Related papers: Ornstein-Uhlenbeck semi-groups on stratified group…
We develop a phase-space framework for fractional generalised anharmonic oscillators and their heat semigroups on weighted modulation spaces. We consider operators of the form \[ \mathcal{H}_{k,l}=(-\Delta)^{l}+V(x), \] where $V$ is a…
We study the heat kernel transform on a nilmanifold $ M $ of the Heisenberg group. We show that the image of $ L^2(M) $ under this transform is a direct sum of weighted Bergman spaces which are related to twisted Bergman and Hermite-Bergman…
We show that, on a complete, connected and non-compact Riemannian manifold of non-negative Ricci curvature, the solution to the heat equation with $L^{1}$ initial data behaves asymptotically as the mass times the heat kernel. In contrast to…
In this paper we study perturbed Ornstein-Uhlenbeck operators \begin{align*} \left[ \mathcal{L}_{\infty} v\right](x) = A\triangle v(x) + \left\langle Sx,\nabla v(x)\right\rangle-B v(x),\,x\in\mathbb{R}^d,\,d\geqslant 2, \end{align*} for…
We study iterations of integral kernels satisfying a transience-type condition and we prove exponential estimates analogous to Gronwall\rq{}s inequality. As a consequence we obtain estimates of Schr\"odinger perturbations of integral…
The Ornstein-Uhlenbeck process is interpreted as Brownian motion in a harmonic potential. This Gaussian Markov process has a bounded variance and admits a stationary probability distribution, in contrast to the standard Brownian motion. It…
In this paper, we study sharp two-sided heat kernel estimates for a large class of symmetric reflected diffusions with jumps on the closure of an inner uniform domain $D$ in a length metric space. The length metric is the intrinsic metric…
The Harnack inequality established in [13] for generalized Mehler semigroup is improved and generalized. As applications, the log-Harnack inequality, the strong Feller property, the hyper-bounded property, and some heat kernel inequalities…
A time-stepping L1 scheme for subdiffusion equation with a Riemann--Liouville time-fractional derivative is developed and analyzed. This is the first paper to show that the L1 scheme for the model problem under consideration is second-order…
The $q$-Ornstein-Uhlenbeck processes, $q\in(-1,1)$, are a family of stationary Markov processes that converge weakly to the standard Ornstein-Uhlenbeck process as $q$ tends to 1. It has been noticed recently that in terms of path…
We relate Gruet formula for the heat kernel on real hyperbolic spaces to the commonly used one derived from Millson induction. The bridge between both formulas is settled by Yor result on the joint distribution of a Brownian motion and of…
We establish a Drinfeld type new presentation for the $\imath$quantum groups arising from quantum symmetric pairs of split affine ADE type, which includes the $q$-Onsager algebra as the rank 1 case. This presentation takes a form which can…
In this paper, we investigate heat semigroups on a quantum automorphism group ${\rm Aut}^+(B)$ of a finite dimensional C*-algebra $B$ and its Plancherel trace. We show ultracontractivity, hypercontractivity, and the spectral gap inequality…
In this work we investigate semigroups of operators acting on noncommutative $L^p$-spaces. We introduce noncommutative square functions and their connection to sectoriality, variants of Rademacher sectoriality, and $H^\infty$ functional…
The question of existence and properties of stationary solutions to Langevin equations driven by noise processes with stationary increments is discussed, with particular focus on noise processes of pseudo-moving-average type. On account of…
We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…
The power spectral density (PSD) is a central frequency-domain descriptor of stochastic processes. While PSDs have been studied for Brownian motion and a few anomalous diffusion processes, the spectral densities of active nonequilibrium…
In this paper, we derive the explicit expressions of two Markov semi-groups constructed by P. Biane in \cite{Bia1} from the restriction of a particular positive definite function on the complex unimodular group $Sl(2,\mathbb{C})$ to two…
For a wide class of continuous-time Markov processes, including all irreducible hypoelliptic diffusions evolving on an open, connected subset of $\RL^d$, the following are shown to be equivalent: (i) The process satisfies (a slightly weaker…
We consider a time inhomogeneous strong Markov process $(\xi_t)_{t\ge 0}$ taking values in a Polish state space whose semigroup has a $T$-periodic structure. We give simple conditions which imply ergodicity of the grid chain…