Related papers: Quasimartingales associated to Markov processes

In this paper, we obtain a Lamperti type representation for real-valued self-similar Markov processes, killed at their hitting time of zero. Namely, we represent real-valued self-similar Markov processes as time changed multiplicative…

We construct a family of self-similar Markov martingales with given marginal distributions. This construction uses the self-similarity and Markov property of a reference process to produce a family of Markov processes that possess the same…

It is well-known that well-posedness of a martingale problem in the class of continuous (or r.c.l.l.) solutions enables one to construct the associated transition probability functions. We extend this result to the case when the martingale…

Let $U=\{U_{j,k},j,k\in \overline {\mathbb N}\}$ be the potential of a transient symmetric Borel right process $X$ with state space $\overline {\mathbb N}$. For any excessive function $f=\{f_{k,k\in \overline {\mathbb N}}\}$ for $X$ ,…

Quasidiagonal operators on a Hilbert space are a large and important class (containing all self-adjoint operators for instance). They are also perfectly suited for study via the finite section method (a particular Galerkin method). Indeed,…

When a thermally isolated system performs a driving process in the quasistatic regime, its variation of average energy is equal to its quasistatic work. Even though presenting this simple definition, few attempts have been made to describe…

Semi-Markov processes are a generalization of Markov processes since the exponential distribution of time intervals is replaced with an arbitrary distribution. This paper provides an integro-differential form of the Kolmogorov's backward…

A $\lambda$-invariant measure of a sub-Markov chain is a left eigenvector of its transition matrix of eigenvalue $\lambda$. In this article, we give an explicit integral representation of the $\lambda$-invariant measures of subcritical…

The objective of this paper is to examine the restriction of a right process on a Radon topological space, excluding a negligible set, and investigate whether the restricted object can induce a Markov process with desirable properties. We…

We develop a general approach of the almost sure central limit theorem for the quasi-continuous vectorial martingales and we release a quadratic extension of this theorem while specifying speeds of convergence. As an application of this…

Chen, Fitzsimmons, Kuwae and Zhang (Ann. Probab. 36 (2008) 931-970) have established an Ito formula consisting in the development of F(u(X)) for a symmetric Markov process X, a function u in the Dirichlet space of X and any…

The approximation of integral type functionals is studied for discrete observations of a continuous It\^o semimartingale. Based on novel approximations in the Fourier domain, central limit theorems are proved for $L^2$-Sobolev functions…

We establish sufficient conditions for exponential convergence to a unique quasi-stationary distribution in the total variation norm. These conditions also ensure the existence and exponential ergodicity of the Q-process, the process…

Calculation of current and order parameter distribution in inhomogeneous superconductors is often based on a self-consistent solution of Eilenberger equations for quasiclassical Green's functions. Compared to the original Gorkov equations,…

It is shown by constructing Rohlins canonical measures that for a strictly stationary, d-dimensional vector-valued process X there exists another strictly stationary d-dimensional process U with uniform one-dimensional marginals and with…

The aim of this paper is to study the Frechet-Urysohn property of the space $Q_p(X,\mathbb{R})$ of real-valued quasicontinuous functions, defined on a Hausdorff space $X$, endowed with the pointwise convergence topology. It is proved that…

We prove under mild conditions that the Fleming-Viot process selects the minimal quasi-stationary distribution for Markov processes with soft killing on non-compact state spaces. Our results are applied to multi-dimensional birth and death…

We refine stochastic calculus for symmetric Markov processes without using time reverse operators. Under some conditions on the jump functions of locally square integrable martingale additive functionals, we extend Nakao's divergence-like…

We study properties of a subclass of Markov processes that have all moments that are continuous functions of the time parameter and more importantly are characterized by the property that say their $n-$th conditional moment given the past…

In this paper we give a bijection between the class of permutations that can be drawn on an X-shape and a certain set of permutations that appears in [Knuth] in connection to sorting algorithms. A natural generalization of this set leads us…