For a reasonable class of weak Poincaré inequalities, the decay of the corresponding Markov semigroups obtained earlier by Rockner and the first named author is improved by removing an extra L^2-norm. Next, a con...For a reasonable class of weak Poincaré inequalities, the decay of the corresponding Markov semigroups obtained earlier by Rockner and the first named author is improved by removing an extra L^2-norm. Next, a concentration estimate of the reference measure is presented for the weak Poincaré inequality, which is sharp as illustrated by some examples of one-dimensional diffusion processes.展开更多
In this paper, we introduce the concept of operator-valued quadratic form based on Hilbert W＊-module l2 A, and give a one to one correspondence between the set of positive self-adjoint regular module operators on l2 ...In this paper, we introduce the concept of operator-valued quadratic form based on Hilbert W＊-module l2 A, and give a one to one correspondence between the set of positive self-adjoint regular module operators on l2 A and the set of regular quadratic forms, where A is a finite and a-finite von Neumann algebra. Furthermore, we obtain that a strict continuous symmetric regular module operator semigroup （Tt）t∈R＋ C L（l2 A） is Markovian if and only if the associated A-valued quadratic form is a Dirichlet form, where L（l2 A） is the yon Neumann algebra of all adjointable module maps on l2 A.展开更多
In this paper, we study the supercontractivity for Maxkov semigroups and obtain some sufficient and necessary conditions; especially explicit formulae are obtained for birth-death process and diffusion on the line. Su...In this paper, we study the supercontractivity for Maxkov semigroups and obtain some sufficient and necessary conditions; especially explicit formulae are obtained for birth-death process and diffusion on the line. Sufficient conditions and necessary conditions in terms of isoperimetric inequalities are also presented. Moreover, we prove that the supercontractivity is equivalent to the compact embedding of Sobolev space into an Orlicz space.展开更多
For 1 〈 p ≤2, an L^p-gradient estimate for a symmetric Markov semigroup is derived in a general framework, i.e. ‖Γ^/2（Ttf）‖p≤Cp/√t‖p, where F is a carre du champ operator. As a simple application we prove th...For 1 〈 p ≤2, an L^p-gradient estimate for a symmetric Markov semigroup is derived in a general framework, i.e. ‖Γ^/2（Ttf）‖p≤Cp/√t‖p, where F is a carre du champ operator. As a simple application we prove that F1/2（（I- L） ^-α） is a bounded operator from L^p to L^v provided that 1 〈 p 〈 2 and 1/2〈α〈1. For any 1 〈 p 〈 2, q 〉 2 and 1/2 〈α 〈 1, there exist two positive constants cq,α,Cp,α such that ‖Df‖p≤ Cp,α‖（I - L）^αf‖p,Cq,α（I-L）^（1-α）‖Df‖q＋‖f‖q, where D is the Malliavin gradient （[2]） and L the Ornstein-Uhlenbeck operator.展开更多
We characterize A-linear symmetric and contraction module operator semigroup{Tt}t∈R+L(l2(A)),where A is a finite-dimensional C-algebra,and L(l2(A))is the C-algebra of all adjointable module maps on l2(A).Next,we intr...We characterize A-linear symmetric and contraction module operator semigroup{Tt}t∈R+L(l2(A)),where A is a finite-dimensional C-algebra,and L(l2(A))is the C-algebra of all adjointable module maps on l2(A).Next,we introduce the concept of operator-valued quadratic forms,and give a one to one correspondence between the set of non-positive definite self-adjoint regular module operators on l2(A)and the set of non-negative densely defined A-valued quadratic forms.In the end,we obtain that a real and strongly continuous symmetric semigroup{Tt}t∈R+L(l2(A))being Markovian if and only if the associated closed densely defined A-valued quadratic form is a Dirichlet form.展开更多
In this article, we consider a stochastic SIR model and show that the distributions of the solutions of the system are absolutely continuous. Furthermore, we analyze long-time behaviour of densities of the distributio...In this article, we consider a stochastic SIR model and show that the distributions of the solutions of the system are absolutely continuous. Furthermore, we analyze long-time behaviour of densities of the distributions of the solution. We prove that the densities can converge in L1 to an invariant density.展开更多
基金Research supported in part by NNSFC(10121101,10025105),TRAPOYTthe 973-Project
文摘For a reasonable class of weak Poincaré inequalities, the decay of the corresponding Markov semigroups obtained earlier by Rockner and the first named author is improved by removing an extra L^2-norm. Next, a concentration estimate of the reference measure is presented for the weak Poincaré inequality, which is sharp as illustrated by some examples of one-dimensional diffusion processes.
