QUANTUM STOCHASTIC PROCESS ASSOCIATED WITH QUANTUM LÉVY LAPLACIAN

Size: px
Start display at page:

Download "QUANTUM STOCHASTIC PROCESS ASSOCIATED WITH QUANTUM LÉVY LAPLACIAN"

Transcription

1 Communications on Stochastic Analysis Vol., o. 2 (2007) QUATUM STOCHASTIC PROCESS ASSOCIATED WITH QUATUM LÉVY LAPLACIA U CIG JI*, HABIB OUERDIAE, AD KIMIAKI SAITÔ** Abstract. A noncommutative extension of the Lévy Laplacian, called the quantum Lévy Laplacian, is introduced and its relevant properties are studied, in particular, a relation between the classical and quantum Lévy Laplacians is studied. We construct a semigroup and a quantum stochastic process generated by the quantum Lévy Laplacian.. Introduction Since an infinite dimensional analogue of the usual Laplacian on an Euclidean space has been introduced and studied by Lévy in his famous book [5] and so called the Lévy Laplacian, the Lévy Laplacian has been studied in [5, 8, 2]. On the other hand, the Lévy Laplacian acting on white noise functionals has been introduced by Hida and studied by many authors within the framework of white noise theory, see [6,, 2] and the references cited therein. In recent years the Lévy Laplacian has afforded us much interest for its newly discovered relations with certain stochastic processes [2, 22, 25], Yang Mills equations [3, 4], Gross Laplacian [9, 2], infinite dimensional rotation group [6], quadratic quantum white noise [9, 20], Poisson noise functionals [24] and so on. In recent papers [, 4, 5, 0], noncommutative generalizations of the Lévy Laplacian, called the quantum Lévy Laplacian, acting on operators have been introduced and studied. In particular, in [], the authors studied the quantum extension of the time shift of the Brownian motion to give a positive answer to the Meyer s problem. Then the generator of the Markov semigroup generated by the quantum extension of the time shift is a quantum Laplacian. If we consider the Cesàro Hilbert space as a state space, then the generator is called the quantum Lévy Laplacian. In this paper, we introduce a new type of noncommutative generalization of the Lévy Laplacian as follows: Consider a space L((S), (S) ) of white noise operators within white noise Gelfand triple (S) (L 2 ) (S). Then by the kernel theorem there is a topological isomorphism U : L((S), (S) ) (S) (S) 2000 Mathematics Subject Classification. Primary 60H40; Secondary 46A32, 46F25, 60G52, 8S25. Key words and phrases. white noise operator, operator symbol, quantum Lévy Laplacian, quantum stochastic process. * Supported in part by the Korea Research Foundation Grant funded by the Korean Government (MOEHRD) (o. R ). ** Supported in part by JSPS Grant-in-Aid for Scientific Research (C) o

2 232 U CIG JI, HABIB OUERDIAE, AD KIMIAKI SAITÔ since (S) is a nuclear space. The classical Lévy Laplacian L acting on generalized white noise functionals is extended, denoted by L I + I L, to a subspace of (S) (S) as a Lévy Laplacian acting on white noise functionals in two variables, where I is the identity operator on (S). Then for Ξ belonging to a certain class of white noise operators, the quantum Lévy Laplacian QL is given by QL Ξ = U ( L I + I L ) UΞ using the topological isomorphism U which can be easily understood through the (classical) Lévy Laplacian and the kernel theorem in the white noise theory. Therefore, the difficulty of domain problem for the quantum Lévy Laplacian comes back to the problem for the (classical) Lévy Laplacian. This point of view is one of our main purpose of this paper. This representation implies a natural quantumclassical correspondence (Theorem 4.8). Moreover, the quantum Lévy Laplacian in [] can be represented by the quantum Lévy Laplacian in our approach. ote that the noncommutative extension of the Lévy Laplacian introduced by Ji Obata Ouerdiane [0] is slightly different from our quantum Lévy Laplacian. In [0], the quantum Lévy Laplacian has been introduced by using the Wick symbols of white noise operators. On the other hand, in this paper we use the symbols of white noise operators for the quantum Lévy Laplacian. We study relevant properties of the quantum Lévy Laplacian, and construct a semigroup and a quantum stochastic process generated by the quantum Lévy Laplacian. The paper is organized as follows. In Section 2 we recall the spaces of white noise functionals. In Section 3 we remind the theory of white noise operators with study of the basic topological isomorphism U. In Section 4 we introduce the quantum Lévy Laplacian and study its properties with the natural quantumclassical correspondence. In Section 5 we study a domain of the quantum Lévy Laplacian. In Section 6 we construct an one parameter semigroup generated by the quantum Lévy Laplacian. In Section 7 we construct a quantum stochastic process associated with the quantum Lévy Laplacian. 2. White oise Functionals Let H R = L 2 R (R, dt) be the real Hilbert space of square integrable functions with respect to the Lebesgue measure dt and let A = + t 2 d 2 /dt 2 be the harmonic oscillator. The norm on H R is denoted by 0. Then for each p 0, S p,r = {ξ H R ; ξ p A p ξ 0 < } becomes a Hilbert space and we have a Gelfand triple: S R = proj p S p,r H R SR = ind S p,r, p where = stands the topological isomorphism and for each p > 0, S p,r is the completion of the Hilbert space H R with respect to the Hilbertian norm p = A p 0. Then S R becomes a nuclear space and coincides with the Schwartz space. The complexification of a real locally convex space X R is denoted by X C. If there is no confusion, we use the symbol X for X C. The Boson Fock space over the (complex) Hilbert space H H C, denoted by Γ(H), is the Hilbert space consisting of sequences (f n ), where f n H b n (the

3 QUATUM LÉVY LAPLACIA 233 n-fold symmetric tensor product of H) and n! f n 2 0 <, where 0 is the norm on H n = L 2 C (Rn ) for each n. For p R, we put φ 2 p = n! f n 2 p, φ = (f n) Γ(H), where f n p = (A n ) p f n 0. We set { } (S) = φ Γ(H) ; φ p < for all p R which becomes a countable Hilbert nuclear space with the topology induced from the norms { p ; p R}. We thus come to a complex Gelfand triple: (S) Γ(H) (S). Let µ be the standard Gaussian measure on SR of which the characteristic functional is given by { exp{i x, ξ }dµ(x) = exp } 2 ξ 2 0, ξ S R. S R Let (L 2 ) L 2 (SR, µ) be the Hilbert space of C-valued square integrable functions on SR. By the Wiener-Itô decomposition theorem, each φ (L2 ) admits an expression φ(x) = :x n :, f n, x S R, (2.) where f n H b n and : x n : denotes the Wick ordering of x n. Moreover, the (L 2 )-norm φ 0 of φ is given by φ 2 0 = n! f n 2 0. An element of (L 2 ) is called a white noise functional. The nuclear space of white noise functionals which is corresponding to (S) under the Wiener-Itô-Segal isomorphism is denoted by the same symbol (S). The strong dual space of the nuclear space (S) is also denoted by the same symbol (S). An element of (S) is called a generalized white noise functionals. Thus we have the following Gelfand triple: (S) (L 2 ) (S) which is referred to as the Hida Kubo Takenaka space (see [, 8]). For each Φ (S), there exists a unique sequence {F n }, F n (S n ) sym such that Φ, φ = n! F n, f n for all φ (S) given as in (2.). Moreover, Φ 2 p = n! F n 2 p <

4 234 U CIG JI, HABIB OUERDIAE, AD KIMIAKI SAITÔ for some p 0. In this case, we use a formal expression for Φ (S) : Φ(x) = :x n :, F n, x S R or Φ = (F n ). For p 0 let (S) p be the space of all φ (L 2 ) such that φ p < and (S) p the completion of (L 2 ) with respect to the norm p. Then, for each p R, equipped with the norm p, (S) p becomes a Hilbert space. The space is identified with the inductive it space (S) = ind p (S) p. For each ξ S S C, an exponential vector (or coherent vector) φ ξ is defined by φ ξ (x) = :x n :, ξ n = exp { x, ξ 2 } n! ξ, ξ which is corresponding to (ξ n /n!) denoted by the same symbol φ ξ. Then for each z S, the exponential vector φ z is defined as a generalized white noise functional corresponding to (z n /n!). It is well-known that {φ ξ ; ξ S} spans a dense subspace of (S) and then white noise functional Φ (S) is uniquely specified by the S-transform SΦ of Φ defined by SΦ(ξ) = Φ, φ ξ, ξ S. 3. White oise Operators Since every continuous linear operator from (S) into (S) has a Fock expansion [8] which can be considered as a superposition of the quantum white noise, a continuous linear operator from (S) into (S) is called a white noise operator. The space of all white noise operators is denoted by L((S), (S) ) equipped with the bounded convergence topology. A white noise operator Ξ is uniquely specified by its symbol which is a C valued function on S S defined by Ξ(ξ, η) = Ξφ ξ, φ η, ξ, η S. It is straightforward to see that the symbol Θ = Ξ of a white noise operator Ξ L((S), (S) ) possesses the following properties: (O) for any ξ, ξ, η, η S the function (z, w) Θ(zξ + ξ, wη + η ) is entire holomorphic on C C; (O2) there exist constant numbers C 0 and p 0 such that Θ(ξ, η) K exp { ξ 2 p + η 2 p}, ξ, η S. (3.) The following characterization of symbols is proved by Obata in [7]. Theorem 3.. Let Θ be a C valued function defined on S S. Then Θ is the symbol of some Ξ L((S), (S) ) if and only if Θ satisfies the conditions (O) and (O2).

