Related papers: Weak convergence of Markovian random evolution in …
Using backward propagators, we construct inhomogeneous Random Evolutions on Banach spaces driven by (uniformly ergodic) Semi-Markov processes. After studying some of their properties (measurability, continuity, integral representation), we…
The paper studies the rate of convergence of the weak Euler approximation for It\^{o} diffusion and jump processes with H\"{o}lder-continuous generators. It covers a number of stochastic processes including the nondegenerate diffusion…
Let $P$ be a Markov kernel on a measurable space $\X$ and let $V:\X\r[1,+\infty)$. This paper provides explicit connections between the $V$-geometric ergodicity of $P$ and that of finite-rank nonnegative sub-Markov kernels $\Pc_k$…
The propagation of nonlinear waves in one dimensional space, unsteady and compressible flow in Darcy-type porous media is analyzed. It is assumed that the weak discontinuity propagate long the characteristic path using the characteristics…
Non-Markovian reduced dynamics of an open system is investigated. In the case the initial state of the reservoir is the vacuum state, an approximation is introduced which makes possible to construct a reduced dynamics which is completely…
We extend the action for evolution equations of KdV and MKdV type which was derived in [Capel/Nijhoff] to the case of not periodic, but only equivariant phase space variables, introduced in [Faddeev/Volkov]. The difference of these…
A dynamical version of the Widom-Rowlinsom model in the continuum is considered. The dynamics is modelled by a spatial two-component birth-and-death Glauber process where particles, in addition, are allowed to change their type with density…
We study the weak error associated with the Euler scheme of non degenerate diffusion processes with non smooth bounded coefficients. Namely, we consider the cases of H{\"o}lder continuous coefficients as well as piecewise smooth drifts with…
We consider the random evolution described by the motion of a particle moving on a circle alternating the angular velocities $ \pm c $ and changing rotation at Poisson random times, resulting in a telegraph process over the circle. We study…
We establish sufficient conditions for exponential convergence to a unique quasi-stationary distribution in the total variation norm. These conditions also ensure the existence and exponential ergodicity of the Q-process, the process…
We prove sharp universal upper bounds on the number of steady and asymptotic states of discrete- and continuous-time Markovian evolutions of open quantum systems. We show that the bounds depend only on the dimension of the system and not on…
It is common, when dealing with quantum processes involving a subsystem of a much larger composite closed system, to treat them as effectively memory-less (Markovian). While open systems theory tells us that non-Markovian processes should…
Non-Markovian corrections to the Markovian quantum master equation of an open quantum system are investigated up to the second order of the interaction between the system of interest and a thermal reservoir. The concept of "natural…
We introduce a concept of non-coherent evolution of macroscopic quantum systems. We show that for weakly interacting systems such evolution is a Markovian stochastic process. The transition rates between system states, which characterize…
Let $(Z_n)_{n\geqslant 0}$ be a branching process in a random environment defined by a Markov chain $(X_n)_{n\geqslant 0}$ with values in a finite state space $\mathbb X$ starting at $X_0=i \in\mathbb X$. We extend from the i.i.d.…
We examine the properties of open quantum systems with respect to their time evolution in different regimes, Markovian and non-Markovian. We analyze their behaviour with respect to their coherent or decoherent time evolution by means of…
In this paper, we present a comprehensive theory of generalized and weak generalized convolutions, illustrate it by a large number of examples, and discuss the related infinitely divisible distributions. We consider L\'{e}vy and additive…
Strong convergence rates for time-discrete numerical approximations of semilinear stochastic evolution equations (SEEs) with smooth and regular nonlinearities are well understood in the literature. Weak convergence rates for time-discrete…
We consider a collection of fully coupled weakly interacting diffusion processes moving in a two-scale environment. We study the moderate deviations principle of the empirical distribution of the particles' positions in the combined limit…
This paper develops a theory of propagation of chaos for a system of weakly interacting particles whose terminal configuration is fixed as opposed to the initial configuration as customary. Such systems are modeled by backward stochastic…