Related papers: Markov semigroups with hypocoercive-type generator…
Diffusion models have had a profound impact on many application areas, including those where data are intrinsically infinite-dimensional, such as images or time series. The standard approach is first to discretize and then to apply…
In this paper, we study the ergodicity of invariant sublinear expectation of sublinear Markovian semigroup. For this, we first develop an ergodic theory of an expectation-preserving map on a sublinear expectation space. Ergodicity is…
Let $E$ be the class of finite (resp. probability) measures absolutely continuous with respect to a $\sigma$-finite Radon measure on a Polish space. We present a criterion on the quasi-regularity of Dirichlet forms on $E$ in terms of upper…
We study the large time behavior of Lipschitz continuous, possibly unbounded, viscosity solutions of Hamilton-Jacobi Equations in the whole space $\R^N$. The associated ergodic problem has Lipschitz continuous solutions if the analogue of…
Motivated by the study of the time evolution of random dynamical systems arising in a vast variety of domains --- ranging from physics to ecology ---, we establish conditions for the occurrence of a non-trivial asymptotic behaviour for…
Dyson's model in infinite dimensions is a system of Brownian particles that interact via a logarithmic potential with an inverse temperature of $ \beta = 2$. The stochastic process can be represented by the solution to an…
By examining the deterministic limit of a general $\epsilon$-dependent generator for Markovian dynamics, which includes the continuous Fokker-Planck equations and discrete chemical master equations as two special cases, the intrinsic…
We consider a class of generalized long-range exclusion processes evolving either on $\mathbb Z$ or on a finite lattice with an open boundary. The jump rates are given in terms of a general kernel depending on both the departure and…
We study the semiclassical time evolution of observables given by matrix valued pseudodifferential operators and construct a decomposition of the Hilbert space $L^2(\rz^d)\otimes\kz^n$ into a finite number of almost invariant subspaces. For…
The theoretical description of quantum dynamics in an intriguing way does not necessarily imply the underlying dynamics is indeed intriguing. Here we show how a known very interesting master equation with an always negative decay rate…
We introduce a family of stochastic models motivated by the study of nonequilibrium steady states of fluid equations. These models decompose the deterministic dynamics of interest into fundamental building blocks, i.e., minimal vector…
Stochastic thermodynamics allows us to define heat and work for microscopic systems far from thermodynamic equilibrium, based on observations of their stochastic dynamics. However, a complete account of the energetics necessitates that all…
We study existence and uniqueness of the invariant measure for a stochastic process with degenerate diffusion, whose infinitesimal generator is a linear subelliptic operator in the whole space R N with coefficients that may be unbounded.…
Spatial birth-and-death processes with a finite number of particles are obtained as unique solutions to certain stochastic equations. Conditions are given for existence and uniqueness of such solutions, as well as for continuous dependence…
We study the finiteness of physical measures for skew-product transformations $F$ associated with discrete-time random dynamical systems driven by ergodic Markov chains. We develop a framework, using an independent and identically…
It has been established under very general conditions that the ergodic properties of Markov processes are inherited by their conditional distributions given partial information. While the existing theory provides a rather complete picture…
Various notions from geometric control theory are used to characterize the behavior of the Markovian master equation for N-level quantum mechanical systems driven by unitary control and to describe the structure of the sets of reachable…
We consider different Markovian embedding schemes of non-Markovian stochastic processes that are described by generalized Langevin equations (GLE) and obey thermal detailed balance under equilibrium conditions. At thermal equilibrium…
Let $R$ be a continuous-time Markov process on the time interval $[0,1]$ with values in some state space $X$. We transform this reference process $R$ into $P:=f(X_0)\exp (-\int_0^1 V_t(X_t) dt) g(X_1)\,R$ where $f,g$ are nonnegative…
This paper concerns singular perturbation problems where the dynamics of the fast variable evolve in the whole space according to an operator whose infinitesimal generator is formed by a Grushin type second order part and a…