5 QUATUM LÉVY LAPLACIA 235 For each x S the annihilation operator a(x) L((S), (S) ) is defined by a(x)φ ξ = x, ξ φ ξ, ξ S. and the adjoint a (x) is called the creation operator. ote that a(x) L((S), (S)) and a (x) L((S), (S) ). Since (S) is a nuclear space, by the kernel theorem we have the following isomorphism: L((S), (S) ) = (S) (S), i.e., for each Ξ L((S), (S) ) there exists a unique Φ Ξ (S) (S) such that Ξφ, ϕ = Φ Ξ, ϕ φ, φ, ϕ (S). Define a map U : L((S), (S) ) Ξ Φ Ξ (S) (S). Conversely, for each φ x φ x2 (S) (S), there exists a unique Ξ φx φ x2 L((S), (S) ) such that Ξφx φ, ϕ = φ φx2 x φ x2, ϕ φ = φ x, ϕ φ x2, φ, φ, ϕ (S). Therefore, for any x, x 2 S and ξ, η S we have Ξ φx φ x2 (ξ, η) = e x, η + x2, ξ = x l l!m! x m 2, η l ξ m. (3.2) 4. Classical and Quantum Lévy Laplacians 4.. Classical Lévy Laplacian. Let F C 2 (S). Then for each ξ S there exist F (ξ) S and F (ξ) (S S) such that F (ξ + η) = F (ξ) + F (ξ), η + 2 F (ξ), η η + o( η 2 p ), η S for some p 0. Moreover, both maps ξ F (ξ) S and ξ F (ξ) (S S) are continuous. For more study, we refer to [7]. ow suppose we are given an infinite sequence {e n } n= S. The sequence {e n } n= is not necessarily orthogonal, but in order to ensure some reasonable properties of the Lévy Laplacian, we need to assume some conditions on {e n }. We shall do so afterwards, see also the original definition due to Lévy [5]. We consider the Cesàro mean of F (ξ), e n e n defined by F (ξ), e n e n. (4.) n= The it does not necessarily exist. Moreover, the it depends not only on the choice of the sequence {e n } but also its arrangement. Let D L D L (S, {e n }) be the subspace of F C 2 (S) for which the it (4.) exists for all ξ S. For F D L we define L F (ξ) = F (ξ), e n e n, ξ S. n= The operator L is called the Lévy Laplacian on S associated with {e n }. We fix a finite interval T on R. Take an orthogonal basis {e n } n= S for L 2 (T ) satisfying the equally dense and uniform boundedness property (see [, 2, 6]).

6 236 U CIG JI, HABIB OUERDIAE, AD KIMIAKI SAITÔ Let D L Dom ( L ) denote the domain of the Lévy Laplacian L consisting of all Φ (S) satisfying that S(Φ) D L and there exists Ψ Φ (S) such that S(Ψ Φ )(ξ) = S(Φ) (ξ)(e n, e n ) Then the Lévy Laplacian L is defined by n= L Φ = Ψ Φ, Φ D L (S). Let D T L denote the set of all functionals Φ D L such that S(Φ)(η) = 0 for all η S with supp(η) T C Quantum Lévy Laplacian. Let F C 2 (S S). Then for each ξ, ξ 2 S there exist F i (ξ, ξ 2 ) S and F ij (ξ, ξ 2 ) (S S), i, j =, 2, such that 2 F (ξ + η, ξ 2 + η 2 ) = F (ξ, ξ 2 ) + F i (ξ, ξ 2 ), η i i,j= i= F ij (ξ, ξ 2 )η i, η j + o( η 2 p + η 2 2 p ) for some p 0 and any η, η 2 S. Let D Q L be the subspace of F C2 (S S) for which the its n= Ξ ii(ξ, η), e n e n, i =, 2 exists for all ξ, η S. Consider the set consisting of Ξ L((S), (S) ) for which Ξ D Q L and there exists Υ Ξ L((S), (S) ) such that 2 Υ Ξ (ξ, η) = i= n= Ξ ii (ξ, η), e n e n, ξ, η S. (4.2) This set serves as the domain of the operator QL in the next definition and will be denoted by Dom ( QL ). Definition 4.. For each Ξ Dom ( QL ), we write QL Ξ Υ Ξ, (4.3) where Υ Ξ is given as in (4.2). Then QL is called the quantum Lévy Laplacian. Let SL be the set of all elements f S such that the it f, f L = f, e n 2 exists. Proposition 4.2. For any f, g SL, Ξ φ f φ g Dom ( QL ) and we have n= QL Ξ φf φ g = ( f, f L + g, g L ) Ξ φf φ g. Proof. The proof is straightforward from (3.2).

7 QUATUM LÉVY LAPLACIA 237 Lemma 4.3 ([0]). For η, ζ S and z C we have z n φ η+zζ = n! a (ζ) n φ η, where the right hand side converges in (S) uniformly in z running over a compact set in C. Therefore, d n dz n φ η+zζ = a (ζ) n φ η z=0 holds in (S). Lemma 4.4. Let ζ S and Ξ L((S), (S) ). Then a(ζ) 2 Ξ(ξ, η) = d2 dz 2 Ξ(ξ, η + zζ), z=0 Ξa (ζ) 2 (ξ, η) = d2 dz 2 Ξ(ξ + zζ, η). z=0 Proof. For any ζ S and Ξ L((S), (S) ), by applying Lemma 4.3 we have a(ζ) 2 Ξ(ξ, η) = Ξφ ξ, a (ζ) 2 d φ η = Ξφ 2 ξ, dz 2 φ η+zζ z=0 which follows the first identity from the continuity of the canonical bilinear form,. Similarly, the second identity is proved. Theorem 4.5. For each Ξ Dom ( QL ) we have ( QL Ξ)φ ξ, φ η = (a(e n ) 2 Ξ + Ξa (e n ) 2 )φ ξ, φ η, ξ, η S. (4.4) n= Proof. By Lemma 4.4 we see that (a(e n ) 2 Ξ)φ ξ, φ η = Ξ(a e n ) 2 φ ξ, φ η = a(e n ) 2 Ξ(ξ, η) = Ξ(a e n ) 2 (ξ, η) = d2 dz 2 Ξ(ξ, η + zen ), z=0 d2 dz 2 Ξ(ξ + zen, η). z=0 If Ξ Dom ( QL ), the it { } d 2 dz 2 Ξ(ξ, η + zen ) + d2 z=0 dz 2 Ξ(ξ + zen, η) z=0 n= exists and coincides with QL Ξ(ξ, η). Hence (a(e n ) 2 Ξ + Ξa (e n ) 2 )φ ξ, φ η = QL Ξ(ξ, η), n= from which (4.4) follows.

8 238 U CIG JI, HABIB OUERDIAE, AD KIMIAKI SAITÔ Theorem 4.6. For each Ξ Dom ( QL ), we have ( QL Ξ)φ ξ, φ η = [ U ( I a(e n ) 2) UΞ ] φ ξ, φ η, n= + Proof. For any ξ, η S, we have [ U ( a(e n ) 2 I ) UΞ ] φ ξ, φ η, ξ, η S. n= Ξa (e n ) 2 φ ξ, φ η = UΞ, φ η ( a (e n ) 2 φ ξ ) Similarly, we prove that for any ξ, η S = ( I a(e n ) 2) UΞ, φ η φ ξ = [ U ( I a(e n ) 2) UΞ ] φ ξ, φ η. a(e n ) 2 Ξφ ξ, φ η = [ U ( a(e n ) 2 I ) UΞ ] φ ξ, φ η. Then the proof is completed by applying Theorem 4.5. Remark 4.7. It is well known in various contexts that L = a(e n ) 2 on Dom ( L ). n= In fact, the right hand side is given a meaning as following: for Φ Dom ( L ) we have L Φ, φ ξ = a(e n ) 2 Φ, φ ξ, ξ S. (4.5) n= Therefore, from Theorem 4.6 we can write QL = U (I L ) U + U ( L I) U. (4.6) 4.3. Quantum Classical Correspondence. For each φ, ψ (S), we write φψ for the pointwise multiplication. It is well-known that the pointwise multiplication yields a continuous bilinear map from (S) (S) into (S), see [, 8]. For Φ (S) and φ (S) we define Φφ = φφ (S) by Φφ, ψ = Φ, φψ, ψ (S). Obviously, the map (Φ, φ) Φφ is a separately continuous bilinear map. In particular, each Φ (S) gives rise to a multiplication operator M Φ L((S), (S) ) = (S) (S) defined by M Φ φ = Φφ. With this we have a continuous injection (S) L((S), (S) ). ote also that (M Φ ) = M Φ. Theorem 4.8. Let Φ Dom ( L ). Then M Φ Dom ( QL ) and 2 ( QLM Φ ) φ 0 = L Φ, (4.7) where φ 0 is the vacuum vector.

9 QUATUM LÉVY LAPLACIA 239 Proof. For any ξ, η S, by the derivation property of a(ζ) we have a(e n ) 2 (Φφ ξ ), φ η n= = ( a(e n ) 2 Φ ) φ ξ, φ η n= + [ 2 (a(en )Φ) (a(e n )φ ξ ), φ η + Φ ( a(e n ) 2 ) φ ξ, φη ]. n= On the other hand, we can easily see that [ 2 (a(en )Φ) (a(e n )φ ξ ), φ η + Φ ( a(e n ) 2 ) φ ξ, φη ] = 0. n= Therefore, for any ξ, η S we have a(e n ) 2 (Φφ ξ ), φ η = n= Similarly, we prove that for any ξ, η S Φa (e n ) 2 φ ξ, φ η = n= ( a(e n ) 2 Φ ) φ ξ, φ η n= ( a(e n ) 2 Φ ) φ ξ, φ η. Therefore, by applying Theorem 4.5 with Ξ = M Φ, M Φ Dom ( QL ) and we have which implies (4.7). n= ( QL M Φ )φ 0, φ η = 2 L Φ, φ η, η S (4.8) 5. ew Domains of Lévy Laplacians Given f L C (R)b l L 2 C (R)b l and α k R, k =, 2,, l, we consider a generalized white noise functional Φ in D T L of the form: Φ = f(s,, s l ) : e iαx(s) e iα lx(s l ) : ds, (5.) T l where : : is the Wick ordering. The S-transform of Φ is given by S(Φ)(ξ) = f(s,, s l )e iαξ(s) e iα lξ(s l ) ds. T l By direct computation we can see that ( L Φ = T We fix a continuous function γ : R [0, ) such that there exists a stochastic process {X t ; t 0} with E[e izxt ] = e tγ(z) for each t 0. For each n, let D γ n l k= α 2 k ) Φ.

