Global ETD Search

91	Mixed Norm Estimates in Dunkl Setting and Chaotic Behaviour of Heat Semigroups Boggarapu, Pradeep January 2014 (has links) (PDF) This thesis is divided into three parts. In the first part we study mixed norm estimates for Riesz transforms associated with various differential operators. First we prove the mixed norm estimates for the Riesz transforms associated with Dunkl harmonic oscillator by means of vector valued inequalities for sequences of operators defined in terms of Laguerre function expansions. In certain cases, the result can be deduced from the corresponding result for Hermite Riesz transforms, for which we give a simple and an independent proof. The mixed norm estimates for Riesz transforms associated with other operators, namely the sub-Laplacian on Heisenberg group, special Hermite operator on C^d and Laplace-Beltrami operator on the group SU(2) are obtained using their L^pestimates and by making use of a lemma of Herz and Riviere along with an idea of Rubio de Francia. Applying these results to functions expanded in terms of spherical harmonics, we deduce certain vector valued inequalities for sequences of operators defined in terms of radial parts of the corresponding operators. In the second part, we study the chaotic behavior of the heat semigroup generated by the Dunkl-Laplacian ∆_κ on weighted L^P-spaces. In the general case, for the chaotic behavior of the Dunkl-heat semigroup on weighted L^p-spaces, we only have partial results, but in the case of the heat semigroup generated by the standard Laplacian, a complete picture of the chaotic behavior is obtained on the spaces L^p ( R^d,〖 (φ_iρ (x ))〗^2 dx) where φ_iρ the Euclidean spherical function is. The behavior is very similar to the case of the Laplace-Beltrami operator on non-compact Riemannian symmetric spaces studied by Pramanik and Sarkar. In the last part, we study mixed norm estimates for the Cesáro means associated with Dunkl-Hermite expansions on〖 R〗^d. These expansions arise when one considers the Dunkl-Hermite operator (or Dunkl harmonic oscillator)〖 H〗_κ:=-Δ_κ+\|x\|^2. It is shown that the desired mixed norm estimates are equivalent to vector-valued inequalities for a sequence of Cesáro means for Laguerre expansions with shifted parameter. In order to obtain the latter, we develop an argument to extend these operators for complex values of the parameters involved and apply a version of Three Lines Lemma. Dunkl Transforms Dunkl Heat Semigroups Differential Operators Riesz Transforms Dunkl-Laplacian Dunkl Harmonic Oscillator Heisenberg Group Heat Semigroups Chaotic Behavior Dunkl-Hermite Expansions Dunkl-Hermite Operators Dunkl Operators Cesaro Means Laguerre Function Expansions Dunkl Heat Semigroup Mathematics
92	Information on a default time : Brownian bridges on a stochastic intervals and enlargement of filtrations / Information sur le temps de défaut : ponts browniens sur des intervalles stochastiques et grossissement de filtrations Bedini, Matteo 12 October 2012 (has links) Dans ce travail de thèse le processus d'information concernant un instant de défaut τ dans un modèle de risque de crédit est décrit par un pont brownien sur l'intervalle stochastique [0, τ]. Un tel processus de pont est caractérisé comme plus adapté dans la modélisation que le modèle classique considérant l'indicatrice I[0,τ]. Après l'étude des formules de Bayes associées, cette approche de modélisation de l'information concernant le temps de défaut est reliée avec d'autres informations sur le marché financier. Ceci est fait à l'aide de la théorie du grossissement de filtration, où la filtration générée par le processus d'information est élargie par la filtration de référence décrivant d'autres informations n'étant pas directement liées avec le défaut. Une attention particulière est consacrée à la classification du temps de défaut par rapport à la filtration minimale mais également à la filtration élargie. Des conditions suffisantes, sous lesquelles τ est totalement inaccessible, sont discutées, mais également un exemple est donné dans lequel τ évite les temps d'arrêt, est totalement inaccessible par rapport à la filtration minimale et prévisible par rapport à la filtration élargie. Enfin, des contrats financiers comme, par exemple, des obligations privée et des crédits default swaps, sont étudiés dans le contexte décrit ci-dessus. / In this PhD thesis the information process concerning a default time τ in a credit risk model is described by a Brownian bridge over the random time interval [0, τ]. Such a bridge process is characterised as to be a more adapted model than the classical one considering the indicator function