نتایج جستجو برای: hilbert valued process

تعداد نتایج: 1368875  

2005
Onno van Gaans

Existence of invariant measures for semi-linear stochastic evolution equations in separable real Hilbert spaces is considered, where the noise is generated by Hilbert space valued Lévy processes. It is shown that if the Lévy process has locally bounded second moments, if the semigroup generated by the linear part is hyperbolic, and if the Lipschitz constants of the nonlinearities are sufficient...

Journal: :ALEA-Latin American Journal of Probability and Mathematical Statistics 2021

In this work we introduce a theory of stochastic integration for operator-valued integrands with respect to some classes cylindrical martingale-valued measures in Hilbert spaces. The integral is constructed via the radonification martingales by Hilbert-Schmidt operator theorem and unifies several other theories particular, our covers space valued L\'{e}vy process (which not required satisfy any...

2009
Thilo Meyer-Brandis Frank Proske

We develop a white noise framework for Lévy processes on Hilbert spaces. As the main result of this paper, we then employ these white noise techniques to explicitly represent strong solutions of stochastic differential equations driven by a Hilbert-space-valued Lévy process.

2008
Mihály Kovács Stig Larsson

We introduce the Hilbert space-valued Wiener process and the corresponding stochastic integral of Itô type. This is then used together with semigroup theory to obtain existence and uniqueness of weak solutions of linear and semilinear stochastic evolution problems in Hilbert space. Finally, this abstract theory is applied to the linear heat and wave equations driven by additive noise.

2013
QING HUANG ROSEMARY RENAUT

A rigorous derivation is provided for canonical correlations and partial canonical correlations for certain Hilbert space indexed stochastic processes. The formulation relies on a key congruence mapping between the space spanned by a second order, H-valued, process and a particular Hilbert function space deriving from the process’ covariance operator. The main results are obtained via an applic...

This paper is concerned with the best proximity pair problem in Hilbert spaces. Given two subsets $A$ and $B$ of a Hilbert space $H$ and the set-valued maps $F:A o 2^ B$ and $G:A_0 o 2^{A_0}$, where $A_0={xin A: |x-y|=d(A,B)~~~mbox{for some}~~~ yin B}$, best proximity pair theorems provide sufficient conditions that ensure the existence of an $x_0in A$ such that $$d(G(x_0),F(x_0))=d(A,B).$$

Journal: :journal of linear and topological algebra (jlta) 0
m. s. asgari department of mathematics, islamic azad university, central tehran branch, po. code 13185-768, tehran, iran.

in this paper we develop a natural generalization of schauder basis theory, we term operator-valued basis or simply ov-basis theory, using operator-algebraic methods. we prove several results for ov-basis concerning duality, orthogonality, biorthogonality and minimality. we prove that the operators of a dual ov-basis are continuous. we also de ne the concepts of bessel, hilbert ov-basis and obt...

Journal: :Proceedings of the American Mathematical Society 1983

In this paper we develop a natural generalization of Schauder basis theory, we term operator-valued basis or simply ov-basis theory, using operator-algebraic methods. We prove several results for ov-basis concerning duality, orthogonality, biorthogonality and minimality. We prove that the operators of a dual ov-basis are continuous. We also dene the concepts of Bessel, Hilbert ov-basis and obta...

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