Potential theory Proofs of Theorem 3.1.5, Lemma 3.1.6

Lemma 3.4.4 For i, j ∈ and α, β = 1, . . . , d, let b i,α and a i j,αβ be functions in C K satisfying uniform bounds b i,α ∞ ≤ M 1 ∀i ∈ , α = 1, . . . , d a i j,αβ ∞ ≤ M 2 ∀i, j ∈ , α, β = 1, . . . , d. 3.4.17 Then for each f ∈ C 2 sum K and for all finite n ⊂ with n ↑ , the limit lim n →∞ i ∈ n , α b i,α x ∂ ∂ x α i + i j ∈ n , αβ a i j,αβ x ∂ 2 ∂ x α i ∂ x β j f x 3.4.18 exists in the topology on C K and does not depend on the choice of the n . Proof of Lemma 3.4.4: We treat only the convergence of the first order derivatives; the argument for second order derivatives is then the same. Define operators A n by A n f x : = i ∈ n ,α b i,α x ∂ ∂ x α i f x. 3.4.19 For each n ≤ m and for each f ∈ C 2 sum K we have A n f − A m f ∞ = sup x ∈K i ∈ m \ n , α b i,α x ∂ ∂ x α i f x ≤ M 1 sup x ∈K i ∈\ n , α ∂ ∂ x α i f x . 3.4.20 The functions g n : K → l 1 {1, . . . , d} × given by g n x : = i ∈\ n , α ∂ ∂ x α i f x 3.4.21 are continuous functions decreasing to zero as n → ∞, and hence by Dini’s the- orem g n → 0 uniformly. Thus we see by 3.4.20 that the sequence A n f is a Cauchy sequence in the Banach space C K . To see that the limit does not depend on the summation order, observe that for each x ∈ K i,α b i,α x ∂ ∂ x α i f x ≤ M 1 i,α ∂ ∂ x α i f x ∞. 3.4.22 This means that we can write lim n →∞ A n f x = i,α b i,α x ∂ ∂ x α i f x, 3.4.23 where the sums are pointwise absolutely convergent so that the result does not depend on the summation order. For each i ∈ and α, β ∈ {1, . . . , d} the maps x → j a j − ix α j − x α i x → w αβ x i 3.4.24 are continuous on K and satisfy the uniform bounds sup x ∈K j a j − ix α j − x α i ≤ k ak sup α ′ sup y,z ∈K y α ′ − z α ′ sup x ∈K w αβ x i ≤ sup α ′ β ′ w α ′ β ′ ∞ . 3.4.25 Therefore, by Lemma 3.4.4, the operator A ′ f x : = i,α j a j − ix α j − x α i ∂ ∂ x α i + i,αβ w αβ x i ∂ 2 ∂ x α i ∂ x β i f x 3.4.26 is well-defined on C 2 sum K , where the infinite sums are convergent in C K and the result is independent of the summation order. We now show that A is a core for A ′ . Lemma 3.4.5 Let A be the closure of the operator A in 3.1.10, and let D A be its domain. Then C 2 sum K ⊂ D A and A f x = i,α j a j − ix α j − x α i ∂ ∂ x α i + i,αβ w αβ x i ∂ 2 ∂ x α i ∂ x β i f x 3.4.27 for each f ∈ C 2 sum K . Proof of Lemma 3.4.5: We have to show that for each f ∈ C 2 sum K there exist f n ∈ D A such that f n → f and A f n → A ′ f , with A ′ as in 3.4.26. Fix f ∈ C 2 sum K and define π n , f n as in 3.2.1 and 3.2.2, so that f n → f . It is easy to see that there exists a constant C such that A f n x − A ′ f x ∞ ≤ C sup x ∈K i,α ∂ ∂ x α i f n x − ∂ ∂ x α i f x + i,αβ ∂ 2 ∂ x α i ∂ x β i f n x − ∂ 2 ∂ x α i ∂ x β i f x ≤ C sup x ∈K i ≤n,α ∂ ∂ x α i f π n x − ∂ ∂ x α i f x + i n,α ∂ ∂ x α i f x + i ≤n,αβ ∂ 2 ∂ x α i ∂ x β i f π n x − ∂ 2 ∂ x α i ∂ x β i f x + i n,αβ ∂ 2 ∂ x α i ∂ x β i f x . 3.4.28 By the compactness of K , the maps x → ∂ ∂ x α i f x α =1,...,d i ∈ x → ∂ 2 ∂ x α i ∂ x β j f x α,β =1,...,d i, j ∈ 3.4.29 are uniformly continous with respect to the norm on the spaces l 1 {1, . . . , d} × and l 1 {1, . . . , d} 2 × 2 . This implies that lim n →∞ sup x ∈K i,α ∂ ∂ x α i f π n x − ∂ ∂ x α i f x = 0, 3.4.30 and similarly for second derivatives. Finally, by Dini’s theorem see 3.4.21 lim n →∞ sup x ∈K i n,α ∂ ∂ x α i f x = 0, 3.4.31 and similarly for second derivatives, so A f n → A ′ f .

