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Existence of a solution to an infinite dimensional Stratonovich SDE

Let $U,H$ be separable $\mathbb R$-Hilbert spaces $Q\in\mathfrak L(U)$ be nonnegative and self-adjoint with finite trace $U_0:=Q^{1/2}U$ $(\Omega,\mathcal A,(\mathcal F_t)_{t\ge 0},\operatorname P)$ ...
0xbadf00d's user avatar
  • 167
2 votes
0 answers
73 views

Alberti rank-one theorem and irregular jump discontinuities

Is it fair to say that Alberti rank one theorem means that a BV functions $u \in BV(\mathbb{R}^2)$ has $Du = D^{cantor}u$ if and only if it has a jump discontinuity across a curve that is not smooth (...
Riku's user avatar
  • 839
2 votes
1 answer
301 views

Density of continuous functions to interior in set of all continuous functions

Let $M$ be an $m$-dimensional manifold and $N$ be an $n$-dimensional manifold with boundary. Suppose also that the topology on $N$ can be described by a metric. Thus, the set $C(M,N)$ can be endowed ...
ABIM's user avatar
  • 5,405
2 votes
1 answer
393 views

Peter-Weyl theorem (compact quantum groups)

I'm reading the paper Notes on compact quantum groups. In this paper, the following theorem is proven: Question: Why is the marked equality true?
user avatar
2 votes
1 answer
586 views

Inverse Problem for Pullback

Let $M$ and $N$ be smooth manifolds and $T: M \to N$ be a smooth map. Let $ \mathcal{F}(M,\mathbb{R})$ (resp.$ \mathcal{F}(N,\mathbb{R})$) denote the space of smooth functions from $M$ (resp. $N$) ...
compmath's user avatar
2 votes
2 answers
336 views

Metrization of a topological vector space

Let $C(\mathbb R^d)$ be the space of continuous functions on $\mathbb R^d$, and $C_{lip}(\mathbb R^d)\subset C(\mathbb R^d)$ be the subspace of Lipschitz functions. We endow $C_{lip}(\mathbb R^d)$ ...
user avatar
2 votes
2 answers
485 views

Dual space of the completion of the space of Lipschitz functions

This question is a continuation of this post : Metrization of a topological vector space Let $C_{lip}(\mathbb R^d)$ be the space of Lipschitz functions on $\mathbb R^d$. We endow $C_{lip}(\mathbb R^...
user avatar
2 votes
1 answer
997 views

Derivative and Jacobian determinant of solution of ODE [closed]

Let $\Phi$ be the unique solution of $$\begin{cases} \frac{d}{dt}\Phi(x,t) = f(\Phi(x,t),t) \quad t >0 \\ \Phi(x,0) = x \quad x \in \mathbb{R}^N \end{cases}$$ where we have assumed $f$ smooth. ...
user avatar
1 vote
2 answers
535 views

Non-closed range space of Laplace operators?

Set $ -\Delta: H^2(\mathbb{R}^3) \subseteq L^2(\mathbb{R}^3) \to L^2(\mathbb{R}^3) $. Then $ \mathcal{R}(-\Delta) $ is non-closed? Sorry if this question is trivial. I am not familiar with theory of ...
Yidong Luo's user avatar
1 vote
1 answer
148 views

How can we calculate the generalized gradient of $L^2\ni x\mapsto a\min(x(s),by(t))$?

Let $(T,\mathcal T,\tau)$ be a measure space, $a,b\ge0$, $s,t\in T$ and $$f(x):=a\min(x(s),bx(t))\;\;\;\text{for }x\in L^2(\tau).$$ How can we calculate the generalized gradient $\partial_Cf(x)$ of ...
0xbadf00d's user avatar
  • 167
1 vote
3 answers
345 views

Under what general conditions is the set $S := \left\{\int_{X}v(x)\pi(x)\,\mathrm{d}P(x) \mid \pi: X \to A\right\}$ closed?

