Related papers: Functional Inequalities for Non-Symmetric Stochast…

Dynamical symmetries are of considerable importance in elucidating the complex behaviour of strongly interacting systems with many degrees of freedom. Paradigmatic examples are cooperative phenomena as they arise in phase transitions, where…

General theorems on the closability and quasi-regularity of non-local Markovian symmetric forms on probability spaces $(S, {\cal B}(S), \mu)$, with $S$ Fr{\'e}chet spaces such that $S \subset {\mathbb R}^{\mathbb N}$, ${\cal B}(S)$ is the…

Physical systems with symmetries are described by functions containing kinematical and dynamical parts. We consider the case when kinematical symmetries are described by a noncompact semisimple real Lie group $G$. Then separation of…

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 study the asymptotic behavior of three classes of nonlocal functionals in complete metric spaces equipped with a doubling measure and supporting a Poincar\'e inequality. We show that the limits of these nonlocal functionals are…

The notion of spherically symmetric superfunctions as functions invariant under the orthosymplectic group is introduced. This leads to dimensional reduction theorems for differentiation and integration in superspace. These spherically…

Weak approximations have been developed to calculate the expectation value of functionals of stochastic differential equations, and various numerical discretization schemes (Euler, Milshtein) have been studied by many authors. We present a…

In this article we prove the pathwise uniqueness for stochastic differential equations in $\mR^d$ with time-dependent Sobolev drifts, and driven by symmetric $\alpha$-stable processes provided that $\alpha\in(1,2)$ and its spectral measure…

Let $G$ be a Lie Group with a left invariant connection such that its connection function is skew-symmetric. Our main goal is to show a version of Pluzhnikov's Theorem for this kind of connection. To this end, we use the stochastic…

We give sufficient conditions for Mosco convergences for the following three cases: symmetric locally uniformly elliptic diffusions, symmetric L\'evy processes, and symmetric jump processes in terms of the $L^1(\mathbb R;dx)$-local…

We study the exponential dissipation of entropic functionals for continuous time Markov chains and the associated convex Sobolev inequalities, including MLSI and Beckner inequalities. We propose a method that combines the Bakry \'Emery…

We study random walks on groups with the feature that, roughly speaking, successive positions of the walk tend to be "aligned". We formalize and quantify this property by means of the notion of deviation inequalities. We show that deviation…

Let $X$ be an isotropic unimodal L\'{e}vy jump process on $\mathbb{R}^d$. We develop probabilistic methods which in many cases allow us to determine whether $X$ satisfies the elliptic Harnack inequality (EHI), by looking only at the jump…

We study the notion of reverse hypercontractivity. We show that reverse hypercontractive inequalities are implied by standard hypercontractive inequalities as well as by the modified log-Sobolev inequality. Our proof is based on a new…

We study the relationship between functional inequalities for a Markov kernel on a metric space $X$ and inequalities of transportation distances on the space of probability measures $\mathcal{P}(X)$. Extending results of Luise and Savar\'e…

Nakao's stochastic integrals for continuous additive functionals of zero energy are extended from the symmetric Dirichlet forms setting to the non-symmetric Dirichlet forms setting. Ito's formula in terms of the extended stochastic…

This is a survey article of geometric properties of noncommutative symmetric spaces of measurable operators $E(\mathcal{M},\tau)$, where $\mathcal{M}$ is a semifinite von Neumann algebra with a faithful, normal, semifinite trace $\tau$, and…

In this paper, we consider a product of a symmetric stable process in $\mathbb{R}^d$ and a one-dimensional Brownian motion in $\mathbb{R}^+$. Then we define a class of harmonic functions with respect to this product process. We show that…

In this article, motivated by a work of Caffarelli and Cordoba in phase transitions analysis, we prove new weighted anisotropic Sobolev type inequalities, that is Sobolev type inequalities where different derivatives have different weight…

We develop a Bayesian graphical modeling framework for functional data for correlated multivariate random variables observed over a continuous domain. Our method leads to graphical Markov models for functional data which allows the graphs…