Stochastic Fubini Theorem for Semimartingales in Hilbert Space

1990 ◽  
Vol 42 (5) ◽  
pp. 890-901 ◽  
Author(s):  
Jorge A. León

In this paper we will study the Fubini theorem for stochastic integrals with respect to semimartingales in Hilbert space.Let (Ω, , P) he a probability space, (X, , μ) a measure space, H and G two Hilbert spaces, L(H, G) the space of bounded linear operators from H into G, Z an H-valued semimartingale relative to a given filtration, and φ: X × R+ × Ω → L(H, G) a function such that for each t ∈ R+ the iterated integrals are well-defined (the integrals with respect to μ are Bochner integrals). It is often necessary to have sufficient conditions for the process Y1 to be a version of the process Y2 (e.g. [1], proof of Theorem 2.11).

1982 ◽  
Vol 23 (1) ◽  
pp. 91-95 ◽  
Author(s):  
Ernst Albrecht

Let H be a complex Hilbert space and denote by B(H) the Banach algebra of all bounded linear operators on H. In [5; 6] J. Ph. Labrousse proved that every operator S∈B(H) which is spectral in the sense of N. Dunford (see [3]) is similar to a T∈B(H) with the following propertyConversely, he showed that given an operator S∈B(H) such that its essential spectrum (in the sense of [5; 6]) consists of at most one point and such that S is similar to a T∈B(H) with the property (1), then S is a spectral operator. This led him to the conjecture that an operator S∈B(H) is spectral if and only if it is similar to a T∈B(H) with property (1). The purpose of this note is to prove this conjecture in the case of operators which are decomposable in the sense of C. Foias (see [2]).


1987 ◽  
Vol 39 (4) ◽  
pp. 880-892 ◽  
Author(s):  
Hari Bercovici

Kaplansky proposed in [7] three problems with which to test the adequacy of a proposed structure theory of infinite abelian groups. These problems can be rephrased as test problems for a structure theory of operators on Hilbert space. Thus, R. Kadison and I. Singer answered in [6] these test problems for the unitary equivalence of operators. We propose here a study of these problems for quasisimilarity of operators on Hilbert space. We recall first that two (bounded, linear) operators T and T′ acting on the Hilbert spaces and , are said to be quasisimilar if there exist bounded operators and with densely defined inverses, satisfying the relations T′X = XT and TY = YT′. The fact that T and T′ are quasisimilar is indicated by T ∼ T′. The problems mentioned above can now be formulated as follows.


1988 ◽  
Vol 31 (1) ◽  
pp. 127-144 ◽  
Author(s):  
B. P. Rynne

Let n≧1 be an integer and suppose that for each i= 1,…,n, we have a Hilbert space Hi and a set of bounded linear operators Ti, Vij:Hi→Hi, j=1,…,n. We define the system of operatorswhere λ=(λ1,…,λn)∈ℂn. Coupled systems of the form (1.1) are called multiparameter systems and the spectral theory of such systems has been studied in many recent papers. Most of the literature on multiparameter theory deals with the case where the operators Ti and Vij are self-adjoint (see [14]). The non self-adjoint case, which has received relatively little attention, is discussed in [12] and [13].


1979 ◽  
Vol 22 (3) ◽  
pp. 277-290 ◽  
Author(s):  
Garret J. Etgen ◽  
Roger T. Lewis

Let ℋ be a Hilbert space, let ℬ = (ℋ, ℋ) be the B*-algebra of bounded linear operators from ℋ to ℋ with the uniform operator topology, and let ℒ be the subset of ℬ consisting of the self-adjoint operators. This article is concerned with the second order self-adjoint differential equation


1976 ◽  
Vol 17 (2) ◽  
pp. 158-160
Author(s):  
Guyan Robertson

In what follows, B(H) will denote the C*-algebra of all bounded linear operators on a Hilbert space H. Suppose we are given a C*-subalgebra A of B(H), which we shall suppose contains the identity operator 1. We are concerned with the existence of states f of B(H) which satisfy the following trace-like relation relative to A:Our first result shows the existence of states f satisfying (*), when A is the C*-algebra C*(x) generated by a normaloid operator × and the identity. This allows us to give simple proofs of some well-known results in operator theory. Recall that an operator × is normaloid if its operator norm equals its spectral radius.


