Related papers: Semiflow selection and Markov selection theorems
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.
In the development of stochastic integration and the theory of semimartingales, Markov processes have been a constant source of inspiration. Despite this historical interweaving, it turned out that semimartingales should be considered the…
The class of nonlinear Markov processes is characterized by the dependence of the current state of the process on its current distribution in addition to the dependence on the previous state. Due to this feature, these processes are…
We give a substitute to Feller property for semigroups of time-changed processes; under some conditions this leads to establish sufficient (new) conditions for the semigroups to be Feller. Moreover, given a standard process and a sequence…
In the present work we study self-interacting diffusions following an infinite dimensional approach. First we prove existence and uniqueness of a solution with Markov property. Then we study the corresponding transition semigroup and, more…
We present and explore a general method for deriving a Lie-Markov model from a finite semigroup. If the degree of the semigroup is $k$, the resulting model is a continuous-time Markov chain on $k$ states and, as a consequence of the product…
Convergence properties of time inhomogeneous Markov chain based discrete and continuous time linear consensus algorithms are analyzed. Provided that a so-called infinite jet flow property is satisfied by the underlying chains, necessary…
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…
This paper deals with control of partially observable discrete-time stochastic systems. It introduces and studies Markov Decision Processes with Incomplete Information and with semi-uniform Feller transition probabilities. The important…
In a companion paper, the authors have characterized all deterministic semigroups, and all Markov semigroups, whose trajectories are Carathe'odory solutions to a given ODE x'=f(x), with f possibly discontinuous. The present paper…
In this paper we study a family of nonlinear (conditional) expectations that can be understood as a diffusion with uncertain local characteristics. Here, the differential characteristics are prescribed by a set-valued function. We establish…
The embedding problem of Markov transition matrices into continuous-time Markov semigroups is a classic problem that regained a lot of impetus and activities in recent years. We consider it here for the following generalisation of the…
We study a fairly general class of time-homogeneous stochastic evolutions driven by noises that are not white in time. As a consequence, the resulting processes do not have the Markov property. In this setting, we obtain constructive…
The probabilistic description of finite classical systems often leads to linear kinetic equations. A set of physically motivated mathematical requirements is accordingly formulated. We show that it necessarily implies that solutions of such…
We study a time-non-homogeneous Markov process which arose from free probability, and which also appeared in the study of stochastic processes with linear regressions and quadratic conditional variances. Our main result is the explicit…
The rigorous linking of exact stochastic models to mean-field approximations is studied. Starting from the differential equation point of view the stochastic model is identified by its Kolmogorov equations, which is a system of linear ODEs…
We study existence and uniqueness of invariant probability measures for continuous-time Markov processes on general state spaces. Existence is obtained from tightness of time averages under a weak regularity assumption inspired by…
This paper develops a novel operator theoretic framework to study the contraction properties of Markov semigroups with respect to a general class of Kantorovich semi-distances, which notably includes Wasserstein distances. The rather simple…
This paper studies some analytical properties of weak solutions of 3D stochastic primitive equations with periodic boundary conditions. The martingale problem associated to this model is shown to have a family of solutions satisfying the…
A group is Markov if it admits a prefix-closed regular language of unique representatives with respect to some generating set, and strongly Markov if it admits such a language of unique minimal-length representatives over every generating…