Related papers: Approximation of Stable-dominated Semigroups
Motivated by the construction of the It\^o stochastic integral, we consider a step function method to discretize and simulate volatility modulated L\'evy semistationary processes. Moreover, we assess the accuracy of the method with a…
The paper deals with homogenization of Levy-type operators with rapidly oscillating coefficients. We consider cases of periodic and random statistically homogeneous micro-structures and show that in the limit we obtain a Levy-operator. In…
In this article we consider the Levy processes and the corresponding semigroup. We represent the generator of this semigroup in a convolution form. Using the obtained convolution form and the theory of integral equations we investigate the…
We survey some known results about operator semigroup generated by operator matrices with diagonal or coupled domain. These abstract results are applied to the characterization of well-/ill-posedness for a class of evolution equations with…
Despite the great success of using gradient-based controllers to stabilize rigid formations of autonomous agents in the past years, surprising yet intriguing undesirable collective motions have been reported recently when inconsistent…
Associated to every group with a weak spherical Tits system of rank n+1 with an appropriate rank n subgroup, we construct a relative spectral sequence involving group homology of Levi subgroups of both groups. Using the fact that such Levi…
We use spectral projections of time operator in the Liouville space for simple quantum scattering systems in order to define a space of unstable particle states evolving under a contractive semi-group. This space includes purely…
A general approach to transference principles for discrete and continuous operator (semi)groups is described. This allows to recover the classical transference results of Calder\'on, Coifman and Weiss and of Berkson, Gillespie and Muhly and…
The main goal of this paper is to investigate the multi-parameter stability result for a stochastic fractional differential variational inequality with L\'{e}vy jump (SFDVI with L\'{e}vy jump) under some mild conditions. We verify that…
Stable distributions are a celebrated class of probability laws used in various fields. The $\alpha$-stable process, and its exponentially tempered counterpart, the Classical Tempered Stable (CTS) process, are also prominent examples of…
We investigate an $L_{q}(L_{p})$-regularity ($1<p,q<\infty$) theory for space-time nonlocal equations of the type $\partial^{\alpha}_{t}u = \mathcal{L}u +f$. Here, $\partial^{\alpha}_{t}$ is the Caputo fractional derivative of order…
In this paper we show that two-sided heat kernel estimates for a class of (not necessarily symmetric) diffusions with jumps are stable under non-local Feynman-Kac perturbations.
The overarching goal of this paper is to link the notion of sets of finite perimeter (a concept associated with $N^{1,1}$-spaces) and the theory of heat semigroups (a concept related to $N^{1,2}$-spaces) in the setting of metric measure…
This work introduces novel numerical algorithms for computational quantum mechanics, grounded in a representation of the Laplace operator -- frequently used to model kinetic energy in quantum systems -- via the heat semigroup. The key…
We study the higher-order heat-type equation with first time and M-th spatial partial derivatives, M = 2, 3, ... . We demonstrate that its exact solutions for M even can be constructed with the help of signed Levy stable functions. For M…
We introduce a class of non-commutative Heisenberg like infinite dimensional Lie groups based on an abstract Wiener space. The Ricci curvature tensor for these groups is computed and shown to be bounded. Brownian motion and the…
Let $T(X)$ (resp. L(V)) be the semigroup of all transformations (resp. linear transformations) of a set $X$ (resp. vector space $V$). For a subset $Y$ of $X$ and a subsemigroup $\mathbb{S}(Y)$ of $T(Y)$, consider the subsemigroup…
We study mean-field particle approximations of normalized Feynman-Kac semi-groups, usually called Fleming-Viot or Feynman-Kac particle systems. Assuming various large time stability properties of the semi-group uniformly in the initial…
We investigate confined L\'{e}vy flights under premises of the principle of detailed balance. The master equation admits a transformation to L\'{e}vy - Schr\"{o}dinger semigroup dynamics (akin to a mapping of the Fokker-Planck equation into…
This paper considers the design of nonlinear observers for invariant systems posed on finite-dimensional connected Lie groups with measurements generated by a transitive group action on an associated homogeneous space. We consider the case…