No Arabic abstract
In an earlier paper (A. N. Kochubei, {it Pacif. J. Math.} 269 (2014), 355--369), the author considered a restriction of Vladimirovs fractional differentiation operator $D^alpha$, $alpha >0$, to radial functions on a non-Archimedean field. In particular, it was found to possess such a right inverse $I^alpha$ that the appropriate change of variables reduces equations with $D^alpha$ (for radial functions) to integral equations whose properties resemble those of classical Volterra equations. In other words, we found, in the framework of non-Archimedean pseudo-differential operators, a counterpart of ordinary differential equations. In the present paper, we begin an operator-theoretic investigation of the operator $I^alpha$, and study a related analog of the Laplace transform.
We establish an explicit expression for the conditional Laplace transform of the integrated Volterra Wishart process in terms of a certain resolvent of the covariance function. The core ingredient is the derivation of the conditional Laplace transform of general Gaussian processes in terms of Fredholms determinant and resolvent. Furthermore , we link the characteristic exponents to a system of non-standard infinite dimensional matrix Riccati equations. This leads to a second representation of the Laplace transform for a special case of convolution kernel. In practice, we show that both representations can be approximated by either closed form solutions of conventional Wishart distributions or finite dimensional matrix Riccati equations stemming from conventional linear-quadratic models. This allows fast pricing in a variety of highly flexible models, ranging from bond pricing in quadratic short rate models with rich autocorrelation structures, long range dependence and possible default risk, to pricing basket options with covariance risk in multivariate rough volatility models.
In an earlier paper, we studied solutions g to convolution equations of the form a_d*g^{*d}+a_{d-1}*g^{*(d-1)}+...+a_1*g+a_0=0, where a_0, ..., a_d are given arithmetic functions associated with Dirichlet series which converge on some right half plane, and also g is required to be such a function. In this article, we extend our previous results to multidimensional general Dirichlet series of the form sum_{xin X} f(x) e^{-sx} (s in C^k), where X is an additive subsemigroup of [0,infty)^k. If X is discrete and a certain solvability criterion is satisfied, we determine solutions by an elementary recursive approach, adapting an idea of Feckan. The solution of the general case leads us to a more comprehensive question: Let X be an additive subsemigroup of a pointed, closed convex cone C in R^k. Can we find a complex Radon measure on X whose Laplace transform satisfies a given polynomial equation whose coefficients are Laplace transforms of such measures?
We study a non-archimedean (NA) version of transportation problems and introduce naturally arising ultra-norms which we call Kantorovich ultra-norms. For every ultra-metric space and every NA valued field (e.g., the field $mathbb Q_{p}$ of $p$-adic numbers) the naturally defined inf-max cost formula achieves its infimum. We also present
In this article, we first study, in the framework of operator theory, Pusz and Woronowiczs functional calculus for pairs of bounded positive operators on Hilbert spaces associated with a homogeneous two-variable function on $[0,infty)^2$. Our construction has special features that functions on $[0,infty)^2$ are assumed only locally bounded from below and that the functional calculus is allowed to take extended semibounded self-adjoint operators. To analyze convexity properties of the functional calculus, we extend the notion of operator convexity for real functions to that for functions with values in $(-infty,infty]$. Based on the first part, we generalize the concept of operator convex perspectives to pairs of (not necessarily invertible) bounded positive operators associated with any operator convex function on $(0,infty)$. We then develop theory of such operator convex perspectives, regarded as an operator convex counterpart of Kubo and Andos theory of operator means. Among other results, integral expressions and axiomatization are discussed for our operator perspectives.
We continue the study in [21] of the linearizability near an indif- ferent fixed point of a power series f, defined over a field of prime characteristic p. It is known since the work of Herman and Yoccoz [13] in 1981 that Siegels linearization theorem [27] is true also for non- Archimedean fields. However, they also showed that the condition in Siegels theorem is usually not satisfied over fields of prime character- istic. Indeed, as proven in [21], there exist power series f such that the associated conjugacy function diverges. We prove that if the degrees of the monomials of a power series f are divisible by p, then f is analyt- ically linearizable. We find a lower (sometimes the best) bound of the size of the corresponding linearization disc. In the cases where we find the exact size of the linearization disc, we show, using the Weierstrass degree of the conjugacy, that f has an indifferent periodic point on the boundary. We also give a class of polynomials containing a monomial of degree prime to p, such that the conjugacy diverges.