I[0,τ]. After the study of related Bayes formulas, this approach of modelling information concerning the default time is related with other financial information. This is done with the help of the theory of enlargement of filtration, where the filtration generated by the information process is enlarged with a reference filtration modelling other information not directly associated with the default. A particular attention is paid to the classification of the default time with respect to the minimal filtration but also with respect to the enlarged filtration. Sufficient conditions under which τ is totally inaccessible are discussed, but also an example is given of a τ avoiding the stopping times of the reference filtration, which is totally inaccessible with respect to its own filtration and predictable with respect to the enlarged filtration. Finally, common financial contracts like defaultable bonds and credit default swaps are considered in the above described settings. Formule de Bayes Pont brownien Temps de défaut Temps d'arrêt Temps local Temps d'arrêt prévisible Temps d'arrêt accessible Temps d'arrêt totalement inacessible Mesures de Hausdorff Dimensions de Hausdorff Capacités de Riesz Grossissement de filtration Temps intial Temps honnête Risque de crédit Obligations privées Bayes formula Brownian bridge Default time Stopping time Local time Occupation times formula Predictable stopping time Accessible stoping time Totally inacessible stopping time Hausdorff measures Hausdorff dimensions Riesz capacities Enlargement of filtrations Initial times Honest times Credit-risk Default bonds Credit default swap Spread 519.22
93	Positive-off-diagonal Operators on Ordered Normed Spaces and Maximum Principles for M-Operators / Außerdiagonal-positive Operatoren auf geordneten normierten Räumen und Maximumprinzipien für M-Operatoren Kalauch, Anke 26 January 2007 (has links) (PDF) M-matrices are extensively employed in numerical analysis. These matrices can be generalized by corresponding operators on a partially ordered normed space. We extend results which are well-known for M-matrices to this more general setting. We investigate two different notions of an M-operator, where we focus on two questions: 1. For which types of partially ordered normed spaces do the both notions coincide? This leads to the study of positive-off-diagonal operators. 2. Which conditions on an M-operator ensure that its (positive) inverse satisfies certain maximum principles? We deal with generalizations of the &quot;maximum principle for inverse column entries&quot;. / M-Matrizen werden in der numerischen Mathematik vielfältig angewandt. Eine Verallgemeinerung dieser Matrizen sind entsprechende Operatoren auf halbgeordneten normierten Räumen. Bekannte Aussagen aus der Theorie der M-Matrizen werden auf diese Situation übertragen. Für zwei verschiedene Typen von M-Operatoren werden die folgenden Fragen behandelt: 1. Für welche geordneten normierten Räume sind die beiden Typen gleich? Dies führt zur Untersuchung außerdiagonal-positiver Operatoren. 2. Welche Bedingungen an einen M-Operator sichern, dass seine (positive) Inverse gewissen Maximumprinzipien genügt? Es werden Verallgemeinerungen des &quot;Maximumprinzips für inverse Spalteneinträge&quot; angegeben und untersucht. Banach lattice Cone M-matrix M-operator Partially ordered vector space Positive-off-diagonal operator Riesz decomposition property Außerdiagonal-positiver Operator Banach-Verband Halbgeordneter Vektorraum Kegel M-Matrix M-Operator Rieszsche Zerlegungseigenschaft ddc:510 rvk:SK 600 Halbgeordneter Vektorraum Banach-Verband
94	Studies of the Boundary Behaviour of Functions Related to Partial Differential Equations and Several Complex Variables Persson, Håkan January 2015 (has links) This thesis consists of a comprehensive summary and six scientific papers dealing with the boundary behaviour of functions related to parabolic partial differential equations and several complex variables. Paper I concerns solutions to non-linear parabolic equations of linear growth. The main results include a backward Harnack inequality, and the Hölder continuity up to the boundary of quotients of non-negative solutions vanishing on the lateral boundary of an NTA cylinder. It is also shown that the Riesz measure associated with such solutions has the doubling property. Paper II is concerned with solutions to linear degenerate parabolic equations, where the degeneracy is controlled by a weight in the Muckenhoupt class 1+2/n. Two main results are that non-negative solutions which vanish continuously on the lateral boundary of an NTA cylinder satisfy a backward Harnack inequality