Related papers: Hypercontractivity and Its Applications for Functi…

Let $P^V_t$, $t\ge0$, be the Schrodinger semigroup associated to a potential $V$ and Markov semigroup $P_t$, $t\ge0$, on $C(X)$. Existence is established of a left eigenvector and right eigenvector corresponding to the spectral radius…

The dynamics of the solutions to a class of conservative SPDEs are analysed from two perspectives: Firstly, a probabilistic construction of a corresponding random dynamical system is given for the first time. Secondly, the existence and…

We consider the stochastic differential equations of the form \begin{equation*} \begin{cases} dX^ x(t) = \sigma(X(t-)) dL(t) \\ X^ x(0)=x,\quad x\in\mathbb{R}^ d, \end{cases} \end{equation*} where $\sigma:\mathbb{R}^ d\to \mathbb{R}^ d$ is…

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…

We consider a stochastic electroconvection model describing the nonlinear evolution of a surface charge density in a two-dimensional fluid with additive stochastic forcing. We prove the existence and uniqueness of solutions, we define the…

We start by considering infinite dimensional Markovian dynamics in R^m generated by operators of hypocoercive type and for such models we obtain short and long time pointwise estimates for all the derivatives, of any order and in any…

In this paper we study a family of nonlinear (conditional) expectations that can be understood as a semimartingale with uncertain local characteristics. Here, the differential characteristics are prescribed by a time and path-dependent…

In this paper we consider a large class of symmetric Markov processes $X=(X_t)_{t\ge0}$ on $\R^d$ generated by non-local Dirichlet forms, which include jump processes with small jumps of $\alpha$-stable-like type and with large jumps of…

In this paper, we consider a class of inhomogeneous semi-Markov processes directly based on intensity processes for marked point processes. We show that this class satisfies the semi-Markov properties defined elsewhere in the literature. We…

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…

Let $(\phi_t)_{t \geq 0}$ be a semigroup of holomorphic self-maps of the unit disk $\mathbb{D}$ with Denjoy-Wolff point $\tau=1$. The angular derivative is $\phi_t^{\prime}(1)= e^{-\lambda t}$, where $\lambda \geq 0$ is the spectral value…

In the study of Markovian processes, one of the principal achievements is the equivalence between the $\Phi$-Sobolev inequalities and an exponential decrease of the $\Phi$-entropies. In this work, we develop a framework of Markov semigroups…

Let $\gamma_{d}$ be the $d$-dimensional standard Gaussian measure and $\{Q_{t}\}_{t\ge 0}$ the Ornstein-Uhlenbeck semigroup acting on $L^{1}(\gamma_{d})$. We show that the hypercontractivity of $\{Q_{t}\}_{t\ge 0}$ is equivalent to the…

We give locally finite Markov trees in $L^p$-compact$,$ separable Hilbert$,$ supersymmetric process$:$ $[0,\infty)\!\times\!\mathbb{R}^{\lvert\mathcal{A}^{\otimes m}\rvert}/\mathcal{A}^{\otimes m}$ on quantum ${\rm…

We analyse $C_0$-semigroups of contractive operators on real-valued $L^p$-spaces for $p \not= 2$ and on other classes of non-Hilbert spaces. We show that, under some regularity assumptions on the semigroup, the geometry of the unit ball of…

By using the ultracontractivity of a reference diffusion semigroup, Krylov's estimate is established for a class of degenerate SDEs with singular drifts, which leads to existence and pathwise uniqueness by means of Zvonkin's transformation.…

In terms of a nice reference probability measure, integrability conditions on the path-dependent drift are presented for (infinite-dimensional) degenerate PDEs to have regular positive solutions. To this end, the corresponding stochastic…

We characterize Markov lattice semigroups induced by measurable semiflows on probability spaces by properties of their generators. In addition we construct topological models on compact spaces for such semigroups.

We consider a class of discrete $q$-state spin models defined in terms of a translation-invariant quasilocal specification with discrete clock-rotation invariance which have extremal Gibbs measures $\mu'_{\varphi}$ labeled by the…

We establish that, for a Markov semi-group, $L^2$ hypocoercivity, i.e. contractivity for a modified $L^2$ norm, implies quantitative deviation bounds for additive functionals of the associated Markov process and exponential integrability of…