Related papers: Feller Evolution Systems: Generators and Approxima…
For a topological dynamical system $(X, T)$ we define a uniform generator as a finite measurable partition such that the symmetric cylinder sets in the generated process shrink in diameter uniformly to zero. The problem of existence and…
A branching process in a Markovian environment consists of an irreducible Markov chain on a set of "environments" together with an offspring distribution for each environment. At each time step the chain transitions to a new random…
Inference of evolutionary trees and rates from biological sequences is commonly performed using continuous-time Markov models of character change. The Markov process evolves along an unknown tree while observations arise only from the tips…
A Markov Additive Process is a bi-variate Markov process $(\xi,J)=\big((\xi_t,J_t),t\geq0\big)$ which should be thought of as a multi-type L\'evy process: the second component $J$ is a Markov chain on a finite space $\{1,\ldots,K\}$, and…
Stochastic Loewner evolutions (SLE) are random growth processes of sets, called hulls, embedded in the two dimensional upper half plane. We elaborate and develop a relation between SLE evolutions and conformal field theories (CFT) which is…
The dynamics of an infinite continuum system of randomly jumping and coalescing point particles is studied. The states of the system are probability measures on the corresponding configuration space $\Gamma$ the evolution of which is…
We study long time behavior of a discrete time weakly interacting particle system, and the corresponding nonlinear Markov process in $\mathbb{R}^d$, described in terms of a general stochastic evolution equation. In a setting where the state…
In this paper approximation methods for infinite-dimensional Levy processes, also called (time-dependent) Levy fields, are introduced. For square integrable fields beyond the Gaussian case, it is no longer given that the one-dimensional…
An $\mathbb{R}^d$-valued Markov process $X^{(x)}_t=(X^{1,x_1}_t,\dots,X^{d,x_d}_t)$, $t\ge0,x\in\mathbb{R}^d$ is said to be multi-self-similar with index $(\alpha_1,\dots,\alpha_d)\in[0,\infty)^d$ if the identity in law…
We consider a time inhomogeneous jump Markov process $X = (X_t)_t$ with state dependent jump intensity, taking values in $R^d . $ Its infinitesimal generator is given by \begin{multline*} L_t f (x) = \sum_{i=1}^d \frac{\partial f}{\partial…
This paper presents a stochastic model motivated by the study of a virus-like evolving population with different mutation rates. This is a continuous time birth-death model: the birth processes are mutually-exciting Hawkes processes and the…
The Bernstein operator is known as a typical example of positive linear operators which uniformly approximates continuous functions on $[0, 1]$. In the present paper, we introduce a multidimensional extension of the Bernstein operator which…
This paper is concerned with global existence as well as infinite-time blowups of classical solutions to the following fully parabolic kinetic system \begin{equation} \begin{cases} u_t=\Delta (\gamma (v)u) v_t-\Delta v+v=u \end{cases}…
Many continuous reaction-diffusion models on $\mathbb{Z}$ (annihilating or coalescing random walks, exclusion processes, voter models) admit a rich set of Markov duality functions which determine the single time distribution. A common…
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…
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…
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)…
We study a one parameter family of discrete Loewner evolutions driven by a random walk on the real line. We show that it converges to the stochastic Loewner evolution (SLE) under rescaling. We show that the discrete Loewner evolution…
K. It\^{o} characterised in \cite{ito} zero-mean stationary Gauss Markov-processes evolving on a class of infinite-dimensional spaces. In this work we extend the work of It\^{o} in the case of Hilbert spaces: Gauss-Markov families that are…
We consider the Euler scheme for stochastic differential equations with jumps, whose intensity might be infinite and the jump structure may depend on the position. This general type of SDE is explicitly given for Feller processes and a…