10 240 U CIG JI, HABIB OUERDIAE, AD KIMIAKI SAITÔ be the linear space spanned by generalized white noise functionals of the form in Eq. (5.), i.e., n Φ = f(s) : e iα kx(s k ) : ds, T n k= where f L C (R)b n L 2 C (R)b n and α k R \ {0}, k =, 2,..., n satisfy the condition: α + + α n = T n, α α 2 n = T γ(n). We also put D γ 0 = C. Then Dγ n is a linear subspace of (S) p for any p > 5 2 (see [3]) and L is a linear operator from D γ n into itself such that L Φ p = γ(n) Φ p, Φ D γ n. Let D γ n be the completion of D γ n in (S) p with respect to p. Then for each n {0}, D γ n becomes a Hilbert space with the inner product of (S) p. For each n {0}, the operator L can be extended to a continuous linear operator L from D γ n into itself satisfying L Φ p = γ(n) Φ p, Φ D γ n. The operator L is a self-adjoint operator on D γ n for each n {0}. Proposition 5. ([23]). Let Φ = Φ n, Ψ = Ψ n be generalized white noise functionals such that Φ n, Ψ n D γ n for each n {0}. If Φ = Ψ in (S), then Φ n = Ψ n for each n {0}. From now on, p > 5 2 will be an arbitrarily fixed number. For each {0}, we put { } S γ p, = Φ n (S) ; k L Φ n <, Φ n D γ n, n = 0,, 2,. k=0 By the Schwarz inequality we see that for any, S γ p, is contained in (S) p and is a Hilbert space equipped with the new norm p, given by Φ 2 p, = k=0 k 2 LΦ n 2 p p, Moreover, in view of the inclusion relations: we define Φ = Φ n S γ p,. S γ p,+ Sγ p, Sγ p, (S) p, S γ p, = proj S γ p, = S γ p,. = ote that the space S γ p, includes Dγ n for any n {0}. The operator L can be extended to a continuous linear operator from S γ p,2 into Sγ p,, denoted by the same notation L, satisfying L Φ p, Φ p,+, Φ S γ p,, =, 2,....

11 QUATUM LÉVY LAPLACIA 24 Therefore, L is a continuous linear operator from S γ p, into itself. Theorem 5.2 ([23]). The operator L is a self-adjoint operator densely defined on S γ p, for each. and Put S γ p, Sγ p, = proj S γ p, Sγ p, (S) p (S) p L γ p, = U ( S γ p, Sγ p, ). For any Φ, Ψ D γ n, by (4.6) we have ( U QL U ) Φ Ψ = ( L I + I L ) Φ Ψ. Therefore, the following result is straightforward. Theorem 5.3. The quantum Lévy Laplacian can be extended to L γ p, as a continuous linear operator, denoted by the notation QL. In this case, we have From now on we write QL = U ( L I + I L ) U. L Q = L I + I L. Then the following result is straightforward from Theorem 5.2. Theorem 5.4. The operator L Q is a continuous linear operator from S γ p, S γ p, into itself. Moreover, L Q is a self-adjoint operator densely defined on S γ p, Sγ p, for each. 6. Semigroups Generated by Lévy Laplacians For each t 0 we define G t on S γ p, by G t Φ = e γ(n)t Φ n, Φ = Φ n S γ p,, Φ n D γ n, n = 0,, 2,. Then for any we have G t Φ 2 p, = k= Φ 2 p,. γ(n) 2k e 2γ(n)t Φ n 2 p Therefore, {G t } t 0 is equi-continuous in t. On the other hand, for each t, t 0 0 and any, we obtain that G t Φ G t0 Φ 2 p, = γ(n) 2k e γ(n)t 2 e γ(n)t0 Φn 2 p k= 4 Φ 2 p,. Therefore, by the Lebesgue dominated convergence theorem, we see that G t Φ = G t0 Φ in S p,. t t 0

12 242 U CIG JI, HABIB OUERDIAE, AD KIMIAKI SAITÔ It is easily checked the semigroup properties that G 0 = I and G t G s = G t+s for any s, t 0. Hence {G t } t 0 is an equi-continuous C 0 -semigroup. For each t 0, we put G F t = G t G t on S γ p, S γ p,. Then it is straightforward that {G F t } t 0 is an equi-continuous C 0 -semigroup on S γ p, Sγ p,. Proposition 6.. The infinitesimal generator of the semigroup {G F t } t 0 is L Q. Proof. With the help of Theorem 5.4, the proof is a simple modification of the proof of Proposition 5 in [23]. For each t 0 we put G Q t = U G F t U. Then {G Q t } t 0 becomes a semigroup on L γ p, and the following result is obvious from Proposition 6.. Theorem 6.2. The infinitesimal generator of the semigroup {G Q t } t 0 is QL. 7. Stochastic Processes Generated by Lévy Laplacians Let {X,t } t 0 and {X 2,t } t 0 be independent continuous stochastic processes of which the characteristic functions of X,t and X 2,t are given by and let ζ T E [ e izx,t] = E [ e izx2,t] = e tγ(z) be a smooth function in S with ζ T (u) = (/ T ) /2 on T. We use the same notation QL as QL ( Ξ) = QL Ξ for any Ξ L γ p,. Then we can construct a quantum stochastic process generated by the quantum Lévy Laplacian as follows. Theorem 7.. Let Θ be the symbol of a white noise operator in L γ p,. Then it holds that e t QL Θ(ξ, η) = E [Θ(ξ + X,t ζ T, η + X 2,t ζ T )], ξ, η S. Proof. Let l, m. Suppose that Θ is given by l Θ(ξ, η) = f(s,, s l ; t,, t m ) (e iαjξ(sj )) m T l+m j= k= ( e iβ kη(t k ) ) dsdt (7.) with f L C (R)b (l+m) L 2 C (R)b (l+m), and α j R \ {0}, j =, 2,..., l, β k R \ {0}, k =, 2,..., m satisfying the condition: Then we have α + + α l = T l, α α2 l = T γ(l), β + + β m = T m, β β2 m = T γ(m). (7.2) E [Θ(ξ + X,t ζ T, η + X 2,t ζ T )] = e t(γ(l)+γ(m)) Θ(ξ, η) = e t QL Θ(ξ, η), ξ, η S.

13 QUATUM LÉVY LAPLACIA 243 Let Θ = Θ l,m belong to the set L γ p, of all symbols of operators in Lγ p,. Denote the integral given as in (7.) by I α,β (f)(ξ, η). Then for each l, m {0}, Θ l,m can be expressed as the form: Θ l,m (ξ, η) = I α [],β [](f α [] ;β [])(ξ, η) α [],β [] for a sequence f α [] ;β [], =, 2,... of functions in L C (R)b (l+m) L 2 C (R)b (l+m), where means a sum of finitely many terms on α [] = (α [],..., α [] ) α [],β [] (R \ {0}) l and β [] = (β [],..., β m [] ) (R \ {0}) m satisfying (7.2). Therefore, we have E [ Θ l,m (ξ + X,t ζ T, η + X 2,t ζ T ) ] = = = E I α [],β [](f α [] ;β [])(ξ, η)e ilx,t e imx2,t α [],β [] I α [],β [](f α [] ;β [])(ξ, η) α [],β [] Θ l,m (ξ, η). On the other hand, Θ l,m = Ξ l,m for some Ξ l,m L γ p, and so Θ l,m (ξ, η) UΞ l,m p φ ξ p φ η p <, ξ, η S. Therefore, by continuity of e t QL we obtain that E [Θ(ξ + X,t ζ T, η + X 2,t ζ T )] = E [Θ l,m (ξ + X,t ζ T, η + X 2,t ζ T )] which proves the assertion. = = e t QL Θ(ξ, η) e t QL Θ l,m (ξ, η) For each Φ (S) and η S, the translation T η Φ of Φ is well defined as an element in (S) by T η Φ( ) = Φ( + η) and then S(T η Φ)(ξ) = S(Φ)(ξ + η) for any ξ S. Therefore, for any η, ζ S and any operator Ξ L((S), (S) ) we define T η,ζ Ξ by T η,ζ Ξ = U (T η T ζ ) UΞ. With this notation the following corollary is obvious from Theorem 7.. l

