Search results for "Borel measure"
showing 10 items of 11 documents
On an approximation problem for stochastic integrals where random time nets do not help
2006
Abstract Given a geometric Brownian motion S = ( S t ) t ∈ [ 0 , T ] and a Borel measurable function g : ( 0 , ∞ ) → R such that g ( S T ) ∈ L 2 , we approximate g ( S T ) - E g ( S T ) by ∑ i = 1 n v i - 1 ( S τ i - S τ i - 1 ) where 0 = τ 0 ⩽ ⋯ ⩽ τ n = T is an increasing sequence of stopping times and the v i - 1 are F τ i - 1 -measurable random variables such that E v i - 1 2 ( S τ i - S τ i - 1 ) 2 ∞ ( ( F t ) t ∈ [ 0 , T ] is the augmentation of the natural filtration of the underlying Brownian motion). In case that g is not almost surely linear, we show that one gets a lower bound for the L 2 -approximation rate of 1 / n if one optimizes over all nets consisting of n + 1 stopping time…
A space on which diameter-type packing measure is not Borel regular
1999
We construct a separable metric space on which 1-dimensional diameter-type packing measure is not Borel regular.
A Riemann-Type Integral on a Measure Space
2005
In a compact Hausdorff measure space we define an integral by partitions of the unity and prove that it is nonabsolutely convergent.
On a normal form of symmetric maps of [0, 1]
1980
A class of continuous symmetric mappings of [0, 1] into itself is considered leaving invariant a measure absolutely continuous with respect to the Lebesgue measure.
On the conical density properties of measures on $\mathbb{R}^n$
2005
We compare conical density properties and spherical density properties for general Borel measures on $\mathbb{R}^n$ . As a consequence, we obtain results for packing and Hausdorff measures $\mathcal{P}_h$ and $\mathcal{H}_h$ provided that the gauge function $h$ satisfies certain conditions. One consequence of our general results is the following: let $m, n\,{\in}\,\mathbb{N}, 0\,{\lt}\,s\,{\lt}\,m\,{\leq}\,n$ , $0\,{\lt}\,\eta\,{\lt}\,1$ , and suppose that $V$ is an $m$ -dimensional linear subspace of $\mathbb{R}^n$ . Let $\mu$ be either the $s$ -dimensional Hausdorff measure or the $s$ -dimensional packing measure restricted to a set $A$ with $\mu(A)\,{\lt}\,\infty$ . Then for $\mu$ -almos…
The De Giorgi measure and an obstacle problem related to minimal surfaces in metric spaces
2010
Abstract We study the existence of a set with minimal perimeter that separates two disjoint sets in a metric measure space equipped with a doubling measure and supporting a Poincare inequality. A measure constructed by De Giorgi is used to state a relaxed problem, whose solution coincides with the solution to the original problem for measure theoretically thick sets. Moreover, we study properties of the De Giorgi measure on metric measure spaces and show that it is comparable to the Hausdorff measure of codimension one. We also explore the relationship between the De Giorgi measure and the variational capacity of order one. The theory of functions of bounded variation on metric spaces is us…
A Note on Algebraic Sums of Subsets of the Real Line
2002
AbstractWe investigate the algebraic sums of sets for a large class of invari-ant ˙-ideals and ˙- elds of subsets of the real line. We give a simpleexample of two Borel subsets of the real line such that its algebraicsum is not a Borel set. Next we show a similar result to Proposition 2from A. Kharazishvili paper [4]. Our results are obtained for ideals withcoanalytical bases. 1 Introduction We shall work in ZFC set theory. By !we denote natural numbers. By 4wedenote the symmetric di erence of sets. The cardinality of a set Xwe denoteby jXj. By R we denote the real line and by Q we denote rational numbers. IfAand Bare subsets of R n and b2R , then A+B= fa+b: a2A^b2Bgand A+ b= A+ fbg. Simila…
Nonlocal Heat Content
2019
The heat content of a Borel measurable set \(D \subset \mathbb {R}^N\) at time t is defined by M. van der Berg in [69] (see also [70]) as: $$\displaystyle \mathbb {H}_D(t) = \int _D T(t) {\chi }_D (x) dx, $$ with (T(t))t≥0 being the heat semigroup in \(L^2(\mathbb {R}^N)\). Therefore, the heat content represents the amount of heat in D at time t if in D the initial temperature is 1 and in \(\mathbb {R}^N \setminus D\) the initial temperature is 0.
A note on the distance set problem in the plane
2001
We use a simple geometric-combinatorial argument to establish a quantitative relation between the generalized Hausdorff measure of a set and its distance set, extending a result originally due to Falconer.
Harnack estimates for degenerate parabolic equations modeled on the subelliptic $p-$Laplacian
2014
Abstract We establish a Harnack inequality for a class of quasi-linear PDE modeled on the prototype ∂ t u = − ∑ i = 1 m X i ⁎ ( | X u | p − 2 X i u ) where p ⩾ 2 , X = ( X 1 , … , X m ) is a system of Lipschitz vector fields defined on a smooth manifold M endowed with a Borel measure μ, and X i ⁎ denotes the adjoint of X i with respect to μ. Our estimates are derived assuming that (i) the control distance d generated by X induces the same topology on M ; (ii) a doubling condition for the μ-measure of d-metric balls; and (iii) the validity of a Poincare inequality involving X and μ. Our results extend the recent work in [16] , [36] , to a more general setting including the model cases of (1)…