Related papers: Approximation of Stable-dominated Semigroups
We study the homogenization for a class of non-symmetric pure jump Feller processes. The jump intensity involves periodic and aperiodic constituents, as well as oscillating and non-oscillating constituents. This means that the noise can…
We analyze two different confining mechanisms for L\'{e}vy flights in the presence of external potentials. One of them is due to a conservative force in the corresponding Langevin equation. Another is implemented by Levy-Schroedinger…
In this note we analyse \emph{quantitative} approximation properties of a certain class of \emph{nonlocal} equations: Viewing the fractional heat equation as a model problem, which involves both \emph{local} and \emph{nonlocal}…
Let $G$ be a noncompact semisimple Lie group equipped with a certain invariant Riemannian metric. Then, we can consider a heat kernel function on $G$ associated to the Riemannian metric. We give an explicit formula for the heat kernel when…
We study equilibrium selection for invariant measures of stochastic dynamical systems with constant step size, under persistent noise and minimal moment assumptions, in a general quasi-Feller framework. Such dynamics arise in…
We study heat semigroups generated by self-adjoint Laplace operators on metric graphs characterized by the property that the local scattering matrices associated with each vertex of the graph are independent from the spectral parameter. For…
We consider the problem of stability and approximability of Oseledets splittings and Lyapunov exponents for Perron-Frobenius operator cocycles associated to random dynamical systems. By developing a random version of the perturbation theory…
We consider high frequency samples from ergodic L\'evy driven stochastic differential equation (SDE) with drift coefficient $a(x,\alpha)$ and scale coefficient $c(x,\gamma)$ involving unknown parameters $\alpha$ and $\gamma$. We suppose…
We look at the semigroup generated by a system of heat equations. Applications to testing normality and option pricing are addressed.
From the perspective of the theory of operator semigroups, we reflect back on the classical theorem of Portenko devoted to approximation of skew Brownian motion. The theorem says that by concentrating the power of drift of a diffusion…
This paper considers the problem of estimating probability density functions on the rotation group $SO(3)$. Two distinct approaches are proposed, one based on characteristic functions and the other on wavelets using the heat kernel.…
This paper is to study some conditions on semigroups, generated by some class of non-densely defined operators in the closure of its domain, in order that certain bounded perturbations preserve some regularity properties of the semigroup…
We give local in time sharp two sided estimates of the heat kernel associated with the relativistic stable operator perturbed by a critical (Hardy) potential.
The existence of Feller semigroups arising in the theory of multidimensional diffusion processes is studied. An elliptic operator of second order is considered on a plane bounded region $G$. Its domain of definition consists of continuous…
We study heat kernel measures on sub-Riemannian infinite-dimensional Heisenberg-like Lie groups. In particular, we show that Cameron-Martin type quasi-invariance results hold in this subelliptic setting and give $L^p$-estimates for the…
We characterise the convergence of a certain class of discrete time Markov processes toward locally Feller processes in terms of convergence of associated operators. The theory of locally Feller processes is applied to L\'evy-type processes…
We prove a Miyadera-Voigt type perturbation theorem for strong Feller semigroups. Using this result, we prove well-posedness of the semilinear stochastic equation dX(t) = [AX(t) + F(X(t))]dt + GdW_H(t) on a separable Banach space E,…
This paper deals with certain dynamical systems built from point sets and, more generally, measures on locally compact Abelian groups. These systems arise in the study of quasicrystals and aperiodic order, and important subclasses of them…
We study heat kernel estimates for symmetric pure jump processes on general metric measure spaces. Building on recent progress in the local setting due to S.~Eriksson-Bique, we develop a non-local version of the Whitney blending technique…
We initiate a systematic study of the convolution operation on Keisler measures, generalizing the work of Newelski in the case of types. Adapting results of Glicksberg, we show that the supports of generically stable (or just definable,…