14 244 U CIG JI, HABIB OUERDIAE, AD KIMIAKI SAITÔ Corollary 7.2. Let Ξ L γ p,. Then it holds that G Q t Ξ = et QL Ξ = E [ T X,tζ T,X 2,tζ T Ξ ]. Corollary 7.3. Let Φ S γ p,. Then it holds that G t Φ = e t L Φ = E [ T X,tζ T Φ ]. (7.3) Proof. For each Φ S γ p,, Ξ Φ φ 0 = U (Φ φ 0 ) L γ p, and G Q t (Ξ Φ φ0 ) φ 0 = (Ξ GtΦ φ 0 ) φ 0 = G t Φ. and, by applying Corollary 7.2 and Theorem 5.3, we have G Q t (Ξ Φ φ 0 ) φ 0 = e t QL (Ξ Φ φ0 ) φ 0 = Ξ e t L Φ φ0 φ 0 = e t L Φ which proves the first identity in (7.3). On the other hand, for any η, ζ S T η,ζ Ξ Φ φ0 = Ξ TηΦ φ 0, (T η,ζ Ξ Φ φ0 ) φ 0 = T η Φ. Therefore, for any η S E [ TX,tζ T,X 2,tζ T Ξ Φ φ0 ] φ0, φ η which implies that = E [ ( T X,tζ T,X 2,tζ T Ξ Φ φ0 ) φ0, φ η ] = E [ T X,tζ T Φ, φ η ] = E [ T X,tζ T Φ ], φ η E [ T X,tζ T,X 2,tζ T Ξ Φ φ0 ] φ0 = E [ T X,tζ T Φ ]. Therefore, by Corollary 7.2 we have (G Q t Ξ Φ φ0 ) φ 0 = E [ T X,tζ T,X 2,tζ T Ξ Φ φ0 ] φ0 = E [ T X,tζ T Φ ] which proves the second identity in (7.3). The results in this paper can be extended to a more general Gelfand triple if we replace the test function (S) by a test function space W = F θ () as in [0]. References. Accardi, L., Barhoumi, A. and Ouerdiane, H.: A quantum approach to Laplace operators; Infin. Dimens. Anal. Quantum Probab. Relat. Top. 9 (2006) Accardi, L. and Bogachëv, V.: The Ornstein Uhlenbeck process associated with the Lévy Laplacian and its Dirichlet form; Prob. Math. Stat. 7 (997) Accardi, L., Gibilisco, P. and Volovich, I. V.: Yang-Mills gauge fields as harmonic functions for the Lévy Laplacian; Russian J. Math. Phys. 2 (994) Accardi, L., Ouerdiane, H. and Smolyanov, O. G.: Lévy Laplacian acting on operators; Russian J. Math. Phys. 0 (2003) Accardi, L. and Smolyanov, O. G.: Lévy-Laplace operators in functional rigged Hilbert spaces; Math. otes 72 (2002) Chung, D. M., Ji, U. C. and Saitô, K.: Cauchy problems associated with the Lévy Laplacian in white noise analysis; Infin. Dimens. Anal. Quantum Probab. Rel. Top. 2 (999) Dineen, S.: Complex Analysis on Infinite Dimensional Spaces. Springer-Verlag, Feller, M..: Infinite-dimensional elliptic equations and operators of Lévy type; Russian Math. Surveys 4 (986) 9 70.

15 QUATUM LÉVY LAPLACIA Ji, U. C. and Saitô, K.: A similarity between the Gross Laplacian and the Lévy Laplacian; Preprint, Ji, U. C., Obata,. and Ouerdiane, H.: Quantum Lévy Laplacian and associated heat equation; Preprint, Kuo, H.-H.: White oise Distribution Theory. CRC Press, Kuo, H.-H., Obata,. and Saitô, K.: Lévy Laplacian of generalized functions on a nuclear space; J. Funct. Anal. 94 (990) Kuo, H.-H., Obata,. and Saitô, K.: Diagonalization of the Lévy Laplacian and related stable processes; Infin. Dimens. Anal. Quantum Probab. Relat. Top. 5 (2002) Leandre, R. and Volovich, I. A.: The stochastic Levy Laplacian and Yang-Mills equation on manifolds; Infin. Dimens. Anal. Quantum Probab. Relat. Top. 4 (200) Lévy, P.: Leçons d Analyse Fonctionnelle. Gauthier-Villars, Paris, Obata,.: A characterization of the Lévy Laplacian in terms of infinite dimensional rotation groups; agoya Math. J. 8 (990) Obata,.: An analytic characterization of symbols of operators on white noise functionals; J. Math. Soc. Japan 45 (993) Obata,.: White oise Calculus and Fock Space. Lect. otes in Math. Vol. 577, Springer- Verlag, Obata,.: Quadratic quantum white noises and Lévy Laplacian; onlinear Anal. 47 (200) Obata,. and Ouerdiane, H.: Heat equation associated with Lévy Laplacian; in Proceedings of the Internatational Conference on Stochastic Analysis and Applications (S. Albeverio, A. B. de Monvel and H. Ouerdiane (Eds.)), (2004) 53 68, Kluwer Academic Publishers. 2. Polishchuk, E. M.: Continual Means and Boundary Value Problems in Function Spaces. Birkhäuser, Saitô, K.: A stochastic process generated by the Lévy Laplacian; Acta Appl. Math. 63 (2000) Saitô, K. and Tsoi, A. H.: The Lévy Laplacian as a self-adjoint operator; in Quantum Information (Eds. T. Hida and K. Saitô), (999) 59 7, World Scientific. 24. Saitô, K. and Tsoi, A. H.: The Lévy Laplacian acting on Poisson noise functionals; Infin. Dimens. Anal. Quantum Probab. Relat. Top. 2 (999) Zhang, Y..: Levy Laplacian and Brownian particles in Hilbert spaces; J. Funct. Anal. 33 (995) Un Cig Ji: Department of Mathematics, Research Institute of Mathematical Finance, Chungbuk ational University, Cheongju , Korea address: uncigji@cbucc.chungbuk.ac.kr Habib Ouerdiane: Départment de Mathématiques, Faculté de Sciences de Tunis, Université de Tunis El Manar, Campus Universitaire, Tunis, 060 Tunisia address: habib.ouerdiane@fst.rnu.tn Kimiaki Saitô: Department of Mathematics, Meijo University, agoya , Japan address: ksaito@ccmfs.meijo-u.ac.jp

Properties of delta functions of a class of observables on white noise functionals

Properties of delta functions of a class of observables on white noise functionals J. Math. Anal. Appl. 39 7) 93 9 www.elsevier.com/locate/jmaa Properties of delta functions of a class of observables on white noise functionals aishi Wang School of Mathematics and Information Science,

More information

CHARACTERIZATION THEOREMS FOR DIFFERENTIAL OPERATORS ON WHITE NOISE SPACES

CHARACTERIZATION THEOREMS FOR DIFFERENTIAL OPERATORS ON WHITE NOISE SPACES Communications on Stochastic Analysis Vol. 7, No. 1 (013) 1-15 Serials Publications www.serialspublications.com CHARACTERIZATION THEOREMS FOR DIFFERENTIAL OPERATORS ON WHITE NOISE SPACES ABDESSATAR BARHOUMI

More information

Convolution Operators in White Noise Calculus: Revisited

Convolution Operators in White Noise Calculus: Revisited Convolution Operators in White Noise Calculus: Revisited (joint work with H. Ouerdiane) Nobuaki Obata GSIS, Tohoku University Levico, June 1, 2011 Nobuaki Obata (GSIS, Tohoku University) Convolution Operators

More information

GENERALIZED WHITE NOISE OPERATOR FIELDS AND QUANTUM WHITE NOISE DERIVATIVES. Un Cig Ji & Nobuaki Obata

GENERALIZED WHITE NOISE OPERATOR FIELDS AND QUANTUM WHITE NOISE DERIVATIVES. Un Cig Ji & Nobuaki Obata Séminaires & Congrès 16, 2007, p. 17 33 GENERALIZED WHIE NOISE OPERAOR FIELDS AND QUANUM WHIE NOISE DERIVAIVES by Un Cig Ji & Nobuaki Obata Abstract. Regarding a Fock space operator Ξ as a function of

More information

RECENT PROGRESS ON THE WHITE NOISE APPROACH TO THE LÉVY LAPLACIAN

RECENT PROGRESS ON THE WHITE NOISE APPROACH TO THE LÉVY LAPLACIAN ECENT POGESS ON THE WHITE NOISE APPOACH TO THE LÉVY LAPLACIAN HUI-HSIUNG KUO Department of Mathematics Louisiana State University Baton ouge, LA 70808, USA E-mail: kuo@math.lsu.edu Let φ be a function

More information

An Introduction to Quantum White Noise Calculus

An Introduction to Quantum White Noise Calculus An Introduction to Quantum White Noise Calculus Nobuaki Obata based on the long term collaboration with Un Cig Ji GSIS, Tohoku University CNU (Cheongju), July 24, 2012 Nobuaki Obata based on the long term

More information

A DECOMPOSITION OF MULTIPLE WIENER INTEGRALS BY THE LÉVY PROCESS AND LÉVY LAPLACIAN

A DECOMPOSITION OF MULTIPLE WIENER INTEGRALS BY THE LÉVY PROCESS AND LÉVY LAPLACIAN Communications on Stochastic Analysis Vol. 2, No. 3 (2008) 459-467 Serials Publications www.serialspublications.com A DECOMPOSITION OF MULTIPLE WIENE INTEGALS BY THE LÉVY POCESS AND LÉVY LAPLACIAN ATSUSHI

More information

ON THE REGULARITY OF ONE PARAMETER TRANSFORMATION GROUPS IN BARRELED LOCALLY CONVEX TOPOLOGICAL VECTOR SPACES

ON THE REGULARITY OF ONE PARAMETER TRANSFORMATION GROUPS IN BARRELED LOCALLY CONVEX TOPOLOGICAL VECTOR SPACES Communications on Stochastic Analysis Vol. 9, No. 3 (2015) 413-418 Serials Publications www.serialspublications.com ON THE REGULARITY OF ONE PARAMETER TRANSFORMATION GROUPS IN BARRELED LOCALLY CONVEX TOPOLOGICAL

More information

Gaussian and Poisson White Noises with Related Characterization Theorems

Gaussian and Poisson White Noises with Related Characterization Theorems Contemporary Mathematics Gaussian and Poisson White Noises with Related Characterization Theorems Nobuhiro Asai, Izumi Kubo, and Hui-Hsiung Kuo Dedicated to Professor Leonard Gross on the occasion of his

