Related papers: L^p estimates for Feynman-Kac propagators with tim…
The Feynman-Kac formula provides a way to understand solutions to elliptic partial differential equations in terms of expectations of continuous time Markov processes. This connection allows for the creation of numerical schemes for…
We propose and study a certain discrete time counterpart of the classical Feynman--Kac semigroup with a confining potential in countable infinite spaces. For a class of long range Markov chains which satisfy the direct step property we…
In the first part of this paper, we give a useful criterion for uniform integrability of exponential martingales in the context of Markov processes. The condition of this criterion is easy to verify and is, in general, much weaker than the…
In this paper, we present a novel Feynman-Kac formula and investigate learning-based methods for approximating general nonlinear time-dependent Schr\"odinger equations which may be high-dimensional. Our formulation integrates both the…
In this paper we study time-inhomogeneous versions of one-dimensional Stochastic Differential Equations (SDE) involving the Local Time of the unknown process on curves. After proving existence and uniqueness for these SDE under mild…
We prove the $L^p-L^q$ $(1<p\leqslant 2\leqslant q<+\infty)$ norm estimates for the solutions of heat and wave type equations on a locally compact separable unimodular group $G$ by using an integro-differential operator in time and any…
Time-dependent structural reliability analysis of nonlinear dynamical systems is non-trivial; subsequently, scope of most of the structural reliability analysis methods is limited to time-independent reliability analysis only. In this work,…
The method proposed by Inomata and his collaborators allows us to transform a damped Caldiroli-Kanai oscillator with time-dependent frequency to one with constant frequency and no friction by redefining the time variable, obtained by…
The caustics of Fourier integral operators are defined as caustics of the corresponding Schwartz kernels (Lagrangian distributions on $X\times Y$). The caustic set $\Sigma(C)$ of the canonical relation $C$ is characterized as the set of…
In this paper, we consider a type of time-changed Markov process, where the time-change is an inverse killed subordinator. This can be seen as an extension of Chen (Chen, Z., Time fractional equations and probabilistic representation, Chaos…
We study the generalized fractional linear problem $D^{\nu}_{a+*} f(x) =A(x)f(x)+g(x)$, where $D^{\nu}$ is an arbitrary mixture of Caputo derivatives of order at most one and $A(x)$ a family of operators in a Banach space generating…
Ito's construction of Markovian solutions to stochastic equations driven by a L\'evy noise is extended to nonlinear distribution dependent integrands aiming at the effective construction of linear and nonlinear Markov semigroups and the…
This article is concerned with the design and analysis of discrete time Feynman-Kac particle integration models with geometric interacting jump processes. We analyze two general types of model, corresponding to whether the reference process…
In this work we present the simplest generic form of the propagator for the time-dependent quadratic Hamiltonian. We manifest the simplicity of our method by giving explicitly the propagators for a free particle in time-dependent electric…
We study $L^p(\mu)$ estimates for the commutator $[H,b]$, where the operator $H$ is a dyadic model of the classical Hilbert transform introduced in \cite{arXiv:2012.10201,arXiv:2212.00090} and is adapted to a non-doubling Borel measure…
In this paper we develop a statistical estimation technique to recover the transition kernel $P$ of a Markov chain $X=(X_m)_{m \in \mathbb N}$ in presence of censored data. We consider the situation where only a sub-sequence of $X$ is…
A possibly time-dependent transition intensity matrix or generator $(Q(t))$ characterizes the law of a Markov jump process (MP). For a time homogeneous MP, the transition probability matrix (TPM) can be expressed as a matrix exponential of…
We investigate the relation between the invariant operators satisfying the quantum Liouville-von Neumann and the Heisenberg operators satisfying the Heisenberg equation. For time-dependent generalized oscillators we find the invariant…
This paper is concerned with ergodic properties of inhomogeneous Markov processes. Since the transition probabilities depend on initial times, the existing methods to obtain invariant measures for homogeneous Markov processes are not…
The paper studies an improved estimate for the rate of convergence for nonlinear homogeneous discrete-time Markov chains. These processes are nonlinear in terms of the distribution law. Hence, the transition kernels are dependent on the…