Related papers: Approximation of Stable-dominated Semigroups
In this paper, we consider symmetric jump processes of mixed-type on metric measure spaces under general volume doubling condition, and establish stability of two-sided heat kernel estimates and heat kernel upper bounds. We obtain their…
We give a characterization of a variation of constants type estimate relating two positive semigroups on (possibly different) $L_p$-spaces to one another in terms of corresponding estimates for the respective generators and of estimates for…
The problem of the construction of strong approximations with a given order of convergence for jump-diffusion equations is studied. General approximation schemes are constructed for L\'evy type stochastic differential equation. In…
In this paper we present the asymptotic analysis of the realised quadratic variation for multivariate symmetric $\beta$-stable L\'evy processes, $\beta \in (0,2)$, and certain pure jump semimartingales. The main focus is on derivation of…
We are concerned about the averaging principle for the stochastic Burgers equation with slow-fast time scale. This slow-fast system is driven by L\'{e}vy processes. Under some appropriate conditions, we show that the slow component of this…
We show that a $k$-stable set in a finite group can be approximated, up to given error $\epsilon>0$, by left cosets of a subgroup of index $\epsilon^{\text{-}O_k(1)}$. This improves the bound in a similar result of Terry and Wolf on stable…
We study the heat semigroup maximal operator associated with a well-known orthonormal system in the d-dimensional ball. The corresponding heat kernel is shown to satisfy Gaussian bounds. As a consequence, we can prove weighted $L^p$…
We establish the homogenization results for a class of nonlocal operators of convolution type with integrable jumping kernel $p$ multiplied by rapidly oscillating periodic or locally periodic coefficients. The associated measure $p(z)dz$ is…
The problem of approximating the covariance operator of the mild solution to a linear stochastic partial differential equation is considered. An integral equation involving the semigroup of the mild solution is derived and a general error…
It is well known that certain fractional diffusion equations can be solved by the densities of stable L\'evy motions. In this paper we use the classical semigroup approach for L\'evy processes to define semi-fractional derivatives, which…
In this paper, we consider the longitudinal and transversal vibrations of the transmission Euler-Bernoulli beam with Kelvin-Voigt damping distributed locally on any subinterval of the region occupied by the beam and only in one side of the…
We establish a domination principle for positive operators, which provides an upper bound on the essential spectral radius and yields quasi-compactness criteria on weighted supremum spaces with Lyapunov type functions and local domination.…
In recent years, there has been a considerable amount of interest in stability of equations and their corresponding groups. Here, we initiate the systematic study of the quantitative aspect of this theory. We develop a novel method,…
We prove qualitatively sharp heat kernel bounds in the setting of Fourier-Bessel expansions when the associated type parameter $\nu$ is half-integer. Moreover, still for half-integer $\nu$, we also obtain sharp estimates of all kernels…
We study existence and uniqueness of invariant probability measures for continuous-time Markov processes on general state spaces. Existence is obtained from tightness of time averages under a weak regularity assumption inspired by…
We consider Hardy operators, i.e., homogeneous Schr\"odinger operators consisting of the ordinary or fractional Laplacian in a half-space plus a potential, which only depends on the appropriate power of the distance to the boundary of the…
We study the existence of Feller semigroups arising in the theory of multidimensional diffusion processes. We study bounded perturbations of elliptic operators with boundary conditions containing an integral over the closure of the domain…
In this paper, we study an approximation scheme for L\'evy processes with drift in terms of a representation that is akin to the celebrated Mehler formula for L\'evy-Ornstein-Uhlenbeck processes. The approximation scheme is based on a…
Gradient estimates are derived, for the first time, for the semigroup associated to a class of stochastic differential equations driven by multiplicative L\'evy noise. In particular, the estimates are sharp for $\alpha$-stable type noises.…
We investigate some recursive procedures based on an exact or ``approximate'' Euler scheme with decreasing step in vue to computation of invariant measures of solutions to S.D.E. driven by a L\'evy process. Our results are valid for a large…