Let $X$ be a compact subset of $\mathbb R^n$ and let $A$ be a compact subset of $\mathbb R^k$. Let $P$ be a probability distribution on $X$ and $v$ be a $P$-measurable function from $X$ to $\mathbb R^{...
dohmatob's user avatar
  • 6,853
1 vote
1 answer
654 views

Properties of the trace term in the Itō formula

Let's consider the SDE $${\rm d}X_t=u_t(X_t){\rm d}t+\xi_t(X_t){\rm d}W_t\;\;\;\text{for all }t\ge 0\tag 1$$ where $U,H$ are separable $\mathbb R$-Hilbert spaces $Q\in\mathfrak L(U)$ is nonnegative ...
0xbadf00d's user avatar
  • 167
1 vote
1 answer
247 views

Elliptic interface problem without conditions on the interface

Consider an open domain $U$ split in two non-overlapping subdomains: $U = U_1 \cup U_2$. For a model case, consider a ball split in a smaller ball and an anulus. Consider the following elliptic ...
user avatar
1 vote
1 answer
263 views

Does global boundedness ruin Stone-Weierstrass denseness?

Let $X$ be any topological space and denote by $\tau_X$ the topology on $C_b(X;\mathbb{R})$ that is induced by the family of seminorms $(\|\cdot\|_\psi\mid\psi\in B_0(X))$ with $\|f\|_\psi:=\sup_{x\in ...
fsp-b's user avatar
  • 463
1 vote
1 answer
154 views

BV function with absolutely continuous divergence

Let $f:\Omega \subset \mathbb{R}^N \to \mathbb{R}^N$ be a vector field such that $f \in BV(\Omega)$. Suppose that $\mathrm{div} f$ is absolutely continuous with respect to the Lebesgue measure and ...
Riku's user avatar
  • 839
1 vote
2 answers
234 views

Find $\inf_{P_{X_1,X_2}}P_{X_1,X_2}(\|X_1-X_2\| > 2\alpha)$ , where $\alpha > 0$ and inf is over couplings

Let $\mathcal X$ be a seperable Banach space with norm $\|\cdot\|$, and let $X_1$ and $X_2$ be random vectors on $\mathcal X$ with finite means. Question. Given $\alpha > 0$, what is value of, ...
dohmatob's user avatar
  • 6,853
1 vote
0 answers
75 views

Derivation of the vortex filament equation from Euler equation

How can the vortex filament equation $$\partial_t \chi = \partial_s \chi \wedge \partial_{ss} \chi,$$ where $\chi(t,s)$ is a curve in $\mathbb R^3$, be derived from the Euler equation $$\partial_t \...
Kei's user avatar
  • 277
0 votes
2 answers
494 views

Semifinite measure and spectral theorem

Let $H$ be a complex Hilbert space (not necessary separable). Spectral Theorem: Let $A_1$ and $A_2$ be two commuting normal operators, then there exists a measure space $(X,\mathcal{E},\mu)$, two ...
Student's user avatar
  • 1,154
0 votes
2 answers
1k views

Question on Hartogs's Extension Theorem

Does Hartogs's extension theorem hold if one replaces the word holomorphic by analytic (of course still in several variables)? For Hartogs's Extension Theorem see here: http://en.wikipedia.org/wiki/...
bernard's user avatar
  • 53
0 votes
2 answers
403 views

Application of uniform boundedness principle

$\DeclareMathOperator\Lip{Lip}$Let $\Lip_0(\mathbb R^d)$ be the space of Lipschitz functions $f:\mathbb R^d\to\mathbb R$ vanishing at zero, i.e., $f(0)=0$, and equipped with the norm $\|f\|:=\|\nabla ...
user avatar
0 votes
2 answers
125 views

Is there a modification of $f$ on a null set such that $F: [0, T] \to L^p ({\mathbb R}^d), t \mapsto f(t,\cdot)$ is Bochner measurable?

Let $T>0$ and $p \in [1, \infty)$. Let $f \in L^p ([0, T] \times {\mathbb R}^d)$. By a theorem in this thread, there is a Lebesgue null subset $N$ of $[0, T]$ such that $f(t, \cdot)$ is Lebesgue ...
Akira's user avatar
  • 835
94 votes
1 answer
11k views

The mathematical theory of Feynman integrals

It is well known that Feynman integrals are one of the tools that physicists have and mathematicians haven't, sadly. Arguably, they are the most important such tool. Briefly, the question I'd like to ...
algori's user avatar
  • 23.5k
71 votes
2 answers
6k views

Barrelled, bornological, ultrabornological, semi-reflexive, ... how are these used?

