ترغب بنشر مسار تعليمي؟ اضغط هنا

A stochastic integral of operator-valued functions

76   0   0.0 ( 0 )
 نشر من قبل Volodymyr Tesko
 تاريخ النشر 2016
  مجال البحث
والبحث باللغة English
 تأليف Volodymyr Tesko




اسأل ChatGPT حول البحث

In this note we define and study a Hilbert space-valued stochastic integral of operator-valued functions with respect to Hilbert space-valued measures. We show that this integral generalizes the classical Ito stochastic integral of adapted processes with respect to normal martingales and the Ito integral in a Fock space



قيم البحث

اقرأ أيضاً

155 - Victor Kaftal 2007
We develop a natural generalization of vector-valued frame theory, we term operator-valued frame theory, using operator-algebraic methods. This extends work of the second author and D. Han which can be viewed as the multiplicity one case and extends to higher multiplicity (e.g., multiframes) their dilation approach. We prove several results for operator-valued frames concerning their parametrization, duality, disjointeness, complementarity, and composition and the relationship between the two types of similarity (left and right) of such frames. We then apply these notions to prove that the collection of multiframe generators for the action of a discrete group on a Hilbert space is norm pathwise-connected precisely when the von Neumann algebra generated by the right representation of the group has no minimal projections. The proof is obtained by parametrizing this collection by a class of partial isometries in a larger von Neumann algebra. In the multiplicity one case this class reduces to the unitary class which is path-connected in norm, but in the infinite multiplicity case this class is path connected only in the strong operator topology and the proof depends on properties of tensor product slice maps.
In this paper, we introduce the concept of operator arithmetic-geometrically convex functions for positive linear operators and prove some Hermite-Hadamard type inequalities for these functions. As applications, we obtain trace inequalities for opera tors which give some refinements of previous results. Moreover, some unitarily invariant norm inequalities are established.
We investigate minimal operator corresponding to operator differential expression with exit from space, study its selfadjoint extensions, also for one particular selfadjoint extension corresponding to boundary value problem with some rational functio n of eigenparameter in boundary condition establish asymptotics of spectrum and derive trace formula
This paper concerns three classes of real-valued functions on intervals, operator monotone functions, operator convex functions, and strongly operator convex functions. Strongly operator convex functions were previously treated in [3] and [4], where operator algebraic semicontinuity theory or operator theory were substantially used. In this paper we provide an alternate treatment that uses only operator inequalities (or even just matrix inequalities). We also show that if t_0 is a point in the domain of a continuous function f, then f is operator monotone if and only if (f(t) - f(t_0))/(t - t_0) is strongly operator convex. Using this and previously known results, we provide some methods for constructing new functions in one of the three classes from old ones. We also include some discussion of completely monotone functions in this context and some results on the operator convexity or strong operator convexity of phi circ f when f is operator convex or strongly operator convex.
This article constructs a surface whose Neumann-Poincare (NP) integral operator has infinitely many eigenvalues embedded in its essential spectrum. The surface is a sphere perturbed by smoothly attaching a conical singularity, which imparts essential spectrum. Rotational symmetry allows a decomposition of the operator into Fourier components. Eigenvalues of infinitely many Fourier components are constructed so that they lie within the essential spectrum of other Fourier components and thus within the essential spectrum of the full NP operator. The proof requires the perturbation to be sufficiently small, with controlled curvature, and the conical singularity to be sufficiently flat.
التعليقات
جاري جلب التعليقات جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
mircosoft-partner

هل ترغب بارسال اشعارات عن اخر التحديثات في شمرا-اكاديميا