and that the quotient of two such functions is Hölder continuous up to the boundary. Another result is that the parabolic measure associated to such equations has the doubling property. In Paper III, it is shown that a bounded pseudoconvex domain whose boundary is α-Hölder for each 0<α<1, is hyperconvex. Global estimates of the exhaustion function are given. In Paper IV, it is shown that on the closure of a domain whose boundary locally is the graph of a continuous function, all plurisubharmonic functions with continuous boundary values can be uniformly approximated by smooth plurisubharmonic functions defined in neighbourhoods of the closure of the domain. Paper V studies Poletsky’s notion of plurisubharmonicity on compact sets. It is shown that a function is plurisubharmonic on a given compact set if, and only if, it can be pointwise approximated by a decreasing sequence of smooth plurisubharmonic functions defined in neighbourhoods of the set. Paper VI introduces the notion of a P-hyperconvex domain. It is shown that in such a domain, both the Dirichlet problem with respect to functions plurisubharmonic on the closure of the domain, and the problem of approximation by smooth plurisubharmoinc functions in neighbourhoods of the closure of the domain have satisfactory answers in terms of plurisubharmonicity on the boundary. uniformly parabolic equations non-linear parabolic equations linear growth Lipschitz domain NTA-domain Riesz measure boundary behavior boundary Harnack degenerate parabolic parabolic measure plurisubharmonic functions continuous boundary hyperconvexity bounded exhaustion function Hölder for all exponents log-lipschitz boundary regularity approximation Mergelyan type approximation plurisubharmonic functions on compacts Jensen measures monotone convergence plurisubharmonic extension plurisubharmonic boundary values
95	Positive-off-diagonal Operators on Ordered Normed Spaces and Maximum Principles for M-Operators Kalauch, Anke 10 July 2006 (has links) M-matrices are extensively employed in numerical analysis. These matrices can be generalized by corresponding operators on a partially ordered normed space. We extend results which are well-known for M-matrices to this more general setting. We investigate two different notions of an M-operator, where we focus on two questions: 1. For which types of partially ordered normed spaces do the both notions coincide? This leads to the study of positive-off-diagonal operators. 2. Which conditions on an M-operator ensure that its (positive) inverse satisfies certain maximum principles? We deal with generalizations of the &quot;maximum principle for inverse column entries&quot;. / M-Matrizen werden in der numerischen Mathematik vielfältig angewandt. Eine Verallgemeinerung dieser Matrizen sind entsprechende Operatoren auf halbgeordneten normierten Räumen. Bekannte Aussagen aus der Theorie der M-Matrizen werden auf diese Situation übertragen. Für zwei verschiedene Typen von M-Operatoren werden die folgenden Fragen behandelt: 1. Für welche geordneten normierten Räume sind die beiden Typen gleich? Dies führt zur Untersuchung außerdiagonal-positiver Operatoren. 2. Welche Bedingungen an einen M-Operator sichern, dass seine (positive) Inverse gewissen Maximumprinzipien genügt? Es werden Verallgemeinerungen des &quot;Maximumprinzips für inverse Spalteneinträge&quot; angegeben und untersucht. info:eu-repo/classification/ddc/510 ddc:510
96	Théorie non linéaire du potentiel et équations quasilinéaires avec données mesures / Nonlinear potential theory and quasilinear equations with measure data Nguyen, Quoc-Hung 25 September 2014 (has links) Cette thèse concerne l’existence et la régularité de solutions d’équations non-linéaires elliptiques, d’équations paraboliques et d’équations de Hesse avec mesures, et les critères de l’existence de solutions grandes d’équations elliptiques et paraboliques non-linéaires. / This thesis is concerned to the existence and regularity of solutions to nonlinear elliptic, parabolic and Hessian equations with measure, and criteria for the existence of large solutions to some nonlinear elliptic and parabolic equations. Équations quasi-linéaire elliptiques Équations quasi-linéaires paraboliques Solutions renormalisée Solutions maximales Solutions grandes Potentiel de Wolff Potentiel de Riesz Potentiel de Bessel Potentiel maximal Noyau de la chaleur Noyau de Bessel parabolique Mesures de Radon Capacités de Lorentz-Bessel Capacités de Bessel Capacités de Hausdorff Lemme de recouvrement de Vitali Espaces de Lorentz Domaines épais uniformes Domaines plats de Reifenberg Estimations de décroissance Estimations de Lorentz-Morrey Estimations capacitaires Équations de milieu poreux Équations de type Riccati Quasilinear elliptic equations Quasilinear parabolic equations Renormalized solutions Maximal solutions Large solutions Wolff potential Riesz potential Bessel Potential Maximal potential Heat kernel Parabolic Bessel kernel Radon measures Lorentz-Bessel capacities Bessel capacities Hausdorff capacities Vitial covering Lemma Lorentz spaces Uniformly thick domain Reifenberg flat domain Decay estimates Lorentz- Morrey estimates Capacitary estimates Porous medium equations Riccati type Equations