More information

A note on the σ-algebra of cylinder sets and all that

A note on the σ-algebra of cylinder sets and all that A note on the σ-algebra of cylinder sets and all that José Luis Silva CCM, Univ. da Madeira, P-9000 Funchal Madeira BiBoS, Univ. of Bielefeld, Germany (luis@dragoeiro.uma.pt) September 1999 Abstract In

More information

A Concise Course on Stochastic Partial Differential Equations

A Concise Course on Stochastic Partial Differential Equations A Concise Course on Stochastic Partial Differential Equations Michael Röckner Reference: C. Prevot, M. Röckner: Springer LN in Math. 1905, Berlin (2007) And see the references therein for the original

More information

Introduction to Infinite Dimensional Stochastic Analysis

Introduction to Infinite Dimensional Stochastic Analysis Introduction to Infinite Dimensional Stochastic Analysis By Zhi yuan Huang Department of Mathematics, Huazhong University of Science and Technology, Wuhan P. R. China and Jia an Yan Institute of Applied

More information

Regular transformation groups based on Fourier- Gauss transforms

Regular transformation groups based on Fourier- Gauss transforms ommunications on Stochastic Analysis Volume 9 Number Article 3 6-1-015 Regular transformation groups based on Fourier- Gauss transforms Maximilian Bock Wolfgang Bock Follow this and additional works at:

More information

Introduction to Infinite Dimensional Stochastic Analysis

Introduction to Infinite Dimensional Stochastic Analysis Introduction to Infinite Dimensional Stochastic Analysis Mathematics and Its Applications Managing Editor M. HAZEWINKEL Centre for Mathematics and Computer Science, Amsterdam, The Netherlands Volume 502

More information

Finite-dimensional spaces. C n is the space of n-tuples x = (x 1,..., x n ) of complex numbers. It is a Hilbert space with the inner product

Finite-dimensional spaces. C n is the space of n-tuples x = (x 1,..., x n ) of complex numbers. It is a Hilbert space with the inner product Chapter 4 Hilbert Spaces 4.1 Inner Product Spaces Inner Product Space. A complex vector space E is called an inner product space (or a pre-hilbert space, or a unitary space) if there is a mapping (, )

More information

WHITE NOISE APPROACH TO FEYNMAN INTEGRALS. Takeyuki Hida

WHITE NOISE APPROACH TO FEYNMAN INTEGRALS. Takeyuki Hida J. Korean Math. Soc. 38 (21), No. 2, pp. 275 281 WHITE NOISE APPROACH TO FEYNMAN INTEGRALS Takeyuki Hida Abstract. The trajectory of a classical dynamics is detrmined by the least action principle. As

More information

ON WEAKLY NONLINEAR BACKWARD PARABOLIC PROBLEM

ON WEAKLY NONLINEAR BACKWARD PARABOLIC PROBLEM ON WEAKLY NONLINEAR BACKWARD PARABOLIC PROBLEM OLEG ZUBELEVICH DEPARTMENT OF MATHEMATICS THE BUDGET AND TREASURY ACADEMY OF THE MINISTRY OF FINANCE OF THE RUSSIAN FEDERATION 7, ZLATOUSTINSKY MALIY PER.,

More information

CLARK-OCONE FORMULA BY THE S-TRANSFORM ON THE POISSON WHITE NOISE SPACE

CLARK-OCONE FORMULA BY THE S-TRANSFORM ON THE POISSON WHITE NOISE SPACE Communications on Stochastic Analysis Vol. 6, No. 4 (2012 513-524 Serials Publications www.serialspublications.com CLARK-OCONE FORMULA BY THE S-TRANSFORM ON THE POISSON WHITE NOISE SPACE YUH-JIA LEE*,

More information

A Wavelet Construction for Quantum Brownian Motion and Quantum Brownian Bridges

A Wavelet Construction for Quantum Brownian Motion and Quantum Brownian Bridges A Wavelet Construction for Quantum Brownian Motion and Quantum Brownian Bridges David Applebaum Probability and Statistics Department, University of Sheffield, Hicks Building, Hounsfield Road, Sheffield,

More information

The spectral zeta function

The spectral zeta function The spectral zeta function Bernd Ammann June 4, 215 Abstract In this talk we introduce spectral zeta functions. The spectral zeta function of the Laplace-Beltrami operator was already introduced by Minakshisundaram

More information

Fermionic coherent states in infinite dimensions

Fermionic coherent states in infinite dimensions Fermionic coherent states in infinite dimensions Robert Oeckl Centro de Ciencias Matemáticas Universidad Nacional Autónoma de México Morelia, Mexico Coherent States and their Applications CIRM, Marseille,

More information

Hodge de Rham decomposition for an L 2 space of differfential 2-forms on path spaces

Hodge de Rham decomposition for an L 2 space of differfential 2-forms on path spaces Hodge de Rham decomposition for an L 2 space of differfential 2-forms on path spaces K. D. Elworthy and Xue-Mei Li For a compact Riemannian manifold the space L 2 A of L 2 differential forms decomposes

More information

16 1 Basic Facts from Functional Analysis and Banach Lattices

16 1 Basic Facts from Functional Analysis and Banach Lattices 16 1 Basic Facts from Functional Analysis and Banach Lattices 1.2.3 Banach Steinhaus Theorem Another fundamental theorem of functional analysis is the Banach Steinhaus theorem, or the Uniform Boundedness

More information

Kernel Method: Data Analysis with Positive Definite Kernels

Kernel Method: Data Analysis with Positive Definite Kernels Kernel Method: Data Analysis with Positive Definite Kernels 2. Positive Definite Kernel and Reproducing Kernel Hilbert Space Kenji Fukumizu The Institute of Statistical Mathematics. Graduate University

More information

The Calderon-Vaillancourt Theorem

The Calderon-Vaillancourt Theorem The Calderon-Vaillancourt Theorem What follows is a completely self contained proof of the Calderon-Vaillancourt Theorem on the L 2 boundedness of pseudo-differential operators. 1 The result Definition

More information

POWERS OF AN INFINITE DIMENSIONAL BROWNIAN MOTION ASSOCIATED WITH THE PRODUCT OF DISTRIBUTIONS

POWERS OF AN INFINITE DIMENSIONAL BROWNIAN MOTION ASSOCIATED WITH THE PRODUCT OF DISTRIBUTIONS Communications on Stochastic Analysis Vol. 8, No. 3 (04 343-364 Serials Publications www.serialspublications.com POWERS OF AN INFINITE DIMENSIONAL BROWNIAN MOTION ASSOCIATED WITH THE PRODUCT OF DISTRIBUTIONS

More information

L -uniqueness of Schrödinger operators on a Riemannian manifold

L -uniqueness of Schrödinger operators on a Riemannian manifold L -uniqueness of Schrödinger operators on a Riemannian manifold Ludovic Dan Lemle Abstract. The main purpose of this paper is to study L -uniqueness of Schrödinger operators and generalized Schrödinger

More information

OPERATOR SEMIGROUPS. Lecture 3. Stéphane ATTAL

OPERATOR SEMIGROUPS. Lecture 3. Stéphane ATTAL Lecture 3 OPRATOR SMIGROUPS Stéphane ATTAL Abstract This lecture is an introduction to the theory of Operator Semigroups and its main ingredients: different types of continuity, associated generator, dual

More information

ON THE FRACTIONAL CAUCHY PROBLEM ASSOCIATED WITH A FELLER SEMIGROUP

ON THE FRACTIONAL CAUCHY PROBLEM ASSOCIATED WITH A FELLER SEMIGROUP Dedicated to Professor Gheorghe Bucur on the occasion of his 7th birthday ON THE FRACTIONAL CAUCHY PROBLEM ASSOCIATED WITH A FELLER SEMIGROUP EMIL POPESCU Starting from the usual Cauchy problem, we give

More information

GAUSSIAN PROCESSES; KOLMOGOROV-CHENTSOV THEOREM

GAUSSIAN PROCESSES; KOLMOGOROV-CHENTSOV THEOREM GAUSSIAN PROCESSES; KOLMOGOROV-CHENTSOV THEOREM STEVEN P. LALLEY 1. GAUSSIAN PROCESSES: DEFINITIONS AND EXAMPLES Definition 1.1. A standard (one-dimensional) Wiener process (also called Brownian motion)

More information

EQUIVALENCE OF TOPOLOGIES AND BOREL FIELDS FOR COUNTABLY-HILBERT SPACES

EQUIVALENCE OF TOPOLOGIES AND BOREL FIELDS FOR COUNTABLY-HILBERT SPACES EQUIVALENCE OF TOPOLOGIES AND BOREL FIELDS FOR COUNTABLY-HILBERT SPACES JEREMY J. BECNEL Abstract. We examine the main topologies wea, strong, and inductive placed on the dual of a countably-normed space

More information

RESTRICTED UNIFORM BOUNDEDNESS IN BANACH SPACES

RESTRICTED UNIFORM BOUNDEDNESS IN BANACH SPACES RESTRICTED UNIFORM BOUNDEDNESS IN BANACH SPACES OLAV NYGAARD AND MÄRT PÕLDVERE Abstract. Precise conditions for a subset A of a Banach space X are known in order that pointwise bounded on A sequences of

More information

SURFACE MEASURES ON THE DUAL SPACE OF THE SCHWARTZ SPACE

SURFACE MEASURES ON THE DUAL SPACE OF THE SCHWARTZ SPACE Communications on Stochastic Analysis Vol. 4, No. 3 467-48 Serials Publications www.serialspublications.com SUFACE MEASUES ON THE DUAL SPACE OF THE SCHWATZ SPACE S. CHAAI, F. CIPIANO, H-H. KUO, AND H.

