Related papers: Functional Inequalities for Non-Symmetric Stochast…
Based on coupling in two steps and the regularization approximations of the underlying subordinators, we establish log-Harnack inequalities for Markov semigroups generated by a class of non-local Gruschin type operators. Some concrete…
We provide a condition for f-ergodicity of strong Markov processes at a subgeometric rate. This condition is couched in terms of a supermartingale property for a functional of the Markov process. Equivalent formulations in terms of a drift…
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…
A new notion of stochastic transformation is proposed and applied to the study of both weak and strong symmetries of stochastic differential equations (SDEs). The correspondence between an algebra of weak symmetries for a given SDE and an…
The aim of this note is to investigate the concentration properties of unbounded functions of geometrically ergodic Markov chains. We derive concentration properties of centered functions with respect to the square of the Lyapunov's…
Using elliptic regularity results in weighted spaces, stochastic calculus and the theory of non-symmetric Dirichlet forms, we first show weak existence of non-symmetric distorted Brownian motion for any starting point in some domain $E$ of…
We prove existence of invariant measures for the Markovian semigroup generated by the solution to a parabolic semilinear stochastic PDE whose nonlinear drift term satisfies only a kind of symmetry condition on its behavior at infinity, but…
By using the $\Phi$-entropy inequality derived in \cite{Wu, Ch} for Poisson measures, the same type of inequality is established for a class of stochastic differential equations driven by purely jump L\'evy processes. The semigroup…
We prove an intrinsic equivalence between strong hypercontractivity and a strong logarithmic Sobolev inequality for the cone of logarithmically subharmonic functions. We introduce a new large class of measures, Euclidean regular and…
In his seminal 1934 paper on Brownian motion and the theory of gases Kolmogorov introduced a second order evolution equation which displays some challenging features. In the opening of his 1967 hypoellipticity paper H\"ormander discussed a…
In this paper, we study the existence of extremal functions of the discrete Sobolev inequality and Hardy-Littlewood-Sobolev inequality on lattice graphs. We introduce the discrete Concentration-Compactness principle, and prove the existence…
Recent results have shown how to partition the space of Markov systems into dynamical equivalence classes. These equivalence classes structure transport properties in such a way that makes, among other features, their responses fully…
In this paper, we derive new sharp weighted Alexandrov-Fenchel and Minkowski inequalities for smooth, closed hypersurfaces under various convexity assumptions in Euclidean, spherical, and hyperbolic spaces. These inequalities extend…
We provide a systematic study of the notion of duality of Markov processes with respect to a function. We discuss the relation of this notion with duality with respect to a measure as studied in Markov process theory and potential theory…
We treat the class of universal Markov processes on the d-dimensional Euklidean space which do not depend on random. For these, as well as for several subclasses, we prove criteria whether a function f, defined on the positive half-line,…
We consider non-local Ornstein-Uhlenbeck (OU) operators that correspond to Ornstein-Uhlenbeck processes driven by L\'evy processes. These are ergodic Markov processes and the OU operator is in general non-normal in the $L^2$ space weighted…
By using the algebraic construction outlined in \cite{CGRS}, we introduce several Markov processes related to the ${\mathcal{U}}_q(\mathfrak{su}(1,1))$ quantum Lie algebra. These processes serve as asymmetric transport models and their…
We discuss an analytic form of the dilation inequality for symmetric convex sets in Euclidean spaces, which is a counterpart of analytic aspects of Cheeger's isoperimetric inequality. We show that the dilation inequality for symmetric…
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…
Let $F$ be a (non-Markov) countably piecewise expanding interval map satisfying certain regularity conditions, and $\tilde\L$ the corresponding transfer operator. We prove the Dolgopyat inequality for the twisted operator $\tilde\L_s(v) =…