition equivalent to the existence of a reproducing kernel. This result is a multivariate analogue of Berg, Chen,and…

A smooth function of the second moments of $N$ continuous variables gives rise to an uncertainty relation if it is bounded from below. We present a method to systematically derive such bounds by generalizing an approach applied previously…

We introduce new refinements of the Bell, factorial, and unsigned Stirling numbers of the first and second kind that unite the derangement, involution, associated factorial, associated Bell, incomplete Stirling, restricted factorial,…

In this paper we consider inhomogeneous Strichartz estimates in the mixed norm spaces which are given by taking temporal integration before spatial integration. We obtain some new estimates, and discuss about the necessary conditions.

In this paper, we study some existence and uniqueness results for systems of differential equations in which each of equations of the system involves a different Stieltjes derivative. Specifically, we show that this problems can only have…

To a sequence (s_n)_{n\ge 0} of real numbers we associate the sequence of Hankel matrices \mathcal H_n=(s_{i+j}),0\le i,j \le n. We prove that if the corresponding sequence of Hankel determinants D_n=\det\mathcal H_n satisfy D_n>0 for n<n_0…

A stochastic differential equation with coefficients defined in a scale of Hilbert spaces is considered. The existence and uniqueness of finite time solutions is proved by an extension of the Ovsyannikov method. This result is applied to a…

In this paper, we consider convex quadratic optimization problems with indicators on the continuous variables. In particular, we assume that the Hessian of the quadratic term is a Stieltjes matrix, which naturally appears in sparse…