97	THÉORIE NON LINÉAIRE DU POTENTIEL ET ÉQUATIONS QUASILINÉAIRES AVEC DONNÉES MESURES Nguyen, Quoc-Hung 25 September 2014 (has links) (PDF) Cette thése concerne l'existence et la régularité de solutions d'équations non-linéaires elliptiques, d'équations paraboliques et d'équations de Hesse avec mesures, et les critéres de l'existence de solutions grandes d'équations elliptiques et paraboliques non-linéaires. \textbf{Liste de publications} \begin{description} \item[1.] Avec M. F. Bidaut-Véron, L. Véron; {\em Quasilinear Lane-Emden equations with absorption and measure data,} Journal des Mathématiques Pures et Appliquées,~{\bf 102}, 315-337 (2014). \item[2] Avec L. Véron; {\em Quasilinear and Hessian type equations with exponential reaction and measure data,} Archive for Rational Mechanics and Analysis, {\bf 214}, 235-267 (2014). \item[3] Avec L. Véron; {\em Wiener criteria for existence of large solutions of quasilinear elliptic equations with absorption,} 17 pages, soumis, arXiv:1308.2956. \item[4] Avec M. F. Bidaut-Véron; {\em Stability properties for quasilinear parabolic equations with measure data,} 29 pages, á apparaître dans Journal of European Mathematical Society, arXiv:1409.1518. \item[5] Avec M. F. Bidaut-Véron; {\em Evolution equations of $p$-Laplace type with absorption or source terms and measure data}, 21 pages, á apparaître dans Communications in Contemporary Mathematics, arXiv:1409.1520. \item[6] {\em Potential estimates and quasilinear parabolic equations with measure data,} 118 pages, arXiv:1405.2587v1. \item[7] Avec L. Véron; {\em Wiener criteria for existence of large solutions of nonlinear parabolic equations with absorption in a non-cylindrical domain,} 29 pages, soumis,\\ arXiv:1406.3850. \item[8] Avec M. F. Bidaut-Véron; {Pointwise estimates and existence of solutions of porous medium and $p$-Laplace evolution equations with absorption and measure data,\em } 27 pages, soumis, arXiv:1407.2218. \end{description}\begin{description} \item[1.] Avec M. F. Bidaut-Véron, L. Véron; {\em Quasilinear Lane-Emden equations with absorption and measure data,} Journal des Mathématiques Pures et Appliquées,~{\bf 102}, 315-337 (2014). \item[2] Avec L. Véron; {\em Quasilinear and Hessian type equations with exponential reaction and measure data,} Archive for Rational Mechanics and Analysis, {\bf 214}, 235-267 (2014). \item[3] Avec L. Véron; {\em Wiener criteria for existence of large solutions of quasilinear elliptic equations with absorption,} 17 pages, soumis, arXiv:1308.2956. \item[4] Avec M. F. Bidaut-Véron; {\em Stability properties for quasilinear parabolic equations with measure data,} 29 pages, á apparaître dans Journal of European Mathematical Society, arXiv:1409.1518. \item[5] Avec M. F. Bidaut-Véron; {\em Evolution equations of $p$-Laplace type with absorption or source terms and measure data}, 21 pages, á apparaître dans Communications in Contemporary Mathematics, arXiv:1409.1520. \item[6] {\em Potential estimates and quasilinear parabolic equations with measure data,} 118 pages, arXiv:1405.2587v1. \item[7] Avec L. Véron; {\em Wiener criteria for existence of large solutions of nonlinear parabolic equations with absorption in a non-cylindrical domain,} 29 pages, soumis,\\ arXiv:1406.3850. \item[8] Avec M. F. Bidaut-Véron; {Pointwise estimates and existence of solutions of porous medium and $p$-Laplace evolution equations with absorption and measure data,\em } 27 pages, soumis, arXiv:1407.2218. \end{description} équations quasi-linéaire elliptiques équations quasi-linéaires paraboliques solutions renormalisée solutions maximales solutions grandes potentiel de Wolff potentiel de Riesz potentiel de Bessel potentiel maximal Noyau de la chaleur noyau de Bessel parabolique Mesures de Radon capacités de Lorentz-Bessel capacités de Bessel capacités de Hausdorff lemme de recouvrement de Vitali espaces de Lorentz domaines épais uniformes domaines plats de Reifenberg estimations de décroissance estimations de Lorentz-Morrey estimations capacitaires équations de milieu poreux équations de type Riccati

Page generated in 0.0542 seconds