Functional inequalities for nonlocal Dirichlet forms with finite range jumps or large jumps
نویسندگان
چکیده
منابع مشابه
Stochastic functional population dynamics with jumps
In this paper we use a class of stochastic functional Kolmogorov-type model with jumps to describe the evolutions of population dynamics. By constructing a special Lyapunov function, we show that the stochastic functional differential equation associated with our model admits a unique global solution in the positive orthant, and, by the exponential martingale inequality with jumps, we dis...
متن کاملWeak Dirichlet processes with jumps
This paper develops systematically the stochastic calculus via regularization in the case of jump processes. In particular one continues the analysis of real-valued càdlàg weak Dirichlet processes with respect to a given filtration. Such a process is the sum of a local martingale and an adapted process A such that [N,A] = 0, for any continuous local martingale N . Given a function u : [0, T ]× ...
متن کاملFor Linear Systems with Finite Jumps
The paper considers the mixed 2 H / ∞ H problem for linear systems with jumps. There are two main results proved in the paper. The first one provides an evaluation of the norm induced by the inputs of exponentially stable systems with jumps. This evaluation is useful in design problems when a stabilising controller minimising the induced mixed ∞ H H / 2 norm is required. The second result gives...
متن کاملstochastic functional population dynamics with jumps
in this paper we use a class of stochastic functional kolmogorov-type model with jumps to describe the evolutions of population dynamics. by constructing a special lyapunov function, we show that the stochastic functional differential equation associated with our model admits a unique global solution in the positive orthant, and, by the exponential martingale inequality with jumps, we dis...
متن کاملSupplement to " Testing Whether Jumps Have Finite or Infinite Activity
When ≥ 2 these processes are finite-valued, but not necessarily so when 2. In this case we have to be careful: if = inf( : () =∞) and 0 = inf( : 0() = ∞) then both processes () and 0() are null at 0 and finite-valued on [0 ) and [0 0) respectively, the first continuous and the second one càdlàg with jumps not bigger than 1, and they are infinite on (∞) and (0∞). H...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2014
ISSN: 0304-4149
DOI: 10.1016/j.spa.2013.07.001