Related papers: A decomposition of Markov processes via group acti…
Ito's construction of Markovian solutions to stochastic equations driven by a L\'evy noise is extended to nonlinear distribution dependent integrands aiming at the effective construction of linear and nonlinear Markov semigroups and the…
We study a model for the entanglement of a two-dimensional reflecting Brownian motion in a bounded region divided into two halves by a wall with three or more small windows. We map the Brownian motion into a Markov Chain on the fundamental…
We study Markov-modulated affine processes (abbreviated MMAPs), a class of Markov processes that are created from affine processes by allowing some of their coefficients to be a function of an exogenous Markov process. MMAPs allow for…
We study the action of a real reductive group $G$ on a Kahler manifold $Z$ which is the restriction of a holomorphic action of a complex reductive Lie group $U^\mathbb{C}.$ We assume that the action of $U$, a maximal compact connected…
In this paper, we study discrete approximation of reflected Brownian motions on domains in Euclidean space. Our approximation is given by a sequence of Markov chains on partitions of the domain, where we allow uneven or random partitions.…
We consider moving particles in media with nonlinear friction and drive them by an asymmetric dichotomic Markov process. Due to different energy dissipations, during the forward and backward stroke, we obtain a mean non-vanishing directed…
We apply spectral theoretic methods to obtain a Littlewood-Paley decomposition of abstract inhomogeneous Besov spaces in terms of "smooth" and "bandlimited" functions. Well-known decompositions in several contexts are as special examples…
The quantum completion of the space of connections in a manifold can be seen as the set of all morphisms from the groupoid of the edges of the manifold to the (compact) gauge group. This algebraic construction generalizes an analogous…
This paper studies a basic Markov chain, the Burnside process, on the space of flags $G/B$ with $G = GL_n(\mathbb{F}_q)$ and $B$ its upper triangular matrices. This gives rise to a shuffling: a Markov chain on the symmetric group realized…
This paper introduces a general and new formalism to model the turbulent wave-front phase using fractional Brownian motion processes. Moreover, it extends results to non-Kolmogorov turbulence. In particular, generalized expressions for the…
We investigate the concept of cylindrical Wiener process subordinated to a strictly $\alpha$-stable L\'evy process, with $\alpha\in\left(0,1\right)$, in an infinite dimensional, separable Hilbert space, and consider the related stochastic…
Distributional properties -including Laplace transforms- of integrals of Markov processes received a lot of attention in the literature. In this paper, we complete existing results in several ways. First, we provide the analytical solution…
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…
We extend the calculus of multiplicative vector fields and differential forms and their intrinsic derivatives from Lie groups to Lie groupoids; this generalization turns out to include also the classical process of complete lifting from…
We present the probability preserving description of the decaying particle within the framework of quantum mechanics of open systems taking into account the superselection rule prohibiting the superposition of the particle and vacuum. In…
From the point of view of stochastic analysis the Caputo and Riemann-Liouville derivatives of order $\al \in (0,2)$ can be viewed as (regularized) generators of stable L\'evy motions interrupted on crossing a boundary. This interpretation…
Markov processes play an important role in physics and the theory of open systems in particular. In this paper we study the asymptotic evolution of trace-nonincreasing homogenous quantum Markov processes (both types, discrete quantum Markov…
This paper is concerned with ergodic properties of inhomogeneous Markov processes. Since the transition probabilities depend on initial times, the existing methods to obtain invariant measures for homogeneous Markov processes are not…
We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…
In this paper we consider the problem of deformation quantization of the algebra of polynomial functions on coadjoint orbits of semisimple lie groups. The deformation of an orbit is realized by taking the quotient of the universal…