相关论文: On Dissipative Quadratic Stochastic Operators
Master equations of Lindblad type have attained prominent status in the fields of quantum optics and quantum information since they are guaranteed to satisfy fundamental notions of quantum dynamics such as complete positivity. When Lindblad…
In this paper The Ergodic Hypothesis is proven for one class of functions defined in the infinite dimensional unite cube where is given an action of some semigroup of mappings without the condition on metric transitivity. The result has not…
In this paper, we establish a condition on the coefficients of differential operators generated in the space of square-integrable functions on the entire real line by an ordinary differential expression with periodic, complex-valued…
Mean payoff stochastic games can be studied by means of a nonlinear spectral problem involving the Shapley operator: the ergodic equation. A solution consists in a scalar, called the ergodic constant, and a vector, called bias. The…
A finite number of harmonic oscillators coupled to infinitely many environment oscillators is fundamental to the problem of understanding quantum dissipation of a small system immersed in a large environment. Exact operator solution as a…
The paper establishes the exponential turnpike property for a class of mean-field stochastic linear-quadratic (LQ) optimal control problems with periodic coefficients. It first introduces the concepts of stability, stabilizability, and…
Dynamical systems can be analyzed via their Frobenius-Perron transfer operator and its estimation from data is an active field of research. Recently entropic transfer operators have been introduced to estimate the operator of deterministic…
It is a longstanding unsolved problem to characterize the optimal feedback controls for general linear quadratic optimal control problem of stochastic evolution equation with random coefficients. A solution to this problem is given in [21]…
This paper investigates a mean-field linear-quadratic optimal control problem where the state dynamics and cost functional incorporate both expectation and conditional expectation terms. We explicitly derive the pre-committed, na\"{\i}ve,…
In this paper we describe an iterative operator-splitting method for unbounded operators. We derive error bounds for iterative splitting methods in the presence of unbounded operators and semigroup operators. Here mixed applications of…
We study the weak limit semigroup of an operator $T$, i.e., the set of all operators being weak limit points of the powers of $T$, in three different but related contexts: Koopman operators of measure-preserving transformations,…
We use computational linear algebra and commutative algebra to study spaces of relations satisfied by quadrilinear operations. The relations are analogues of associativity in the sense that they are quadratic (every term involves two…
The following version of the Lumer-Phillips is proved: a surjective dissipative operator is m-dissipative and invertible. The result remains true if dissipative linear relations (i.e multivalued operators) are considered. The main purpose…
Based on the here developed functional analytic machinery we extend the theory of operator sampling and identification to apply to operators with stochastic spreading functions. We prove that identification with a delta train signal is…
We generalize our results of \cite{AP2} and \cite{AP3} to the case of maximal dissipative operators. We obtain sharp conditions on a function analytic in the upper half-plane to be operator Lipschitz. We also show that a H\"older function…
This paper continues the study of [11, 13] for stationary solutions of stochastic linear retarded functional differential equations with the emphasis on delays which appear in those terms including spatial partial derivatives. As a…
We define sound and adequate denotational and operational semantics for the stochastic lambda calculus. These two semantic approaches build on previous work that used similar techniques to reason about higher-order probabilistic programs,…
We introduce the Lorentz space $\mathcal{L}^{p(\cdot), q(\cdot)}$ with variable exponents $p(t),q(t)$ and prove the boundedness of singular integral and fractional type operators, and corresponding ergodic operators in these spaces. The…
In this paper, we establish the multiplicative ergodic theorem for McKean-Vlasov stochastic differential equations, in which the Lyapunov exponent is defined using the upper limit. The reasonability of this definition is illustrated through…
We study existence and uniqueness of the invariant measure for a stochastic process with degenerate diffusion, whose infinitesimal generator is a linear subelliptic operator in the whole space R N with coefficients that may be unbounded.…