Related papers: Hypercontractivity for Functional Stochastic Diffe…

The fact that a Markov diffusion semi-group on $\mathbb R^d$ contracts the $L^p$ Wasserstein distance, which has been extensively used to establish uniform-in-time stability estimates (e.g. with respect to numerical discretization errors),…

Assuming the dynamical convergence $P_t^\varepsilon\to\bar P_t$ for singular limits of time-homogeneous Markov diffusion semigroups, we develop a semigroup-level framework that upgrades this convergence into four levels of thermodynamic…

We study the connections existing between max-infinitely divisible distributions and Poisson processes from the point of view of functional analysis. More precisely, we derive functional identities for the former by using well-known results…

We consider a class of semi-Markov processes (SMP) such that the embedded discrete time Markov chain may be non-homogeneous. The corresponding augmented processes are represented as semi-martingales using stochastic integral equation…

Let (X,d) be a locally compact separable ultra-metric space. Given a reference measure \mu\ on X and a step length distribution on the non-negative reals, we construct a symmetric Markov semigroup P^t acting in L^2(X,\mu). We study the…

In this paper, we show that the Gibbs measure of the stochastic hyperbolic sine-Gordon equation on the circle is the unique invariant measure for the Markov process. Moreover, the Markov transition probabilities converge exponentially fast…

We develop the notions of hypercontractivity (HC) and the log-Sobolev (LS) inequality for completely bounded norms of one-parameter semigroups of super-operators acting on matrix algebras. We prove the equivalence of the completely bounded…

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…

We present limit theorems for a sequence of Piecewise Deterministic Markov Processes (PDMPs) taking values in a separable Hilbert space. This class of processes provides a rigorous framework for stochastic spatial models in which discrete…

The main goal of this article is to study the effect of small, highly nonlinear, unbounded drifts (small time large deviation principle (LDP) based on exponential equivalence arguments) for a class of stochastic partial differential…

We consider a class of nonautonomous second order parabolic equations with unbounded coefficients defined in $I\times\R^d$, where $I$ is a right-halfline. We prove logarithmic Sobolev and Poincar\'e inequalities with respect to an…

We construct normed spaces of real-valued functions with controlled growth on possibly infinite-dimensional state spaces such that semigroups of positive, bounded operators $(P_t)_{t\ge 0}$ thereon with $\lim_{t\to 0+}P_t f(x)=f(x)$ are in…

We study the problem of exponential mixing and large deviations for discrete-time Markov processes associated with a class of random dynamical systems. Under some dissipativity and regularisation hypotheses for the underlying deterministic…

In this paper, a new decay estimate for a class of stochastic evolution equations with weakly dissipative drifts is established, which directly implies the uniqueness of invariant measures for the corresponding transition semigroups.…

We introduce a class of L\'{e}vy processes subject to specific regularity conditions, and consider their Feynman-Kac semigroups given under a Kato-class potential. Using new techniques, first we analyze the rate of decay of eigenfunctions…

This work aims to investigate the well-posedness and the existence of ergodic invariant measures for a class of third grade fluid equations in bounded domain $D\subset\mathbb{R}^d,d=2,3,$ in the presence of a multiplicative noise. First, we…

We prove gradient estimates for transition Markov semigroups $(P_t)$ associated to SDEs driven by multiplicative Brownian noise having possibly unbounded $C^1$-coefficients, without requiring any monotonicity type condition. In particular,…

In this paper, we investigate spectral properties of explosive symmetric Markov processes. Under a condition on its life time, we prove the $L^1$-semigroup of Markov processes become compact operators.

We identify the linear space spanned by the real-valued excessive functions of a Markov process with the set of those functions which are quasimartingales when we compose them with the process. Applications to semi-Dirichlet forms are…

The Computation of discrete Contractive semigroups becomes necessary when we deal with several types of evolution equations in Discretizable Hilbert spaces, in this work we study some properties of the discrete forms of the contractive…