Related papers: A Pseudo-Differential Operator Construction of Mar…
On filtered manifolds one can define a different notion of order for the differential operators. In this paper, we use generalized fixed point algebras to construct a pseudodifferential extension that reflects this behaviour. In the…
Generators of Markov processes on a countable state space can be represented as finite or infinite matrices. One key property is that the off-diagonal entries corresponding to jump rates of the Markov process are non-negative. Here we…
It is proved that a general non-differentiable skew convolution semigroup associated with a strongly continuous semigroup of linear operators on a real separable Hilbert space can be extended to a differentiable one on the entrance space of…
Starting from a finite family of continuously differentiable positive definite functions, we study conditions under which a function obtained by max-min combinations is a Lyapunov function, establishing stability for two kinds of nonlinear…
We obtain weak rates for approximation of an integral functional of a Markov process by integral sums. An assumption on the process is formulated only in terms of its transition probability density, and, therefore, our approach is not…
In this paper, we present first results of our investigation regarding symbolic pseudo-differential calculi on nilpotent Lie groups. On any graded Lie group, we define classes of symbols using difference operators. The operators are…
We initiate a systematic study of natural differential operators in Riemannian geometry whose leading symbols are not of Laplace type. In particular, we define a discrete leading symbol for such operators which may be computed pointwise, or…
We define a class of not necessarily linear $C_0$-semigroups $(P_t)_{t\geq0}$ on $C_b(E)$ (more generally, on $C_\kappa(E):=\frac1\kappa C_b(E)$, for some bounded function $\kappa$, which is the pointwise limit of a decreasing sequence of…
When treating Markov decision processes (MDPs) with large state spaces, using explicit representations quickly becomes unfeasible. Lately, Wimmer et al. have proposed a so-called symblicit algorithm for the synthesis of optimal strategies…
The rigorous linking of exact stochastic models to mean-field approximations is studied. Starting from the differential equation point of view the stochastic model is identified by its Kolmogorov equations, which is a system of linear ODEs…
Motivated by the problem of channel estimation in wireless communications, we derive a reconstruction formula for pseudodifferential operators with a bandlimited symbol. This reconstruction formula uses the diagonal entries of the matrix of…
In previous papers, a generalization of the Weyl calculus was introduced in connection with the quantization of a particle moving in $\mathbb R^n$ under the influence of a variable magnetic field $B$. It incorporates phase factors defined…
Starting from the study of pseudodifferential operators with completely periodic symbols, we obtain results of continuity and invertibility of a class of Gabor operators on time-frequency invariant Banach spaces. As an applications we find…
Asymptotic properties of Markov Processes, such as steady state probabilities or hazard rate for absorbing states can be efficiently calculated by means of linear algebra even for large-scale problems. This paper discusses the methods for…
We extend the matrix representation of magnetic pseudo-differential operators in a tight Gabor frame from [arXiv:1804.05220, arXiv:2212.12229] to asymmetrical quantizations and smooth symbols dominated by a tempered weight (and not just…
In this paper, we are interested in the construction of a bilinear pseudodifferential calculus. We define some symbolic classes which contains those of Coifman-Meyer. These new classes allow us to consider operators closely related to the…
Smooth pseudodifferential operators on $\mathbb{R}^n$ can be characterized by their mapping properties between $L^p-$Sobolev spaces due to Beals and Ueberberg. In applications such a characterization would also be useful in the non-smooth…
When treating Markov decision processes (MDPs) with large state spaces, using explicit representations quickly becomes unfeasible. Lately, Wimmer et al. have proposed a so-called symblicit algorithm for the synthesis of optimal strategies…
In this article a class of additive invariant positive selfadjoint pseudodifferential unbounded operators on $L^{2}(\mathbb{A}_{f})$, where $\mathbb{A}_{f}$ is the ring of finite ad\'eles of the rational numbers, is considered to state a…
There are some positively divisible non-Markovian processes whose transition matrices satisfy the Chapman-Kolmogorov equation. These processes should also satisfy the Kolmogorov consistency conditions, an essential requirement for a process…