I'm not a functional analyst (though I like to pretend that I am from time to time) but I use it and I think it's a great subject. But whenever I read about locally convex topological vector spaces, ...
Andrew Stacey's user avatar
65 votes
9 answers
12k views

Polish spaces in probability

Probabilists often work with Polish spaces, though it is not always very clear where this assumption is needed. Question: What can go wrong when doing probability on non-Polish spaces?
Thanh's user avatar
  • 651
59 votes
9 answers
10k views

Motivation for and history of pseudo-differential operators

Suppose you start from partial differential equations and functional analysis (on $\mathbb R^n$ and on real manifolds). Which prominent example problems lead you to work with pseudo-differential ...
shuhalo's user avatar
  • 5,327
45 votes
7 answers
16k views

What is an intuitive view of adjoints? (version 2: functional analysis)

After realising that I don't have an intuitive understanding of adjoint functors, I then realised that I don't have an intuitive understanding of adjoint linear transformations! Again, I can use 'em, ...
Andrew Stacey's user avatar
37 votes
2 answers
2k views

Moving one family of commuting self-adjoint operators to another without losing commutativity on the way

This is actually not a question of mine, so I'll be short on motivation and say nothing beyond that if this were true, a few fancy harmonic analysis techniques that a colleague of mine used in proving ...
fedja's user avatar
  • 61.9k
34 votes
2 answers
3k views

Can we recover a von Neumann algebra from its predual?

By definition, a von Neumann algebra is a C*‑algebra A that admits a predual, i.e., a Banach space Z such that Z* is isomorphic to the underlying Banach space of A. (We require that isomorphisms in ...
Dmitri Pavlov's user avatar
33 votes
1 answer
2k views

For which maps $S^1\to S^1$ is the winding number defined?

There are two classes of maps $S^1\to S^1$ for which I know how to define the winding number: • Continuous maps: Using the unique path lifting property of the universal covering map $\mathbb R\to S^...
André Henriques's user avatar
33 votes
1 answer
2k views

Stone-Weierstrass theorem for holomorphic functions?

The Stone-Weierstrass theorem has an analog for the algebras of smooth functions, called Naсhbin's theorem: An involutive subalgebra $A$ in the algebra ${\mathcal C}^\infty(M)$ of smooth ...
Sergei Akbarov's user avatar
31 votes
1 answer
2k views

Topology on space of hyperfunctions

This is a reference request, coming from someone with little knowledge of hyperfunctions: Which methods have been used to endow the space of hyperfunctions $\mathcal B(\mathbb R)$ with something like ...
Peter Scholze's user avatar
31 votes
3 answers
5k views

When is an integral transform trace class?

Given a measure space $(X, \mu)$ and a measurable integral kernel $k : X \times X \rightarrow \mathbb{C}$, the operator $$ K f(\xi) =\int_{X} f(x) k(x,\xi) d \mu(x),$$ the operator $K$ is Hilbert ...
Marc Palm's user avatar
  • 11.2k
30 votes
3 answers
3k views

Surjectivity of operators on $\ell^\infty$

Can anyone give me an example of an bounded and linear operator $T:\ell^\infty\to \ell^\infty$ (the space of bounded sequences with the usual sup-norm), such that T has dense range, but is not ...
Amir's user avatar
  • 301
29 votes
6 answers
9k views

Nonseparable Hilbert spaces

Being nonseparable Banach space is in fact nothing special: one meets the first examples in the standard functional analysis course, when one learns about $\ell^p$ or $L^p[0,1]$ spaces-these spaces ...
truebaran's user avatar
  • 9,330
29 votes
1 answer
4k views

Furstenberg's Conjecture on 2-3-invariant continuous probability measures on the circle

Hillel Furstenberg conjectured that the only $2$-$3$-invariant probability measure on the circle without atoms is the Lebesgue measure. More precisely: Question: (Furstenberg) Let $\mu$ be a ...
Andreas Thom's user avatar
  • 25.5k
28 votes
2 answers
1k views

Can an operator have Exp(z) as its characteristic "polynomial"?

Let $\mathcal{H}$ be a Hilbert space, and let $T: \mathcal{H} \rightarrow \mathcal{H}$ be a trace-class operator. Define $$ f_T(z) = \sum_{i=0}^\infty \mbox{Tr}(\wedge^k T) \cdot z^k, $$ the ...
John Wiltshire-Gordon's user avatar
27 votes
1 answer
1k views

The dual of $\mathrm{BV}$

$\DeclareMathOperator\BV{BV}\DeclareMathOperator\SBV{SBV}$I'm going to let $\BV := \BV(\mathbb{R}^d)$ denote the space of functions of bounded variation on $\mathbb{R}^d$. My question concerns the ...
Gary Moon's user avatar
  • 683
27 votes
0 answers
1k views

Unital $C^{*}$ algebras whose all elements have path connected spectrum

A unital $C^{*}$ algebra is called a "Path connected algebra" if the spectrum of all its elements is a path connected subset of $\mathbb{C}$. What is an example of a non commutative ...
Ali Taghavi's user avatar
27 votes
2 answers
5k views

What can be said about the Fourier transforms of characteristic functions?