More information

CAUCHY PROBLEM AND INTEGRAL REPRESENTATION ASSOCIATED TO THE POWER OF THE QWN-EULER OPERATOR

CAUCHY PROBLEM AND INTEGRAL REPRESENTATION ASSOCIATED TO THE POWER OF THE QWN-EULER OPERATOR Communications on Stochastic Analysis Vol. 6, No. 4 (2012) 615-627 Serials Publications www.serialspublications.com CAUCHY PROBLEM AND INTEGRAL REPRESENTATION ASSOCIATED TO THE POWER OF THE QWN-EULER OPERATOR

More information

CONTINUITY OF CP-SEMIGROUPS IN THE POINT-STRONG OPERATOR TOPOLOGY

CONTINUITY OF CP-SEMIGROUPS IN THE POINT-STRONG OPERATOR TOPOLOGY J. OPERATOR THEORY 64:1(21), 149 154 Copyright by THETA, 21 CONTINUITY OF CP-SEMIGROUPS IN THE POINT-STRONG OPERATOR TOPOLOGY DANIEL MARKIEWICZ and ORR MOSHE SHALIT Communicated by William Arveson ABSTRACT.

More information

WAVELET EXPANSIONS OF DISTRIBUTIONS

WAVELET EXPANSIONS OF DISTRIBUTIONS WAVELET EXPANSIONS OF DISTRIBUTIONS JASSON VINDAS Abstract. These are lecture notes of a talk at the School of Mathematics of the National University of Costa Rica. The aim is to present a wavelet expansion

More information

Wiener Measure and Brownian Motion

Wiener Measure and Brownian Motion Chapter 16 Wiener Measure and Brownian Motion Diffusion of particles is a product of their apparently random motion. The density u(t, x) of diffusing particles satisfies the diffusion equation (16.1) u

More information

Man Kyu Im*, Un Cig Ji **, and Jae Hee Kim ***

Man Kyu Im*, Un Cig Ji **, and Jae Hee Kim *** JOURNAL OF THE CHUNGCHEONG MATHEMATICAL SOCIETY Volume 19, No. 4, December 26 GIRSANOV THEOREM FOR GAUSSIAN PROCESS WITH INDEPENDENT INCREMENTS Man Kyu Im*, Un Cig Ji **, and Jae Hee Kim *** Abstract.

More information

PREDICTABLE REPRESENTATION PROPERTY OF SOME HILBERTIAN MARTINGALES. 1. Introduction.

PREDICTABLE REPRESENTATION PROPERTY OF SOME HILBERTIAN MARTINGALES. 1. Introduction. Acta Math. Univ. Comenianae Vol. LXXVII, 1(28), pp. 123 128 123 PREDICTABLE REPRESENTATION PROPERTY OF SOME HILBERTIAN MARTINGALES M. EL KADIRI Abstract. We prove as for the real case that a martingale

More information

Solving Stochastic Partial Differential Equations as Stochastic Differential Equations in Infinite Dimensions - a Review

Solving Stochastic Partial Differential Equations as Stochastic Differential Equations in Infinite Dimensions - a Review Solving Stochastic Partial Differential Equations as Stochastic Differential Equations in Infinite Dimensions - a Review L. Gawarecki Kettering University NSF/CBMS Conference Analysis of Stochastic Partial

More information

i. Bonic R. and Frampton J., Differentiable functions on certain Banach spaces, Bull. Amer. Math. Soc. 71(1965),

i. Bonic R. and Frampton J., Differentiable functions on certain Banach spaces, Bull. Amer. Math. Soc. 71(1965), References i. Bonic R. and Frampton J., Differentiable functions on certain Banach spaces, Bull. Amer. Math. Soc. 71(1965), 393-395. 2. Cameron R. H. and Graves R., Additive functionals on a space of continuous

More information

A NOTE ON STOCHASTIC INTEGRALS AS L 2 -CURVES

A NOTE ON STOCHASTIC INTEGRALS AS L 2 -CURVES A NOTE ON STOCHASTIC INTEGRALS AS L 2 -CURVES STEFAN TAPPE Abstract. In a work of van Gaans (25a) stochastic integrals are regarded as L 2 -curves. In Filipović and Tappe (28) we have shown the connection

More information

SELF-ADJOINTNESS OF SCHRÖDINGER-TYPE OPERATORS WITH SINGULAR POTENTIALS ON MANIFOLDS OF BOUNDED GEOMETRY

SELF-ADJOINTNESS OF SCHRÖDINGER-TYPE OPERATORS WITH SINGULAR POTENTIALS ON MANIFOLDS OF BOUNDED GEOMETRY Electronic Journal of Differential Equations, Vol. 2003(2003), No.??, pp. 1 8. ISSN: 1072-6691. URL: http://ejde.math.swt.edu or http://ejde.math.unt.edu ftp ejde.math.swt.edu (login: ftp) SELF-ADJOINTNESS

More information

SYMPLECTIC GEOMETRY: LECTURE 5

SYMPLECTIC GEOMETRY: LECTURE 5 SYMPLECTIC GEOMETRY: LECTURE 5 LIAT KESSLER Let (M, ω) be a connected compact symplectic manifold, T a torus, T M M a Hamiltonian action of T on M, and Φ: M t the assoaciated moment map. Theorem 0.1 (The

More information

Some SDEs with distributional drift Part I : General calculus. Flandoli, Franco; Russo, Francesco; Wolf, Jochen

Some SDEs with distributional drift Part I : General calculus. Flandoli, Franco; Russo, Francesco; Wolf, Jochen Title Author(s) Some SDEs with distributional drift Part I : General calculus Flandoli, Franco; Russo, Francesco; Wolf, Jochen Citation Osaka Journal of Mathematics. 4() P.493-P.54 Issue Date 3-6 Text

More information

THE L 2 -HODGE THEORY AND REPRESENTATION ON R n

THE L 2 -HODGE THEORY AND REPRESENTATION ON R n THE L 2 -HODGE THEORY AND REPRESENTATION ON R n BAISHENG YAN Abstract. We present an elementary L 2 -Hodge theory on whole R n based on the minimization principle of the calculus of variations and some

More information

Generalized function algebras as sequence space algebras

Generalized function algebras as sequence space algebras Generalized function algebras as sequence space algebras Antoine Delcroix Maximilian F. Hasler Stevan Pilipović Vincent Valmorin 24 April 2002 Abstract A topological description of various generalized

More information

Elements of Positive Definite Kernel and Reproducing Kernel Hilbert Space

Elements of Positive Definite Kernel and Reproducing Kernel Hilbert Space Elements of Positive Definite Kernel and Reproducing Kernel Hilbert Space Statistical Inference with Reproducing Kernel Hilbert Space Kenji Fukumizu Institute of Statistical Mathematics, ROIS Department

More information

Free coherent states and distributions on p-adic numbers

Free coherent states and distributions on p-adic numbers Free coherent states and distributions on p-adic numbers S.V.Kozyrev June 9, 0 arxiv:q-alg/970305v 5 Mar 997 Abstract Free coherent states for a system with two degrees of freedom is defined. A linear

More information

Title: Localized self-adjointness of Schrödinger-type operators on Riemannian manifolds. Proposed running head: Schrödinger-type operators on

Title: Localized self-adjointness of Schrödinger-type operators on Riemannian manifolds. Proposed running head: Schrödinger-type operators on Title: Localized self-adjointness of Schrödinger-type operators on Riemannian manifolds. Proposed running head: Schrödinger-type operators on manifolds. Author: Ognjen Milatovic Department Address: Department

More information

DOOB S DECOMPOSITION THEOREM FOR NEAR-SUBMARTINGALES

DOOB S DECOMPOSITION THEOREM FOR NEAR-SUBMARTINGALES Communications on Stochastic Analysis Vol. 9, No. 4 (215) 467-476 Serials Publications www.serialspublications.com DOOB S DECOMPOSITION THEOREM FOR NEAR-SUBMARTINGALES HUI-HSIUNG KUO AND KIMIAKI SAITÔ*

More information

Methods of constructing topological vector spaces

Methods of constructing topological vector spaces CHAPTER 2 Methods of constructing topological vector spaces In this chapter we consider projective limits (in particular, products) of families of topological vector spaces, inductive limits (in particular,

More information

and finally, any second order divergence form elliptic operator

and finally, any second order divergence form elliptic operator Supporting Information: Mathematical proofs Preliminaries Let be an arbitrary bounded open set in R n and let L be any elliptic differential operator associated to a symmetric positive bilinear form B

More information

As always, the story begins with Riemann surfaces or just (real) surfaces. (As we have already noted, these are nearly the same thing).

