相关论文: Bivariate Revuz measures and the Feynman-Kac formu…

In this paper, we consider standard processes that admit dual processes and satisfy the absolute continuity condition, i.e., processes possess transition densities. For such processes, the Revuz correspondence relates positive continuous…

We prove a Leibniz rule for BV functions in a complete metric space that is equipped with a doubling measure and supports a Poincar\'e inequality. Unlike in previous versions of the rule, we do not assume the functions to be locally…

It is well known that a regular diffusion on an interval $I$ without killing inside is uniquely determined by a canonical scale function $s$ and a canonical speed measure $m$. Note that $s$ is a strictly increasing and continuous function…

We employ positivity of Riesz functionals to establish representing measures (or approximate representing measures) for truncated multivariate moment sequences. For a truncated moment sequence $y$, we show that $y$ lies in the closure of…

We present in a unified setting the foundations for a theory of non-bilinear Dirichlet functionals on Hilbert spaces. We prove known and new equivalences between non-linear semigroups, non-linear resolvents, non-linear generators, and their…

We introduce the notion of bilinear moment functional and study their general properties. The analogue of Favard's theorem for moment functionals is proven. The notion of semi-classical bilinear functionals is introduced as a generalization…

We prove a multivariable approximate Carleman theorem on the determination of complex measures on ${\mathbb{R}}^n$ and ${\mathbb{R}}^n_+$ by their moments. This is achieved by means of a multivariable Denjoy--Carleman maximum principle for…

The multifractal formalism for measures in its original formulation is checked for special classes of measures such as doubling, self-similar, and Gibbs-like ones. Out of these classes, suitable conditions should be taken into account to…

In this paper we investigate BSDEs where the driver contains a distributional term (in the sense of generalised functions) and derive general Feynman-Kac formulae related to these BSDEs. We introduce an integral operator to give sense to…

Suppose that $\alpha \in (0,2)$ and that $X$ is an $\alpha$-stable-like process on $\R^d$. Let $F$ be a function on $\R^d$ belonging to the class $\bf{J_{d,\alpha}}$ (see Introduction) and $A_{t}^{F}$ be $\sum_{s \le t}F(X_{s-},X_{s}), t>…

The multifractal formalism for measures hold whenever the existence of corresponding Gibbs-like measures supported on the singularities sets holds. In the present work we tried to relax such a hypothesis and introduce a more general…

We present a Fukushima type decomposition in the setting of general quasi-regular semi-Dirichlet forms. The decomposition is then employed to give a transformation formula for martingale additive functionals. Applications of the results to…

Given a weakly almost additive sequence of continuous functions with bounded variation $\mathcal{F}=\{\log f_n\}_{n=1}^{\infty}$ on a subshift $X$ over finitely many symbols, we study properties of a function $f$ on $X$ such that…

Let $V\in C^2(\R^d)$ such that $\mu_V(\d x):= \e^{-V(x)}\,\d x$ is a probability measure, and let $\aa\in (0,2)$. Explicit criteria are presented for the $\aa$-stable-like Dirichlet form $$\E_{\aa,V}(f,f):= \int_{\R^d\times\R^d}…

For a given quasi-regular positivity preserving coercive form, we construct a family of ($\sigma$-finite) distribution flows associated with the semigroup of the form. The canonical cadlag process equipped with the distribution flows…

We introduce a quadratic form $Q$ on the space of functions on the gap poset $G$ of the numerical semigroup $\langle a,b\rangle$. We prove combinatorially that when evaluated on the indicator function of an upward closed subset $D$, this…

Multifractal formalism is designed to describe the distribution at small scales of the elements of $\mathcal M^+_c(\R^d)$, the set of positive, finite and compactly supported Borel measures on $\R^d$. It is valid for such a measure $\mu$…

Starting with the correspondence between positive definite kernels on the one hand and reproducing kernel Hilbert spaces (RKHSs) on the other, we turn to a detailed analysis of associated measures and Gaussian processes. Point of departure:…

By the second mean-value theorem of calculus (Gauss-Bonnet theorem) we prove that the class of functions ${\mit \Xi}(z)$ with an integral representation of the form $\int_{0}^{+\infty}du\,{\mit \Omega}(u)\,{\rm ch}(uz)$ with a real-valued…

We introduce a construction of Dirichlet forms on von Neumann algebras M associated to any eigenvalue of the Araki modular Hamiltonian of a faithful normal non tracial state, providing also conditions by which the associated Markovian…