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Let $ H:=-\tfrac12\Delta+V$ be a one-dimensional continuum Schr\"odinger operator. Consider ${\hat H}:= H+\xi$, where $\xi$ is a translation invariant Gaussian noise. Under some assumptions on $\xi$, we prove that if $V$ is locally…

概率论 · 数学 2021-07-26 Pierre Yves Gaudreau Lamarre

We consider the Graph Ornstein-Uhlenbeck (GrOU) process observed on a non-uniform discrete time grid and introduce discretised maximum likelihood estimators with parameters specific to the whole graph or specific to each component, or node.…

统计方法学 · 统计学 2022-07-12 Valentin Courgeau , Almut E. D. Veraart

We consider the Schr\"odinger type operator ${\mathcal A}=(1+|x|^{\alpha})\Delta-|x|^{\beta}$, for $\alpha\in [0,2]$ and $\beta\ge 0$. We prove that, for any $p\in (1,\infty)$, the minimal realization of operator ${\mathcal A}$ in…

偏微分方程分析 · 数学 2012-03-06 Luca Lorenzi , Abdelaziz Rhandi

The purpose of this article is to establish upper and lower estimates for the integral kernel of the semigroup exp(-tP) associated to a classical, strongly elliptic pseudodifferential operator P of positive order on a closed manifold. The…

偏微分方程分析 · 数学 2014-11-04 Heiko Gimperlein , Gerd Grubb

In this note we focus our attention on a stochastic heat equation defined on the Heisenberg group $\mathbf{H}^{n}$ of order $n$. This equation is written as $\partial_t u=\frac{1}{2}\Delta u+u\dot{W}_\alpha$, where $\Delta$ is the…

概率论 · 数学 2022-06-29 Fabrice Baudoin , Cheng Ouyang , Samy Tindel , Jing Wang

Let $\mathcal{L}$ be a Schr\"{o}dinger operator and $\mathcal{V}_\varrho(e^{-t\mathcal{L}})$ be the variation operator of heat semigroup associated to $\mathcal{L}$ with $\varrho>2$. In this paper, we first obtain the quantitative weighted…

经典分析与常微分方程 · 数学 2025-02-11 Yongming Wen , Huoxiong Wu

We consider, in the setting of stratified groups G, two analogues of the Ornstein-Uhlenbeck semi-group, namely Markovian diffusion semi-groups acting on $L^q(pd g)$, whose invariant density $p$ is a heat kernel at time 1 on G.

泛函分析 · 数学 2009-07-08 Francoise Lust-Piquard

In this work, we study the class of stochastic process that generalizes the Ornstein-Uhlenbeck processes, hereafter called by \emph{Generalized Ornstein-Uhlenbeck Type Process} and denoted by GOU type process. We consider them driven by the…

统计理论 · 数学 2021-08-17 J. Stein , S. R. C. Lopes , A. V. Medino

In this paper we first study the generalized weighted Hardy spaces $H^p_{L,w}(X)$ for $0<p\le 1$ associated to nonnegative self-adjoint operators $L$ satisfying Gaussian upper bounds on the space of homogeneous type $X$ in both cases of…

偏微分方程分析 · 数学 2018-08-30 The Anh Bui , Xuan Thinh Duong

For the linear partial differential equation $P(\partial_x,\partial_t)u=f(x,t)$, where $x\in\mathbb{R}^n,\;t\in\mathbb{R}^1$, with $P(\partial_x,\partial_t)$ is $\prod^m_{i=1}(\frac{\partial}{\partial{t}}-a_iP(\partial_x))$ or…

偏微分方程分析 · 数学 2011-02-04 Guangqing Bi , Yuekai Bi

This is a survey paper about Ornstein-Uhlenbeck semigroups in infinite dimension, and their generators. We start from the classical Ornstein-Uhlenbeck semigroup in Wiener spaces and then discuss the general case in Hilbert spaces. Finally,…

偏微分方程分析 · 数学 2021-04-28 Alessandra Lunardi , Diego Pallara

In a recent paper we presented a general perturbation result for generators of $C_0$-semigroups. The aim of the present paper is to replace, in case the unperturbed semigroup is analytic, the various conditions appearing in this result by…

泛函分析 · 数学 2015-05-07 Martin Adler , Miriam Bombieri , Klaus-Jochen Engel

In this note we generalize perturbation results for positive $C_0$-semigroups on AM- and AL-spaces and give a Weiss--Staffans type perturbation result for generators of positive semigroups on Banach lattices. The abstract results are…

泛函分析 · 数学 2024-05-30 Alessio Barbieri , Klaus-Jochen Engel

We consider a complete non-compact Riemannian manifold satisfying the volume doubling property and a Gaussian upper bound for its heat kernel (on functions). Let -- $\rightarrow$ $\Delta$ k be the Hodge-de Rham Laplacian on differential…

偏微分方程分析 · 数学 2017-05-22 Jocelyn Magniez , El Maati Ouhabaz

Let $(X,d,\mu)$ be a doubling metric measure space endowed with a Dirichlet form $\E$ deriving from a "carr\'e du champ". Assume that $(X,d,\mu,\E)$ supports a scale-invariant $L^2$-Poincar\'e inequality. In this article, we study the…

度量几何 · 数学 2017-10-03 Thierry Coulhon , Renjin Jiang , Pekka Koskela , Adam Sikora

Let $(\mathbb M, d,\mu)$ be a metric measure space with upper and lower densities: $$ \begin{cases} |||\mu|||_{\beta}:=\sup_{(x,r)\in \mathbb M\times(0,\infty)} \mu(B(x,r))r^{-\beta}<\infty;\\ |||\mu|||_{\beta^{\star}}:=\inf_{(x,r)\in…

偏微分方程分析 · 数学 2019-08-22 Jizheng Huang , Pengtao Li , Yu Liu , Shaoguang Shi

We prove variation and oscillation $L^p$-inequalities associated with fractional derivatives of certain semigroups of operators and with the family of truncations of Riesz transforms in the inverse Gaussian setting. We also study these…

经典分析与常微分方程 · 数学 2020-12-22 Víctor Almeida , Jorge J. Betancor

We show that any bounded analytic semigroup on $L^p$ (with $1<p<\infty$) whose negative generator admits a bounded $H^{\infty}$ functional calculus with respect to some angle $< \pi/2$ can be dilated into a bounded analytic semigroup…

泛函分析 · 数学 2015-12-17 Cédric Arhancet , Stephan Fackler , Christian Le Merdy

Let $L_t:=\Delta_t+Z_t$ for a $C^{1,1}$-vector field $Z$ on a differential manifold $M$ with possible boundary $\partial M$, where $\Delta_t$ is the Laplacian induced by a time dependent metric $g_t$ differentiable in $t\in [0,T_c)$. We…

概率论 · 数学 2012-11-16 Lijuan Cheng

It is proved that a general non-differentiable skew convolution semigroup associated with a strongly continuous semigroup of linear operators on a real separable Hilbert space can be extended to a differentiable one on the entrance space of…

概率论 · 数学 2011-02-19 Donald A. Dawson , Zenghu Li