Related papers: Non-differentiable Skew Convolution Semigroups and…
Let $X$ be a separable Hilbert space endowed with a non-degenerate centred Gaussian measure $\gamma$ and let $\lambda_1$ be the maximum eigenvalue of the covariance operator associated with $\gamma$. The associated Cameron--Martin space is…
Motivated by questions in quantum theory, we study Hilbert space valued Gaussian processes, and operator-valued kernels, i.e., kernels taking values in B(H) (= all bounded linear operators in a fixed Hilbert space H). We begin with a…
We explicitly construct a finite number of discrete components in the restriction of complementary series representations of rank one semisimple groups $G$ to rank one subgroups $G_1$. For this we use the realizations of complementary…
In the Heisenberg picture, we study the semiclassical time evolution of a bounded quantum observable $Q^w(x,\hbar D_x)$ associated to a $(m\times m)$ matrix-valued symbol $Q$ generated by a semiclassical matrix-valued Hamiltonian $H\sim…
In this paper we consider deterministic nonlinear time evolutions satisfying so called convex quasi-linearity condition. Such evolutions preserve the equivalence of ensembles and therefore are free from problems with signaling. We show that…
We prove a Schoenberg-type correspondence for non-unital semigroups which generalizes an analogous result for unital semigroup proved by Michael Sch\"urmann. It characterizes the generators of semigroups of linear maps on $M_n(C)$ which are…
We consider a semigroup of operators in the Banach space $C_b(H)$ of uniformly continuous and bounded functions on a separable Hilbert space $H$. In particular, we deal with semigroups that are related to solution of stochastic PDEs in $H$…
Consider the stochastic evolution equation in a separable Hilbert space with a nice multiplicative noise and a locally Dini continuous drift. We prove that for any initial data the equation has a unique (possibly explosive) mild solution.…
We propose a non-Gaussian operator-valued extension of the Barndorff-Nielsen and Shephard stochastic volatility dynamics, defined as the square-root of an operator-valued Ornstein-Uhlenbeck process with Levy noise and bounded drift. We…
In this paper we establish $L^p$ boundedness properties for maximal operators, Littlewood-Paley functions and variation operators involving Poisson semigroups and resolvent operators associated with nonsymmetric Ornstein-Uhlenbeck…
We consider a sequence of fractional Ornstein-Uhlenbeck processes, that are defined as solutions of a family of stochastic Volterra equations with kernel given by the Riesz derivative kernel, and leading coefficients given by a sequence of…
On real metric manifolds admitting a co-dimension one foliation, sectorial operators are introduced that interpolate between the generalized Laplacian and the d'Alembertian. This is used to construct a one-parameter family of analytic…
We prove that any weak* continuous semigroup $(T_t)_{t \geq 0}$ of factorizable Markov maps acting on a von Neumann algebra $M$ equipped with a normal faithful state can be dilated by a group of Markov $*$-automorphisms analogous to the…
We show that the algebra $D_\hbar(SL_n/U)$ of differential operators on the base affine space of $SL_n$ is the quantized Coulomb branch of a certain 3d $\mathcal{N} = 4$ quiver gauge theory. In the semiclassical limit this proves a…
We consider the problem of parameter estimation for the partially observed linear stochastic differential equation. We assume that the unobserved Ornstein-Uhlenbeck process depends on some unknown parameter and estimate the unobserved…
We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…
In this paper, we consider the associated semigroups to some abstract thermoelastic systems (in particular the {\alpha}-\b{eta} system), with a partial delay on the coupled system. We will prove that the corresponding semigroups (in…
Let $(G,\theta)$ be a Banach--Lie group with involutive automorphism $\theta$, $\g = \fh \oplus \fq$ be the $\theta$-eigenspaces in the Lie algebra $\g$ of $G$, and $H = (G^\theta)_0$ be the identity component of its group of fixed points.…
Orthogonal systems in $\mathrm{L}_2(\mathbb{R})$, once implemented in spectral methods, enjoy a number of important advantages if their differentiation matrix is skew-symmetric and highly structured. Such systems, where the differentiation…
We consider the nonautonomous Ornstein-Uhlenbeck operator in some weighted spaces of continuous functions in $\R^N$. We prove sharp uniform estimates for the spatial derivatives of the associated evolution operator $\OU$, which we use to…