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Related papers: Indeterminate Stieltjes moment problems revisited

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Material response of real, passive, linear, time-invariant media to external influences is described by complex analytic functions of frequency that can always be written in terms of Stieltjes functions -- a special class of analytic…

Optimization and Control · Mathematics 2022-03-25 Yury Grabovsky

We consider the set of Stieltjes moment sequences, for which every positive power is again a Stieltjes moment sequence, we and prove an integral representation of the logarithm of the moment sequence in analogy to the L\'evy-Khinchin…

Classical Analysis and ODEs · Mathematics 2007-05-23 Christian Berg

We study a truncated two-dimensional moment problem in terms of the Stieltjes transform. The set of the solutions is described by the Schur step-by-step algorithm, which is based on the continued fraction expansion of the solution. In…

Functional Analysis · Mathematics 2024-04-05 Ivan Kovalyov , Stefan Kunis

Spatial differentiability of solutions of stochastic differential equations (SDEs) is a classical question in stochastic analysis. The case of coefficients with globally Lipschitz continuous derivatives is well understood in the literature.…

Probability · Mathematics 2022-04-27 Anselm Hudde , Martin Hutzenthaler , Sara Mazzonetto

The moment problem is an important problem in Functional Analysis and in Probability measure. It goes back to Stieltjes, around 1890. There is still an important ongoing interest in the recent literature. But, up today, the main theoretical…

Functional Analysis · Mathematics 2020-04-30 Moussoda Touré , Gane Samb Lo , Aladji Babacar Niang

We consider the Jacobi operator (T,D(T)) associated with an indeterminate Hamburger moment problem, and present countable subsets S of the domain D(T) such that span(S) is dense in \ell^2. As an example we have…

Functional Analysis · Mathematics 2025-10-07 Christian Berg , Ryszard Szwarc

Krein condition have been used as a qualitative result to show the M-indeterminacy of some kind of densities. In this work we use results from the theory of the Hilbert transform to construct families of densities having all the same finite…

Probability · Mathematics 2020-07-16 Marcos López-García

The uniqueness question of the multivariate moment problem is studied by different methods: Hilbert space operators, complex function theory, polynomial approximation, disintegration, integral geometry. Most of the known results in the…

Functional Analysis · Mathematics 2008-10-07 Mihai Putinar , Konrad Schmüdgen

We study a limiting case of the Askey-Wilson polynomials when one of the parameters goes to infinity, namely continuous dual q-Hahn polynomials when q > 1. Solutions to the associated indeterminate moment problem by general theory are found…

Classical Analysis and ODEs · Mathematics 2023-01-04 Kerstin Jordaan , Maurice Kenfack Nangho

Truncated moment problems in the class of generalized Nevanlinna functions are investigated. General solvability criteria will be established, covering both the even and odd problems, including complete parametrizations of solutions. The…

Functional Analysis · Mathematics 2011-01-04 Vladimir Derkach , Seppo Hassi , Henk de Snoo

We address the Cauchy problem for a nonlinear Schr{\"o}dinger equation where the dispersion is modulated by a deterministic noise. The noise is understood as the derivative of a self-affine function of order H $\in$ (0, 1). Due to the…

Analysis of PDEs · Mathematics 2018-02-08 Romain Duboscq

In this work, we define the notions of Wronskian and simplified Wronskian for Stieltjes derivatives and study some of their properties in a similar manner to the context of time scales or the usual derivative. Later, we use these tools to…

Classical Analysis and ODEs · Mathematics 2022-06-23 Francisco J. Fernández , Ignacio Marquez Albés , F. Adrián F. Tojo

In this project we investigate the stochastic Burgers' equation with multiplicative space-time white noise on an unbounded spatial domain. We give a random field solution to this equation by defining a process via a kind of Feynman-Kac…

Probability · Mathematics 2017-09-21 Peter Lewis , David Nualart

The paper surveys the basic properties of generalized Stieltjes functions including some new ones. We introduce the notion of the exact Stieltjes order and give a criterion of exactness, simple sufficient conditions and some prototypical…

Classical Analysis and ODEs · Mathematics 2012-02-14 Dmitry Karp , Elena Prilepkina

Stieltjes moment sequences $\{a_n\}_{n=0}^\infty$ whose $\varkappa\,$th roots $\{\sqrtk{a_n}\}_{n=0}^\infty$ are Stieltjes moment sequences are studied ($\varkappa$ is a fixed integer greater than or equal to 2). A formula connecting the…

Functional Analysis · Mathematics 2013-10-15 J. Stochel , J. B. Stochel

We prove the existence and uniqueness of the solution of a BSDE with time-delayed generators in the small delay setting (or equivalently small Lipschitz constant), which employs the Stieltjes integral with respect to an increasing…

Probability · Mathematics 2025-11-26 Luca Di Persio , Matteo Garbelli , Lucian Maticiuc , Adrian Zălinescu

We give a new estimate on Stieltjes integrals of H\"older continuous functions and use it to prove an existence-uniqueness theorem for solutions of ordinary differential equations with H\"older continuous forcing. We construct stochastic…

Probability · Mathematics 2007-05-23 Anastasia Ruzmaikina

Recently, it was conjectured that the first generalized Stieltjes constant at rational argument may be always expressed by means of Euler's constant, the first Stieltjes constant, the $\Gamma$-function at rational argument(s) and some…

Number Theory · Mathematics 2015-07-08 Iaroslav V. Blagouchine

In this work we study Stieltjes differential systems of which the derivators are allowed to change sign. This leads to the definition of the notion of \emph{function of controlled variation}, a characterization of precompact sets of…

Classical Analysis and ODEs · Mathematics 2025-01-14 Marlène Frigon , F. Adrián F. Tojo

In this paper we give solutions to Hamburger moment problems with missing entries. The problem of completing partial positive sequences is considered. The main result is a characterization of positive definite completable patterns, namely…

Functional Analysis · Mathematics 2015-09-22 Hayoung Choi , Farhad Jafari
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