基金supported by the Fundamental Research Funds for the Central Universitiesthe Research Funds of Renmin University of China(Grant No.10XNJ033,"Study of Dirichlet forms and quantum Markov semigroups based on Hilbert C-modules")
文摘In this paper, we introduce the concept of operator-valued quadratic form based on Hilbert W＊-module l2 A, and give a one to one correspondence between the set of positive self-adjoint regular module operators on l2 A and the set of regular quadratic forms, where A is a finite and a-finite von Neumann algebra. Furthermore, we obtain that a strict continuous symmetric regular module operator semigroup （Tt）t∈R＋ C L（l2 A） is Markovian if and only if the associated A-valued quadratic form is a Dirichlet form, where L（l2 A） is the yon Neumann algebra of all adjointable module maps on l2 A.
基金Research supported in part by RFDP(No 20010027007)973 ProjectNSFC(No 10121101,No 10025105 and No 10301007)
文摘In this paper, we study the supercontractivity for Maxkov semigroups and obtain some sufficient and necessary conditions; especially explicit formulae are obtained for birth-death process and diffusion on the line. Sufficient conditions and necessary conditions in terms of isoperimetric inequalities are also presented. Moreover, we prove that the supercontractivity is equivalent to the compact embedding of Sobolev space into an Orlicz space.
文摘For 1 〈 p ≤2, an L^p-gradient estimate for a symmetric Markov semigroup is derived in a general framework, i.e. ‖Γ^/2（Ttf）‖p≤Cp/√t‖p, where F is a carre du champ operator. As a simple application we prove that F1/2（（I- L） ^-α） is a bounded operator from L^p to L^v provided that 1 〈 p 〈 2 and 1/2〈α〈1. For any 1 〈 p 〈 2, q 〉 2 and 1/2 〈α 〈 1, there exist two positive constants cq,α,Cp,α such that ‖Df‖p≤ Cp,α‖（I - L）^αf‖p,Cq,α（I-L）^（1-α）‖Df‖q＋‖f‖q, where D is the Malliavin gradient （[2]） and L the Ornstein-Uhlenbeck operator.
基金supported by the Fundamental Research Funds for the Central Universitiesthe Research Funds of Remin University of China(Grant No.10XNJ033)
文摘We characterize A-linear symmetric and contraction module operator semigroup{Tt}t∈R+L(l2(A)),where A is a finite-dimensional C-algebra,and L(l2(A))is the C-algebra of all adjointable module maps on l2(A).Next,we introduce the concept of operator-valued quadratic forms,and give a one to one correspondence between the set of non-positive definite self-adjoint regular module operators on l2(A)and the set of non-negative densely defined A-valued quadratic forms.In the end,we obtain that a real and strongly continuous symmetric semigroup{Tt}t∈R+L(l2(A))being Markovian if and only if the associated closed densely defined A-valued quadratic form is a Dirichlet form.
基金supported by Program for Changjiang Scholars and Innovative Research Team in University,NSFC of China(11371085 and 11201008)the Ph.D.Programs Foundation of Ministry of China(200918)
文摘In this article, we consider a stochastic SIR model and show that the distributions of the solutions of the system are absolutely continuous. Furthermore, we analyze long-time behaviour of densities of the distributions of the solution. We prove that the densities can converge in L1 to an invariant density.
