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We study the relation between L\'evy processes under nonlinear expectations, nonlinear semigroups and fully nonlinear PDEs. First, we establish a one-to-one relation between nonlinear L\'evy processes and nonlinear Markovian convolution…

Probability · Mathematics 2020-08-20 Robert Denk , Michael Kupper , Max Nendel

We analyse certain degenerate infinite dimensional sub-elliptic generators, and obtain estimates on the long-time behaviour of the corresponding Markov semigroups that describe a certain model of heat conduction. In particular, we establish…

Probability · Mathematics 2010-08-17 J. Inglis , M. Neklyudov , B. Zegarlinski

In this work, we address ergodicity of smooth actions of finitely generated semi-groups on an m-dimensional closed manifold M. We provide sufficient conditions for such an action to be ergodic with respect to the Lebesgue measure. Our…

Dynamical Systems · Mathematics 2015-05-14 Azam Ehsani , Fatome-Helen Ghane , Marzie Zaj

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.

Probability · Mathematics 2021-11-03 Kouhei Matsuura

We consider semigroups of Ruelle-expanding maps, parameterized by random walks on the free semigroup, with the aim of examining their complexity and exploring the relation between intrinsic properties of the semigroup action and the…

Dynamical Systems · Mathematics 2017-02-01 Maria Carvalho , Fagner B. Rodrigues , Paulo Varandas

We investigate properties of Markov quasi-diffusion processes corresponding to elliptic operators $L=a^{ij}D_{ij}+b^{i}D_{i}$, acting on functions on $\mathbb{R}^{d}$, with measurable coefficients, bounded and uniformly elliptic $a$ and…

Probability · Mathematics 2020-04-01 N. V. Krylov

In this paper, we derive exponential ergodicity in relative entropy for general kinetic SDEs under a partially dissipative condition. It covers non-equilibrium situations where the forces are not of gradient type and the invariant measure…

Probability · Mathematics 2025-07-10 Xing Huang , Eva Kopfer , Pierre Monmarché , Panpan Ren

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 and we show that…

Analysis of PDEs · Mathematics 2022-04-12 Elie Abdo , Mihaela Ignatova

In this paper, we introduce the notions of topological pressure and measure-theoretic entropy for a free semigroup action. Suppose that a free semigroup acts on a compact metric space by continuous self-maps. To this action, we assign a…

Dynamical Systems · Mathematics 2016-10-27 Xiaogang Lin , Dongkui Ma , Yupan Wang

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…

Probability · Mathematics 2025-06-30 Panpan Ren , Feng-Yu Wang , Simon Wittmann

If $(T_t)$ is a semigroup of Markov operators on an $L^1$-space that admits a non-trivial lower bound, then a well-known theorem of Lasota and Yorke asserts that the semigroup is strongly convergent as $t \to \infty$. In this article we…

Functional Analysis · Mathematics 2016-04-08 Moritz Gerlach , Jochen Glück

In this article, we prove Neveu decomposition for the action of the locally compact amenable semigroup of positive contractions on semifinite von Neumann algebras and thus, it entirely resolves the problem for the actions of arbitrary…

Operator Algebras · Mathematics 2023-08-29 Panchugopal Bikram , Diptesh Saha

We study the quasi-ergodicity of compact strong Feller semigroups $U_t$, $t > 0$, on $L^2(M,\mu)$; we assume that $M$ is a locally compact Polish space equipped with a locally finite Borel measue $\mu$. The operators $U_t$ are…

Functional Analysis · Mathematics 2025-02-19 Kamil Kaleta , René L. Schilling

We study the monotone skew-product semiflow generated by a family of neutral functional differential equations with infinite delay and stable D-operator. The stability properties of D allow us to introduce a new order and to take the…

Dynamical Systems · Mathematics 2024-02-01 Víctor Muñoz-Villarragut , Sylvia Novo , Rafael Obaya

The problem of existence and uniqueness of absolutely continuous invariant measures for a class of piecewise deterministic Markov processes is investigated using the theory of substochastic semigroups obtained through the Kato--Voigt…

Probability · Mathematics 2015-12-03 Weronika Biedrzycka , Marta Tyran-Kaminska

The focus of this article is on entropy and Markov processes. We study the properties of functionals which are invariant with respect to monotonic transformations and analyze two invariant "additivity" properties: (i) existence of a…

Data Analysis, Statistics and Probability · Physics 2013-11-12 A. N. Gorban , P. A. Gorban , G. Judge

In this article, we solve the problem of the long time behaviour of transition probabilities of time-inhomogeneous Markov processes and give a unified approach to stochastic differential equations (SDEs) with periodic, quasi-periodic,…

Probability · Mathematics 2023-07-18 Chunrong Feng , Baoyou Qu , Huaizhong Zhao

Semi-Markov processes play an important role in the effective description of partially accessible systems in stochastic thermodynamics. They occur, for instance, in coarse-graining procedures such as state lumping and when analyzing waiting…

Statistical Mechanics · Physics 2026-01-19 Alexander M. Maier , Jonas H. Fritz , Udo Seifert

Let $\{T_t\}_{t>0}$ be a strongly continuous semigroup of positive contractions on $L_p(X,\mu)$ with $1<p<\infty$. Let $E$ be a UMD Banach lattice of measurable functions on another measure space $(\Omega,\nu)$. For $f\in L_p(X; E)$ define…

Functional Analysis · Mathematics 2014-05-27 Quanhua Xu

We investigate the well-posedness and long-time behavior of a general continuum neural field model with Gaussian noise on possibly unbounded domains. In particular, we give conditions for the existence of invariant probability measures by…

Probability · Mathematics 2025-05-21 Anna-Mariya Otsetova , Jonas M. Tölle