Weak Laws of Large Numbers for Negatively Superadditive Dependent Random Vectors in Hilbert Spaces

Let $\{X_{n}, {n}\in \mathbb{N}\}$ be a sequence of negatively superadditive dependent random vectors taking values in a real separable Hilbert space. In this paper, we present the weak laws of large numbers for weighted sums (with or without random indices) of $\{X_{n}, {n}\in \mathbb{N}\}$.

On a second-order functional evolution problem with time and state dependent maximal monotone operators

<p style='text-indent:20px;'>The present paper proposes, in a real separable Hilbert space, to analyze the existence of solutions for a class of perturbed second-order state-dependent maximal monotone operators with a finite delay. The dependence of the operators is -in some sense- absolutely continuous (or bounded continuous) variation in time, and Lipschitz continuous in state. The approach to solve our problem is based on a discretization scheme. The uniqueness result is applied to optimal control.</p>

Remarks Connected with the Weak Limit of Iterates of Some Random-Valued Functions and Iterative Functional Equations

The paper consists of two parts. At first, assuming that (Ω, A, P) is a probability space and (X, ϱ) is a complete and separable metric space with the σ-algebra 𝒝 of all its Borel subsets we consider the set 𝒭c of all 𝒝 ⊗ 𝒜-measurable and contractive in mean functions f : X × Ω → X with finite integral ∫ Ωϱ (f(x, ω), x) P (dω) for x ∈ X, the weak limit π f of the sequence of iterates of f ∈ 𝒭c, and investigate continuity-like property of the function f ↦ πf, f ∈ 𝒭c, and Lipschitz solutions φ that take values in a separable Banach space of the equation\varphi \left( x \right) = \int_\Omega {\varphi \left( {f\left( {x,\omega } \right)} \right)P\left( {d\omega } \right)} + F\left( x \right).Next, assuming that X is a real separable Hilbert space, Λ: X → X is linear and continuous with ||Λ || < 1, and µ is a probability Borel measure on X with finite first moment we examine continuous at zero solutions φ : X → 𝔺 of the equation\varphi \left( x \right) = \mathord{\buildrel{\lower3pt\hbox{$\scriptscriptstyle\frown$}}\over \mu } \left( x \right)\varphi \left( {\Lambda x} \right)which characterizes the limit distribution π f for some special f ∈ 𝒭c.

Dirichlet Problem for Poisson Equation on the Rectangle in Infinite Dimensional Hilbert Space

We study the class of finite additive shift invariant measures on the real separable Hilbert space E. For any choice of such a measure we consider the Hilbert space ℋ of complex-valued functions which are square-integrable with respect to this measure. Some analogs of Sobolev spaces of functions on the space E are introduced. The analogue of Gauss theorem is obtained for the simplest domains such as the rectangle in the space E. The correctness of the problem for Poisson equation in the rectangle with homogeneous Dirichlet condition is obtained and the variational approach of the solving of this problem is constructed.

Eigencurves for linear elliptic equations

This paper provides results forvariational eigencurvesassociated with self-adjoint linear elliptic boundary value problems. The elliptic problems are treated as a general two-parameter eigenproblem for a triple (a,b,m) of continuous symmetric bilinear forms on a real separable Hilbert spaceV.Geometric characterizationsof eigencurves associated with (a,b,m) are obtained and are based on their variational characterizations described here. Continuity, differentiability, as well as asymptotic, results for these eigencurves are proved. Finally, two-parameter Robin–Steklov eigenproblems are treated to illustrate the theory.

Ergodic control of infinite-dimensional stochastic differential equations with degenerate noise

This paper is devoted to the study of the asymptotic behaviour of the value functions of both finite and infinite horizon stochastic control problems and to the investigation of their relationship with suitable stochastic ergodic control problems. Our methodology is based only on probabilistic techniques, as, for instance, the so-called randomisation of the control method, thus avoiding completely analytical tools from the theory of viscosity solutions. We are then able to treat with the case where the state process takes values in a general (possibly infinite-dimensional) real separable Hilbert space, and the diffusion coefficient is allowed to be degenerate.

Complete Controllability of Fractional Impulsive Multivalued Stochastic Partial Integrodifferential Equations with State-Dependent Delay

In this article, we consider a class of fractional impulsive multivalued stochastic partial integrodifferential equations with state-dependent delay in a real separable Hilbert space. Sufficient conditions for the complete controllability of impulsive fractional stochastic evolution systems are established by means of the fixed-point theorem for discontinuous multivalued operators due to Dhage and properties of the $\alpha$-resolvent operator combined with approximation techniques. Two examples are also given to illustrate the obtained theorem.

Controllability for neutral stochastic functional integrodifferential equations with infinite delay

In this work, we study the controllability for a class of nonlinear neutral stochastic functional integrodifferential equations with infinite delay in a real separable Hilbert space. Sufficient conditions for the controllability are established by using Nussbaum fixed point theorem combined with theories of resolvent operators. As an application, an example is provided to illustrate the obtained result.

Time inhomogeneous generalized Mehler semigroups and skew convolution equations

A time inhomogeneous generalized Mehler semigroup on a real separable Hilbert space ℍ is defined through

Abstract Functional Stochastic Evolution Equations Driven by Fractional Brownian Motion

We investigate a class of abstract functional stochastic evolution equations driven by a fractional Brownian motion in a real separable Hilbert space. Global existence results concerning mild solutions are formulated under various growth and compactness conditions. Continuous dependence estimates and convergence results are also established. Analysis of three stochastic partial differential equations, including a second-order stochastic evolution equation arising in the modeling of wave phenomena and a nonlinear diffusion equation, is provided to illustrate the applicability of the general theory.