Related papers: A stochastic Datko-Pazy theorem
Let $A$ be an unbounded operator on a Banach space $X$. It is sometimes useful to improve the operator $A$ by extending it to an operator $B$ on a larger Banach space $Y$ with smaller spectrum. It would be preferable to do this with some…
We study Cauchy problems associated to elliptic operators acting on vector-valued functions and coupled up to the first-order. We prove pointwise estimates for the spatial derivatives of the semigroup associated to these problems in the…
We generalize Wonham's theorem on solvability of algebraic operator Riccati equations to Banach spaces, namely there is a unique stabilizing solution to A*P+PA-PBB*P+C*C=0 when (A,B) is exponentially stabilizable and (C,A) is exponentially…
We prove well-posedness for some abstract differential equations of the first order. Our result covers the usual case of Lipschitz composition operators. It also contains the case of some integro-differential operators acting on spaces with…
Let $\Delta = \nabla^* \nabla$ be the distinguished Laplacian on a Damek-Ricci space. We prove the $L^{p}$-boundedness of the vector of first-order Riesz transforms $\nabla \Delta^{-1/2}$ in the full range $p\in(1,\infty)$. The most…
Let $\pi_{\alpha}$ be a holomorphic discrete series representation of a connected semi-simple Lie group $G$ with finite center, acting on a weighted Bergman space $A^2_{\alpha} (\Omega)$ on a bounded symmetric domain $\Omega$, of formal…
One standard way to prove existence for deterministic, highly nonlinear PDEs is to use the Schauder-Tychonoff fixed-point theorem. In what follows, we introduce and verify a stochastic variant of the Schauder-Tychonoff theorem. We apply our…
For a closed densely defined operator $T$ from a Hilbert space $\mathfrak{H}$ to a Hilbert space $\mathfrak{K}$, necessary and sufficient conditions are established for the factorization of $T$ with a bounded nonnegative operator $X$ on…
In this paper, we consider the backward Cauchy problem of linear degenerate stochastic partial differential equations. We obtain the existence and uniqueness results in Sobolev space $L^p(\Omega; C([0,T];W^{m,p}))$ with both $m\geq 1$ and…
Under the Flaschka-Newell Lax pair, the Darboux transformation for the Painlev\'{e}-II equation is constructed by the limiting technique. With the aid of the Darboux transformation, the rational solutions are represented by the Gram…
Let $A$ be a bounded linear operator on a complex Banach space $X.$ For a given $\alpha \geq 0,$ we consider the class $\mathcal{D}_{A}^{\alpha }\left( \mathbb{R} \right) $ of all bounded linear operators $T$ on $X$ for which there exists a…
The paper deals with continuous homomorphisms $S \ni s \mapsto T_s \in L(E)$ of amenable semigroups $S$ into the algebra $L(E)$ of all bounded linear operators on a Banach space $E$. For a closed linear subspace $F$ of $E$, sufficient…
Bougerol (1993) and Straumann and Mikosch (2006) gave conditions under which there exists a unique stationary and ergodic solution to the stochastic difference equation $Y_t \overset{a.s.}{=} \Phi_t (Y_{t-1}), t \in \mathbb{Z}$ where…
In this work we study Cauchy problem for a high-order differential equation $\frac{\partial u(y,x)}{\partial y}+P(\frac{\partial}{\partial x})u(y,x)=\gamma\frac{\partial}{\partial x}(u^2(y,x))+F(y,x)$. We prove that the problem is…
In this paper we consider the Cauchy problem for $2m$-order stochastic partial differential equations of parabolic type in a class of stochastic Hoelder spaces. The Hoelder estimates of solutions and their spatial derivatives up to order…
We shall say that a bounded linear operator $T$ acting on a Banach space $X$ admits a generalized Kato-Riesz decomposition if there exists a pair of $T$-invariant closed subspaces $(M,N)$ such that $X=M\oplus N$, the reduction $T_M$ is Kato…
We introduce a new class of bounded linear operators, called range strongly exposing (RSE) operators, which form a natural intermediate class: weaker than Bourgain's absolutely strongly exposing operators, yet stronger than both uniquely…
In this article we study bounded operators $T$ on Banach space $X$ which satisfy the discrete Gomilko Shi-Feng condition $$\int_{0}^{2\pi}|\langle R(re^{it},T)^{2}x,x^*\rangle |dt \leq \frac{C}{(r^2-1)}\norme{x}\norme{x^*},\quad r>1, x\in…
Let $G = N \rtimes A$, where $N$ is a stratified group and $A = \mathbb{R}$ acts on $N$ via automorphic dilations. Homogeneous sub-Laplacians on $N$ and $A$ can be lifted to left-invariant operators on $G$ and their sum is a sub-Laplacian…
We investigate the Cauchy problem for linear elliptic operators with $C^\infty$-coefficients at a regular set $\Omega \subset R^2$, which is a classical example of an ill-posed problem. The Cauchy data are given at the manifold $\Gamma…