1988 ◽  
Vol 31 (1) ◽  
pp. 99-105 ◽  
Author(s):  
Lucas Jódar

Let L(H) be the algebra of all bounded linear operators on a separable complex Hubert space H. In a recent paper [7], explicit expressions for solutions of a boundary value problem in the Hubert space H, of the typeare given in terms of solutions of an algebraic operator equation


1982 ◽  
Vol 34 (4) ◽  
pp. 883-887 ◽  
Author(s):  
A. R. Lubin

1. An n-tuple S = (S1, …, Sn) of commuting bounded linear operators on a Hilbert space H is said to have commuting normal extension if and only if there exists an n-tuple N = (N1, …, Nn) of commuting normal operators on some larger Hilbert space K ⊃ H with the restrictions Ni|H = Si, i = 1, …, n. If we takethe minimal reducing subspace of N containing H, then N is unique up to unitary equivalence and is called the c.n.e. of S. (Here J denotes the multi-index (j1, …, jn) of nonnegative integers and N*J = N1*jl … Nn*jn and we emphasize that c.n.e. denotes minimal commuting normal extension.) If n = 1, then S1 = S is called subnormal and N1 = N its minimal normal extension (m.n.e.).


2021 ◽  
Vol 54 (1) ◽  
pp. 318-325
Author(s):  
Nadia Mesbah ◽  
Hadia Messaoudene ◽  
Asma Alharbi

Abstract Let ℋ {\mathcal{ {\mathcal H} }} be a complex Hilbert space and ℬ ( ℋ ) {\mathcal{ {\mathcal B} }}\left({\mathcal{ {\mathcal H} }}) denotes the algebra of all bounded linear operators acting on ℋ {\mathcal{ {\mathcal H} }} . In this paper, we present some new pairs of generalized finite operators. More precisely, new pairs of operators ( A , B ) ∈ ℬ ( ℋ ) × ℬ ( ℋ ) \left(A,B)\in {\mathcal{ {\mathcal B} }}\left({\mathcal{ {\mathcal H} }})\times {\mathcal{ {\mathcal B} }}\left({\mathcal{ {\mathcal H} }}) satisfying: ∥ A X − X B − I ∥ ≥ 1 , for all X ∈ ℬ ( ℋ ) . \parallel AX-XB-I\parallel \ge 1,\hspace{1.0em}\hspace{0.1em}\text{for all}\hspace{0.1em}\hspace{0.33em}X\in {\mathcal{ {\mathcal B} }}\left({\mathcal{ {\mathcal H} }}). An example under which the class of such operators is not invariant under similarity orbit is given. Range kernel orthogonality of generalized derivation is also studied.


1987 ◽  
Vol 29 (2) ◽  
pp. 245-248 ◽  
Author(s):  
Fuad Kittaneh

Let H denote a separable, infinite dimensional Hilbert space. Let B(H), C2 and C1 denote the algebra of all bounded linear operators acting on H, the Hilbert–Schmidt class and the trace class in B(H) respectively. It is well known that C2 and C1 each form a two-sided-ideal in B(H) and C2 is itself a Hilbert space with the inner productwhere {ei} is any orthonormal basis of H and tr(.) is the natural trace on C1. The Hilbert–Schmidt norm of X ∈ C2 is given by ⅡXⅡ2=(X, X)½.


2017 ◽  
Vol 32 ◽  
pp. 172-183 ◽  
Author(s):  
Mehdi Vosough ◽  
Mohammad Sal Moslehian

In this paper, some necessary and sufficient conditions are established for the existence of solutions to the system of operator equations $BXA=B=AXB$ in the setting of bounded linear operators on a Hilbert space, where the unknown operator $X$ is called the inverse of $A$ along $B$. After that, under some mild conditions, it is proved that an operator $X$ is a solution of $BXA=B=AXB$ if and only if $B \stackrel{*}{ \leq} AXA$, where the $*$-order $C\stackrel{*}{ \leq} D$ means $CC^*=DC^*, C^*C=C^*D$. Moreover, the general solution of the equation above is obtained. Finally, some characterizations of $C \stackrel{*}{ \leq} D$ via other operator equations, are presented.


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