Some sensitivity results in stochastic optimal control: A Lagrange multiplier point of view

In this work we provide a first order sensitivity analysis of some parameterized stochastic optimal control problems. The parameters can be given by random processes. The main tool is the one-to-one correspondence between the adjoint states appearing in a weak form of the stochastic Pontryagin principle and the Lagrange multipliers associated to the state equation

On dB spaces with nondensely defined multiplication operator and the existence of zero-free functions

In this work we consider de Branges spaces where the multiplication operator by the independent variable is not densely defined. First, we study the canonical selfadjoint extensions of the multiplication operator as a family of rank-one perturbations from the viewpoint of the theory of de Branges spaces. Then, on the basis of the obtained results, we provide new necessary and sufficient conditions for a real, zero-free function to lie in a de Branges space.Comment: 13 pages, no fugures. Theorem and remark have been added, typographical erros correcte

Singular Schroedinger operators as self-adjoint extensions of n-entire operators

We investigate the connections between Weyl-Titchmarsh-Kodaira theory for one-dimensional Schr\"odinger operators and the theory of $n$-entire operators. As our main result we find a necessary and sufficient condition for a one-dimensional Schr\"odinger operator to be $n$-entire in terms of square integrability of derivatives (w.r.t. the spectral parameter) of the Weyl solution. We also show that this is equivalent to the Weyl function being in a generalized Herglotz-Nevanlinna class. As an application we show that perturbed Bessel operators are $n$-entire, improving the previously known conditions on the perturbation.Comment: 14 page