Related papers: A decomposition of Markov processes via group acti…
We review some developments concerning Markov and Feller processes with jumps in geometric settings. These include stochastic differential equations in Markus canonical form, the Courr\`{e}ge theorem on Lie groups, and invariant Markov…
We obtain a representation of an inhomogeneous Levy process in a Lie group or a homogeneous space in terms of a drift, a matrix function and a measure function. Because the stochastic continuity is not assumed, our result generalizes the…
The classical skew-product decomposition of planar Brownian motion represents the process in polar coordinates as an autonomously Markovian radial part and an angular part that is an independent Brownian motion on the unit circle…
We study a class of multitype branching L\'evy processes, where particles move according to type-dependent L\'evy processes, switch types via an irreducible Markov chain, and branch according to type-dependent laws. This framework…
A random Lie group action on a compact manifold generates a discrete time Markov process. The main object of this paper is the evaluation of associated Birkhoff sums in a regime of weak, but sufficiently effective coupling of the…
It was recently proven that the correlation function of the stationary version of a reflected L\'evy process is nonnegative, nonincreasing and convex. In another branch of the literature it was established that the mean value of the…
In this paper, we study partial actions of groups on $R$-algebras, where $R$ is a commutative ring. We describe the partial actions of groups on the indecomposable algebras with enveloping actions. Then we work on algebras that can be…
Markov process is widely applied in almost all aspects of literature, especially important for understanding non-equilibrium processes. We introduce a decomposition to general Markov process in this paper. This decomposition decomposes the…
A general affine Markov semigroup is formulated as the convolution of a homogeneous one with a skew convolution semigroup. We provide some sufficient conditions for the regularities of the homogeneous affine semigroup and the skew…
We present two path decompositions of Markov chains (with general state space) by means of harmonic functions, which are dual to each other. They can be seen as a generalization of Williams' decomposition of a Brownian motion with drift.…
Consider on a manifold the solution $X$ of a stochastic differential equation driven by a L\'evy process without Brownian part. Sufficient conditions for the smoothness of the law of $X_t$ are given, with particular emphasis on noncompact…
We have studied Markov processes on denumerable state space and continuous time. We found that all these processes are connected via gauge transformations. We have used this result before as a method for resolution of equations, included…
The program of studying general nonlinear Markov processes was put forward in V. N. Kolokoltsov "Nonlinear Markov Semigroups and Interacting L\'evy Type Processes" (Journ. Stat. Physics 126:3 (2007), 585-642), and was developed by the…
In this paper, we study the behavior of categorical actions of a Lie algebra $\mathfrak{g}$ under the deformation of their spectra. We give conditions under which the general point of a family of categorical actions of $\mathfrak{g}$ carry…
We define a L\'evy process on a smooth manifold $M$ with a connection as a projection of a solution of a Marcus stochastic differential equation on a holonomy bundle of $M$, driven by a holonomy-invariant L\'evy process on a Euclidean…
We consider a Markov process on non-negative integer arrays of a certain shape, this shape being determined by general parameters in the model which correspond to drifts. In the case where these drifts are trivial, the arrays are reverse…
Our main result is the martingale representations for Markov additive processes where the modulator is a Levy process. These processes have three parts: the modulator, the jumps of the ordinate triggered by the modulator, and the…
L\'evy processes in the sense of Sch\"urmann on the Lie algebra of the Lorentz grouop are studied. It is known that only one of the irreducible unitary representations of the Lorentz group admits a non-trivial one-cocycle. A Sch\"urmann…
When is it possible to interpret a given Markov process as a L\'evy-like process? Since the class of L\'evy processes can be defined by the relation between transition probabilities and convolutions, the answer to this question lies in the…
We consider a general honest homogeneous continuous-time Markov process with restarts. The process is forced to restart from a given distribution at time moments generated by an independent Poisson process. The motivation to study such…