Related papers: Strong Feller Continuity of Feller Processes and S…
We present sufficient conditions for the transience and the existence of local times of a Feller process, and the ultracontractivity of the associated Feller semigroup; these conditions are sharp for L\'{e}vy processes. The proof uses a…
For an increasing sequence $(T_n)$ of one-parameter semigroups of sub Markovian kernel operators over a Polish space, we study the limit semigroup and prove sufficient conditions for it to be strongly Feller. In particular, we show that the…
We show that any stochastically monotone Feller semigroup on R can be extended by a consistent family of order-preserving Feller semigroups on the successive powers of R. We exhibit a specific such family, which is uniquely characterized by…
We give a substitute to Feller property for semigroups of time-changed processes; under some conditions this leads to establish sufficient (new) conditions for the semigroups to be Feller. Moreover, given a standard process and a sequence…
By using lower bound conditions of the L\'evy measure w.r.t. a nice reference measure, the coupling and strong Feller properties are investigated for the Markov semigroup associated with a class of linear SDEs driven by (non-cylindrical)…
The aim of this note is to show, by providing an elementary way to construct counter-examples, that the strong Feller and the joint (space-time) continuity for a semigroup of Markov kernels on a Polish space are not enough to ensure the…
For general (1+1)-affine Markov processes, we prove the ergodicity and exponential ergodicity in total variation distances. Our methods follow the arguments of ergodic properties for L\'{e}vy-driven OU-processes and a coupling of…
In this paper, we prove the strong Feller property for stochastic delay (or functional) differential equations with singular drift. We extend an approach of Maslowski and Seidler to derive the strong Feller property of those equations. The…
We study functional stochastic differential equations with a locally unbounded, functional drift focusing on well-posedness, stability and the strong Feller property. Following the non-functional case, we only consider integrability…
We investigate in a systematic way hypercontractivity property in Orlicz spaces for Markov semi-groups related to homogeneous and non homogeneous diffusions in $\mathbb{R}^{n}$. We provide an explicit construction of a family of Orlicz…
The theory of monotonicity and duality is developed for general one-dimensional Feller processes. Moreover it is shown that local monotonicity conditions (conditions on the L\'evy kernel) are sufficient to prove the well-posedness of the…
Let $U\subset K$ be an open and dense subset of a compact metric space and let $\{\Phi_t\}_{t\ge0}$ be a Markov semigroup on the space of bounded Borel measurable functions on $U$ with the strong Feller property. Suppose that for each…
Generalized Feller theory provides an important analog to Feller theory beyond locally compact state spaces. This is very useful for solutions of certain stochastic partial differential equations, Markovian lifts of fractional processes, or…
We formulate a criterion for the existence of an invariant measure for a Feller semigroup defined on a metric space with the e-property for bounded continuous functions and use it to prove the asymptotic stability of a semigroup satisfying…
Various equivalent conditions for a semigroup or a resolvent generated by a Markov process to be of Feller type are given.
We use analytical methods to construct the two-parameter Feller semigroup associated with a Markov process on a line with a moving membrane such that at the points on both sides of the membrane it coincides with the ordinary diffusion…
This paper deals with control of partially observable discrete-time stochastic systems. It introduces and studies Markov Decision Processes with Incomplete Information and with semi-uniform Feller transition probabilities. The important…
We prove that a weakly ergodic, strong Feller semigroup on the space of measures converges strongly to a projection onto its fixed space. In contrast to a recent result of Gerlach we do not assume the semigroup to be stochastically…
In this paper we study a family of nonlinear (conditional) expectations that can be understood as a semimartingale with uncertain local characteristics. Here, the differential characteristics are prescribed by a time and path-dependent…
This paper investigates the ergodicity of Markov--Feller semigroups on Polish spaces, focusing on very weak regularity conditions, particularly the Ces\`aro eventual continuity. First, it is showed that the Ces\`aro average of such…