3.4.3 Proof of Lemma 3.1.6

The model with zero diffusion: In the special case where w = 0, the system of stochastic differential equations 3.1.2 reduces to d X i t = j ∈ a j − iX j t − X i tdt i ∈ , t ≥ 0. 3.4.32 By Theorems 3.1.1 and 3.1.2 this system of equations has a unique solution. We can write down the solution of 3.4.32 explicitly in terms of the random walk on that jumps from i to j with rate a j − i. Let P t j − i denote the probability that this random walk, starting in i at time 0, is in j at time t. Then the unique solution of 3.4.32 is given by see Lemma 3.3.1 X i t = j P t j − iX j 0. 3.4.33 Let P t t ≥0 be the semigroup on B associated with the random walk with kernel a see section 3.3.2. Let us denote by R t t ≥0 the Feller semigroup on C K associated with the process in 3.4.32: R t f x : = E[ f X x t] = f P t x. 3.4.34 Applying Lemma 3.4.5 to the case w = 0, we see that the generator of R t t ≥0 is an extension of the operator B f x : = i,α j a j − ix j − x i ∂ ∂ x α i f x 3.4.35

Dokumen yang terkait

AN ALIS IS YU RID IS PUT USAN BE B AS DAL AM P E RKAR A TIND AK P IDA NA P E NY E RTA AN M E L AK U K A N P R AK T IK K E DO K T E RA N YA NG M E N G A K IB ATK AN M ATINYA P AS IE N ( PUT USA N N O MOR: 9 0/PID.B /2011/ PN.MD O)

0 82 16

ANALISIS FAKTOR YANGMEMPENGARUHI FERTILITAS PASANGAN USIA SUBUR DI DESA SEMBORO KECAMATAN SEMBORO KABUPATEN JEMBER TAHUN 2011

2 53 20

EFEKTIVITAS PENDIDIKAN KESEHATAN TENTANG PERTOLONGAN PERTAMA PADA KECELAKAAN (P3K) TERHADAP SIKAP MASYARAKAT DALAM PENANGANAN KORBAN KECELAKAAN LALU LINTAS (Studi Di Wilayah RT 05 RW 04 Kelurahan Sukun Kota Malang)

45 393 31

FAKTOR – FAKTOR YANG MEMPENGARUHI PENYERAPAN TENAGA KERJA INDUSTRI PENGOLAHAN BESAR DAN MENENGAH PADA TINGKAT KABUPATEN / KOTA DI JAWA TIMUR TAHUN 2006 - 2011

1 35 26

A DISCOURSE ANALYSIS ON “SPA: REGAIN BALANCE OF YOUR INNER AND OUTER BEAUTY” IN THE JAKARTA POST ON 4 MARCH 2011

9 161 13

Pengaruh kualitas aktiva produktif dan non performing financing terhadap return on asset perbankan syariah (Studi Pada 3 Bank Umum Syariah Tahun 2011 – 2014)

6 101 0

Pengaruh pemahaman fiqh muamalat mahasiswa terhadap keputusan membeli produk fashion palsu (study pada mahasiswa angkatan 2011 & 2012 prodi muamalat fakultas syariah dan hukum UIN Syarif Hidayatullah Jakarta)

0 22 0

Pendidikan Agama Islam Untuk Kelas 3 SD Kelas 3 Suyanto Suyoto 2011

4 108 178

ANALISIS NOTA KESEPAHAMAN ANTARA BANK INDONESIA, POLRI, DAN KEJAKSAAN REPUBLIK INDONESIA TAHUN 2011 SEBAGAI MEKANISME PERCEPATAN PENANGANAN TINDAK PIDANA PERBANKAN KHUSUSNYA BANK INDONESIA SEBAGAI PIHAK PELAPOR

1 17 40

KOORDINASI OTORITAS JASA KEUANGAN (OJK) DENGAN LEMBAGA PENJAMIN SIMPANAN (LPS) DAN BANK INDONESIA (BI) DALAM UPAYA PENANGANAN BANK BERMASALAH BERDASARKAN UNDANG-UNDANG RI NOMOR 21 TAHUN 2011 TENTANG OTORITAS JASA KEUANGAN

3 32 52