As always, the story begins with Riemann surfaces or just (real) surfaces. (As we have already noted, these are nearly the same thing). An Interlude on Curvature and Hermitian Yang Mills As always, the story begins with Riemann surfaces or just (real) surfaces. (As we have already noted, these are nearly the same thing). Suppose we wanted

More information

arxiv:math/ v1 [math.rt] 9 Oct 2004

arxiv:math/ v1 [math.rt] 9 Oct 2004 On compression of Bruhat Tits buildings Yurii A. Neretin arxiv:math/0410242v1 [math.rt] 9 Oct 2004 Consider an affine Bruhat-Tits building Lat n of the type A n 1 and the complex distance in Lat n, i.e.,

More information

Citation Osaka Journal of Mathematics. 41(4)

Citation Osaka Journal of Mathematics. 41(4) TitleA non quasi-invariance of the Brown Authors Sadasue, Gaku Citation Osaka Journal of Mathematics. 414 Issue 4-1 Date Text Version publisher URL http://hdl.handle.net/1194/1174 DOI Rights Osaka University

More information

Gaussian Processes. 1. Basic Notions

Gaussian Processes. 1. Basic Notions Gaussian Processes 1. Basic Notions Let T be a set, and X : {X } T a stochastic process, defined on a suitable probability space (Ω P), that is indexed by T. Definition 1.1. We say that X is a Gaussian

More information

数理解析研究所講究録別冊 = RIMS Kokyuroku Bessa (2008), B5:

数理解析研究所講究録別冊 = RIMS Kokyuroku Bessa (2008), B5: Remarks on the Kernel Theorems in H TitleAnalysis and the Exact WKB Analysis Differential Equations) Author(s) LIESS, Otto; OKADA, Yasunori Citation 数理解析研究所講究録別冊 = RIMS Kokyuroku Bessa (2008), B5: 199-208

More information

NONTRIVIAL SOLUTIONS FOR SUPERQUADRATIC NONAUTONOMOUS PERIODIC SYSTEMS. Shouchuan Hu Nikolas S. Papageorgiou. 1. Introduction

NONTRIVIAL SOLUTIONS FOR SUPERQUADRATIC NONAUTONOMOUS PERIODIC SYSTEMS. Shouchuan Hu Nikolas S. Papageorgiou. 1. Introduction Topological Methods in Nonlinear Analysis Journal of the Juliusz Schauder Center Volume 34, 29, 327 338 NONTRIVIAL SOLUTIONS FOR SUPERQUADRATIC NONAUTONOMOUS PERIODIC SYSTEMS Shouchuan Hu Nikolas S. Papageorgiou

More information

Hardy spaces associated to operators satisfying Davies-Gaffney estimates and bounded holomorphic functional calculus.

Hardy spaces associated to operators satisfying Davies-Gaffney estimates and bounded holomorphic functional calculus. Hardy spaces associated to operators satisfying Davies-Gaffney estimates and bounded holomorphic functional calculus. Xuan Thinh Duong (Macquarie University, Australia) Joint work with Ji Li, Zhongshan

More information

WHITE NOISE APPROACH TO THE ITÔ FORMULA FOR THE STOCHASTIC HEAT EQUATION

WHITE NOISE APPROACH TO THE ITÔ FORMULA FOR THE STOCHASTIC HEAT EQUATION Communications on Stochastic Analysis Vol. 1, No. 2 (27) 311-32 WHITE NOISE APPROACH TO THE ITÔ FORMULA FOR THE STOCHASTIC HEAT EQUATION ALBERTO LANCONELLI Abstract. We derive an Itô s-type formula for

More information

Shift Invariant Spaces and Shift Generated Dual Frames for Local Fields

Shift Invariant Spaces and Shift Generated Dual Frames for Local Fields Communications in Mathematics and Applications Volume 3 (2012), Number 3, pp. 205 214 RGN Publications http://www.rgnpublications.com Shift Invariant Spaces and Shift Generated Dual Frames for Local Fields

More information

P AC COMMUTATORS AND THE R TRANSFORM

P AC COMMUTATORS AND THE R TRANSFORM Communications on Stochastic Analysis Vol. 3, No. 1 (2009) 15-31 Serials Publications www.serialspublications.com P AC COMMUTATORS AND THE R TRANSFORM AUREL I. STAN Abstract. We develop an algorithmic

More information

Functional Analysis. Franck Sueur Metric spaces Definitions Completeness Compactness Separability...

Functional Analysis. Franck Sueur Metric spaces Definitions Completeness Compactness Separability... Functional Analysis Franck Sueur 2018-2019 Contents 1 Metric spaces 1 1.1 Definitions........................................ 1 1.2 Completeness...................................... 3 1.3 Compactness......................................

More information

Topics in Harmonic Analysis Lecture 6: Pseudodifferential calculus and almost orthogonality

Topics in Harmonic Analysis Lecture 6: Pseudodifferential calculus and almost orthogonality Topics in Harmonic Analysis Lecture 6: Pseudodifferential calculus and almost orthogonality Po-Lam Yung The Chinese University of Hong Kong Introduction While multiplier operators are very useful in studying

More information

HEAT KERNEL ANALYSIS ON INFINITE-DIMENSIONAL GROUPS. Masha Gordina. University of Connecticut.

HEAT KERNEL ANALYSIS ON INFINITE-DIMENSIONAL GROUPS. Masha Gordina. University of Connecticut. HEAT KERNEL ANALYSIS ON INFINITE-DIMENSIONAL GROUPS Masha Gordina University of Connecticut http://www.math.uconn.edu/~gordina 6th Cornell Probability Summer School July 2010 SEGAL-BARGMANN TRANSFORM AND

More information

Control of elementary quantum flows Luigi Accardi Centro Vito Volterra, Università di Roma Tor Vergata Via di Tor Vergata, snc Roma, Italy

Control of elementary quantum flows Luigi Accardi Centro Vito Volterra, Università di Roma Tor Vergata Via di Tor Vergata, snc Roma, Italy Control of elementary quantum flows Luigi Accardi Centro Vito Volterra, Università di Roma Tor Vergata Via di Tor Vergata, snc 0033 Roma, Italy accardi@volterra.mat.uniroma2.it Andreas Boukas Department

More information

HOLOMORPHIC MAPPINGS INTO SOME DOMAIN IN A COMPLEX NORMED SPACE. Tatsuhiro Honda. 1. Introduction

HOLOMORPHIC MAPPINGS INTO SOME DOMAIN IN A COMPLEX NORMED SPACE. Tatsuhiro Honda. 1. Introduction J. Korean Math. Soc. 41 (2004), No. 1, pp. 145 156 HOLOMORPHIC MAPPINGS INTO SOME DOMAIN IN A COMPLEX NORMED SPACE Tatsuhiro Honda Abstract. Let D 1, D 2 be convex domains in complex normed spaces E 1,

More information

ON THE REGULARITY OF SAMPLE PATHS OF SUB-ELLIPTIC DIFFUSIONS ON MANIFOLDS

ON THE REGULARITY OF SAMPLE PATHS OF SUB-ELLIPTIC DIFFUSIONS ON MANIFOLDS Bendikov, A. and Saloff-Coste, L. Osaka J. Math. 4 (5), 677 7 ON THE REGULARITY OF SAMPLE PATHS OF SUB-ELLIPTIC DIFFUSIONS ON MANIFOLDS ALEXANDER BENDIKOV and LAURENT SALOFF-COSTE (Received March 4, 4)

More information

The Lévy-Itô decomposition and the Lévy-Khintchine formula in31 themarch dual of 2014 a nuclear 1 space. / 20

The Lévy-Itô decomposition and the Lévy-Khintchine formula in31 themarch dual of 2014 a nuclear 1 space. / 20 The Lévy-Itô decomposition and the Lévy-Khintchine formula in the dual of a nuclear space. Christian Fonseca-Mora School of Mathematics and Statistics, University of Sheffield, UK Talk at "Stochastic Processes

More information

FUNCTION BASES FOR TOPOLOGICAL VECTOR SPACES. Yılmaz Yılmaz

FUNCTION BASES FOR TOPOLOGICAL VECTOR SPACES. Yılmaz Yılmaz Topological Methods in Nonlinear Analysis Journal of the Juliusz Schauder Center Volume 33, 2009, 335 353 FUNCTION BASES FOR TOPOLOGICAL VECTOR SPACES Yılmaz Yılmaz Abstract. Our main interest in this

More information

Brownian Motion. 1 Definition Brownian Motion Wiener measure... 3

Brownian Motion. 1 Definition Brownian Motion Wiener measure... 3 Brownian Motion Contents 1 Definition 2 1.1 Brownian Motion................................. 2 1.2 Wiener measure.................................. 3 2 Construction 4 2.1 Gaussian process.................................

More information

The Dirichlet s P rinciple. In this lecture we discuss an alternative formulation of the Dirichlet problem for the Laplace equation:

The Dirichlet s P rinciple. In this lecture we discuss an alternative formulation of the Dirichlet problem for the Laplace equation: Oct. 1 The Dirichlet s P rinciple In this lecture we discuss an alternative formulation of the Dirichlet problem for the Laplace equation: 1. Dirichlet s Principle. u = in, u = g on. ( 1 ) If we multiply

More information

08a. Operators on Hilbert spaces. 1. Boundedness, continuity, operator norms

08a. Operators on Hilbert spaces. 1. Boundedness, continuity, operator norms (February 24, 2017) 08a. Operators on Hilbert spaces Paul Garrett garrett@math.umn.edu http://www.math.umn.edu/ garrett/ [This document is http://www.math.umn.edu/ garrett/m/real/notes 2016-17/08a-ops

More information

Contents. 1 Preliminaries 3. Martingales

Contents. 1 Preliminaries 3. Martingales Table of Preface PART I THE FUNDAMENTAL PRINCIPLES page xv 1 Preliminaries 3 2 Martingales 9 2.1 Martingales and examples 9 2.2 Stopping times 12 2.3 The maximum inequality 13 2.4 Doob s inequality 14

More information

ON MATRIX VALUED SQUARE INTEGRABLE POSITIVE DEFINITE FUNCTIONS

ON MATRIX VALUED SQUARE INTEGRABLE POSITIVE DEFINITE FUNCTIONS 1 2 3 ON MATRIX VALUED SQUARE INTERABLE POSITIVE DEFINITE FUNCTIONS HONYU HE Abstract. In this paper, we study matrix valued positive definite functions on a unimodular group. We generalize two important

More information

PERTURBATION THEORY FOR NONLINEAR DIRICHLET PROBLEMS

PERTURBATION THEORY FOR NONLINEAR DIRICHLET PROBLEMS Annales Academiæ Scientiarum Fennicæ Mathematica Volumen 28, 2003, 207 222 PERTURBATION THEORY FOR NONLINEAR DIRICHLET PROBLEMS Fumi-Yuki Maeda and Takayori Ono Hiroshima Institute of Technology, Miyake,

More information

Takao Akahori. z i In this paper, if f is a homogeneous polynomial, the correspondence between the Kodaira-Spencer class and C[z 1,...