What can be said about the Fourier transform of the characteristic function $1_A$, where $A\subset \mathbb{R}^n$ is of finite Lebesgue measure? In particular, What properties are common to ...
Joni Teräväinen's user avatar
26 votes
2 answers
2k views

When is a locally convex topological vector space normal or paracompact?

All locally convex topological vector spaces (LCTVS) are completely regular, since their topology is given by a family of semi-norms. I'm interested in conditions that imply that a LCTVS is ...
Andrew Stacey's user avatar
26 votes
3 answers
16k views

the dual space of C(X) (X is noncompact metric space)

It is well known that when $X$ is a compact space (or locally compact space), the dual space of $C(X)=\{f |f: X\rightarrow \mathbb{C} \text{ is continuous and bounded} \}$ is $M(X)$, the space of ...
yaoxiao's user avatar
  • 1,706
26 votes
2 answers
3k views

Corollaries of the Yoneda Lemma in Analysis?

This is a cross-post of my ~2 weeks (canonically) unanswered question on Math.SE: https://math.stackexchange.com/questions/1830287/corollaries-of-the-yoneda-lemma-in-analysis. I am looking for some ...
Chill2Macht's user avatar
  • 2,680
25 votes
1 answer
3k views

Does there exist a measurable function which is not a.e. "strongly" measurable?

More specifically, letting $I=[0,1]$, do there exist $f,E$ with $E$ a (necessarily nonseparable) Banach space and $f$ a bounded Lebesgue measurable function $I\to E$ such that $f$ is not equal almost ...
TaQ's user avatar
  • 3,584
25 votes
2 answers
1k views

Can nuclearity be determined by tensoring with a single C*-algebra?

A C*-algebra is nuclear if the algebraic tensor product $A\odot B$ ($B$ is any other C*-algebra) admits a unique C*-norm. This definition requires testing the condition for nuclearity with `all' C*-...
Lech Roch's user avatar
  • 505
25 votes
2 answers
4k views

Dual of the space of Hölder continuous functions?

Let $X=C^{\alpha}(\Omega,\mathbb{R})$ be the space of Hölder continuous functions. What is its dual?
warsaga's user avatar
  • 1,256
25 votes
16 answers
4k views

functions satisfying "one-one iff onto"

Hello Everybody. I need some more examples for the following really interesting phenomenon: A function from the class ... is one-one iff it is onto. Some ...
24 votes
3 answers
3k views

Can Hölder's Inequality be strengthened for smooth functions?

Is there an $\epsilon>0$ so that for every nonnegative integrable function $f$ on the reals, $$\frac{\| f \ast f \|_\infty \| f \ast f \|_1}{\|f \ast f \|_2^2} > 1+\epsilon?$$ Of course, we ...
Kevin O'Bryant's user avatar
23 votes
2 answers
7k views

What is a Gaussian measure?

Let $X$ be a topological affine space. A Gaussian measure on $X$ is characterized by the property that its finite-dimensional projections are multivariate Gaussian distributions. Is there a direct ...
Tom LaGatta's user avatar
  • 8,512
22 votes
2 answers
652 views

Does every positive continuous function have a non-negative interpolating polynomial of every degree?

Let $f:[a,b] \to (0,\infty)$ be a continuous function. Then is it necessarily true that for every $n\ge 1$, we can find $n+1$ distinct points $\{x_0,x_1,...,x_n\}$ in $[a,b]$ such that the ...
user521337's user avatar
  • 1,209
22 votes
5 answers
1k views

Rigorous justification for this formal solution to $f(x+1)+f(x)=g(x)$

Let $g\in C(\Bbb R)$ be given, we want to find a solution $f\in C(\Bbb R)$ of the equation $$ f(x+1) + f(x) = g(x). $$ We may rewrite the equation using the right-shift operator $(Tf)(x) = f(x+1)$...
BigbearZzz's user avatar
  • 1,245

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