Takao Akahori. z i In this paper, if f is a homogeneous polynomial, the correspondence between the Kodaira-Spencer class and C[z 1,... J. Korean Math. Soc. 40 (2003), No. 4, pp. 667 680 HOMOGENEOUS POLYNOMIAL HYPERSURFACE ISOLATED SINGULARITIES Takao Akahori Abstract. The mirror conjecture means originally the deep relation between complex

More information

I teach myself... Hilbert spaces

I teach myself... Hilbert spaces I teach myself... Hilbert spaces by F.J.Sayas, for MATH 806 November 4, 2015 This document will be growing with the semester. Every in red is for you to justify. Even if we start with the basic definition

More information

On Fréchet algebras with the dominating norm property

On Fréchet algebras with the dominating norm property On Fréchet algebras with the dominating norm property Tomasz Ciaś Faculty of Mathematics and Computer Science Adam Mickiewicz University in Poznań Poland Banach Algebras and Applications Oulu, July 3 11,

More information

COUNTEREXAMPLES IN ROTUND AND LOCALLY UNIFORMLY ROTUND NORM

COUNTEREXAMPLES IN ROTUND AND LOCALLY UNIFORMLY ROTUND NORM Journal of Mathematical Analysis ISSN: 2217-3412, URL: http://www.ilirias.com Volume 5 Issue 1(2014), Pages 11-15. COUNTEREXAMPLES IN ROTUND AND LOCALLY UNIFORMLY ROTUND NORM F. HEYDARI, D. BEHMARDI 1

More information

The Dirichlet-to-Neumann operator

The Dirichlet-to-Neumann operator Lecture 8 The Dirichlet-to-Neumann operator The Dirichlet-to-Neumann operator plays an important role in the theory of inverse problems. In fact, from measurements of electrical currents at the surface

More information

EXISTENCE AND REGULARITY RESULTS FOR SOME NONLINEAR PARABOLIC EQUATIONS

EXISTENCE AND REGULARITY RESULTS FOR SOME NONLINEAR PARABOLIC EQUATIONS EXISTECE AD REGULARITY RESULTS FOR SOME OLIEAR PARABOLIC EUATIOS Lucio BOCCARDO 1 Andrea DALL AGLIO 2 Thierry GALLOUËT3 Luigi ORSIA 1 Abstract We prove summability results for the solutions of nonlinear

More information

Inequalities of Babuška-Aziz and Friedrichs-Velte for differential forms

Inequalities of Babuška-Aziz and Friedrichs-Velte for differential forms Inequalities of Babuška-Aziz and Friedrichs-Velte for differential forms Martin Costabel Abstract. For sufficiently smooth bounded plane domains, the equivalence between the inequalities of Babuška Aziz

More information

Cumulants of a convolution and applications to monotone probability theory

Cumulants of a convolution and applications to monotone probability theory Cumulants of a convolution and applications to monotone probability theory arxiv:95.3446v2 [math.pr] 24 May 29 Takahiro Hasebe JSPS Research Fellow (DC), Graduate School of Science, Kyoto University, Kyoto

More information

Regularity of the density for the stochastic heat equation

Regularity of the density for the stochastic heat equation Regularity of the density for the stochastic heat equation Carl Mueller 1 Department of Mathematics University of Rochester Rochester, NY 15627 USA email: cmlr@math.rochester.edu David Nualart 2 Department

More information

Calculus in Gauss Space

Calculus in Gauss Space Calculus in Gauss Space 1. The Gradient Operator The -dimensional Lebesgue space is the measurable space (E (E )) where E =[0 1) or E = R endowed with the Lebesgue measure, and the calculus of functions

More information

1. Geometry of the unit tangent bundle

1. Geometry of the unit tangent bundle 1 1. Geometry of the unit tangent bundle The main reference for this section is [8]. In the following, we consider (M, g) an n-dimensional smooth manifold endowed with a Riemannian metric g. 1.1. Notations

More information

RIEMANNIAN GEOMETRY COMPACT METRIC SPACES. Jean BELLISSARD 1. Collaboration:

RIEMANNIAN GEOMETRY COMPACT METRIC SPACES. Jean BELLISSARD 1. Collaboration: RIEMANNIAN GEOMETRY of COMPACT METRIC SPACES Jean BELLISSARD 1 Georgia Institute of Technology, Atlanta School of Mathematics & School of Physics Collaboration: I. PALMER (Georgia Tech, Atlanta) 1 e-mail:

More information

An Introduction to Malliavin Calculus. Denis Bell University of North Florida

An Introduction to Malliavin Calculus. Denis Bell University of North Florida An Introduction to Malliavin Calculus Denis Bell University of North Florida Motivation - the hypoellipticity problem Definition. A differential operator G is hypoelliptic if, whenever the equation Gu

More information

Weak Formulation of Elliptic BVP s

Weak Formulation of Elliptic BVP s Weak Formulation of Elliptic BVP s There are a large number of problems of physical interest that can be formulated in the abstract setting in which the Lax-Milgram lemma is applied to an equation expressed

More information

QUANTUM STOCHASTIC CALCULUS ON INTERACTING FOCK SPACES: SEMIMARTINGALE ESTIMATES AND STOCHASTIC INTEGRAL. 1. Introduction

QUANTUM STOCHASTIC CALCULUS ON INTERACTING FOCK SPACES: SEMIMARTINGALE ESTIMATES AND STOCHASTIC INTEGRAL. 1. Introduction Communications on Stochastic Analysis Vol., No. 7 3-34 QUANTUM STOCHASTIC CALCULUS ON INTERACTING FOCK SPACES: SEMIMARTINGALE ESTIMATES AND STOCHASTIC INTEGRAL VITONOFRIO CRISMALE Abstract. A quantum stochastic

More information

ON THE CHERN CHARACTER OF A THETA-SUMMABLE FREDHOLM MODULE.

ON THE CHERN CHARACTER OF A THETA-SUMMABLE FREDHOLM MODULE. ON THE CHERN CHARACTER OF A THETA-SUMMABLE FREDHOLM MODULE. Ezra Getzler and András Szenes Department of Mathematics, Harvard University, Cambridge, Mass. 02138 USA In [3], Connes defines the notion of

More information

ON THE UNIQUENESS PROPERTY FOR PRODUCTS OF SYMMETRIC INVARIANT PROBABILITY MEASURES

ON THE UNIQUENESS PROPERTY FOR PRODUCTS OF SYMMETRIC INVARIANT PROBABILITY MEASURES Georgian Mathematical Journal Volume 9 (2002), Number 1, 75 82 ON THE UNIQUENESS PROPERTY FOR PRODUCTS OF SYMMETRIC INVARIANT PROBABILITY MEASURES A. KHARAZISHVILI Abstract. Two symmetric invariant probability

More information

BOOK REVIEW. Review by Denis Bell. University of North Florida

BOOK REVIEW. Review by Denis Bell. University of North Florida BOOK REVIEW By Paul Malliavin, Stochastic Analysis. Springer, New York, 1997, 370 pages, $125.00. Review by Denis Bell University of North Florida This book is an exposition of some important topics in

More information

i=1 α i. Given an m-times continuously

i=1 α i. Given an m-times continuously 1 Fundamentals 1.1 Classification and characteristics Let Ω R d, d N, d 2, be an open set and α = (α 1,, α d ) T N d 0, N 0 := N {0}, a multiindex with α := d i=1 α i. Given an m-times continuously differentiable

More information

Large automorphism groups of 16-dimensional planes are Lie groups

Large automorphism groups of 16-dimensional planes are Lie groups Journal of Lie Theory Volume 8 (1998) 83 93 C 1998 Heldermann Verlag Large automorphism groups of 16-dimensional planes are Lie groups Barbara Priwitzer, Helmut Salzmann Communicated by Karl H. Hofmann

More information

MATH 263: PROBLEM SET 1: BUNDLES, SHEAVES AND HODGE THEORY

MATH 263: PROBLEM SET 1: BUNDLES, SHEAVES AND HODGE THEORY MATH 263: PROBLEM SET 1: BUNDLES, SHEAVES AND HODGE THEORY 0.1. Vector Bundles and Connection 1-forms. Let E X be a complex vector bundle of rank r over a smooth manifold. Recall the following abstract

More information

GENERALIZED COVARIATION FOR BANACH SPACE VALUED PROCESSES, ITÔ FORMULA AND APPLICATIONS

GENERALIZED COVARIATION FOR BANACH SPACE VALUED PROCESSES, ITÔ FORMULA AND APPLICATIONS Di Girolami, C. and Russo, F. Osaka J. Math. 51 (214), 729 783 GENERALIZED COVARIATION FOR BANACH SPACE VALUED PROCESSES, ITÔ FORMULA AND APPLICATIONS CRISTINA DI GIROLAMI and FRANCESCO RUSSO (Received

More information

THE MALLIAVIN CALCULUS FOR SDE WITH JUMPS AND THE PARTIALLY HYPOELLIPTIC PROBLEM

THE MALLIAVIN CALCULUS FOR SDE WITH JUMPS AND THE PARTIALLY HYPOELLIPTIC PROBLEM Takeuchi, A. Osaka J. Math. 39, 53 559 THE MALLIAVIN CALCULUS FOR SDE WITH JUMPS AND THE PARTIALLY HYPOELLIPTIC PROBLEM ATSUSHI TAKEUCHI Received October 11, 1. Introduction It has been studied by many

More information