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Related papers: Semiflow selection and Markov selection theorems

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Piecewise Deterministic Markov Processes (PDMPs) are studied in a general framework. First, different constructions are proven to be equivalent. Second, we introduce a coupling between two PDMPs following the same differential flow which…

Probability · Mathematics 2021-08-03 Alain Durmus , Arnaud Guillin , Pierre Monmarché

Semi-Markov processes are Markovian processes in which the firing time of the transitions is modelled by probabilistic distributions over positive reals interpreted as the probability of firing a transition at a certain moment in time. In…

Formal Languages and Automata Theory · Computer Science 2017-12-04 Mathias Ruggaard Pedersen , Nathanaël Fijalkow , Giorgio Bacci , Kim Guldstrand Larsen , Radu Mardare

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…

Probability · Mathematics 2007-05-23 Abhay G Bhatt , Rajeeva L Karandikar , B V Rao

Comparison results are given for time-inhomogeneous Markov processes with respect to function classes induced stochastic orderings. The main result states comparison of two processes, provided that the comparability of their infinitesimal…

Probability · Mathematics 2015-05-13 Ludger Rueschendorf , Alexander Schnurr , Viktor Wolf

We provide an existence and uniqueness result for mild solutions to semilinear stochastic partial differential equations in the framework of the semigroup approach with locally monotone coefficients. An important component of the proof is…

Probability · Mathematics 2025-11-21 Stefan Tappe

We present a short introduction into the framework of piecewise deterministic Markov processes. We illustrate the abstract mathematical setting with a series of examples related to dispersal of biological systems, cell cycle models, gene…

Probability · Mathematics 2015-12-08 Ryszard Rudnicki , Marta Tyran-Kaminska

In the present paper, we give some examples of stochastic differential equations which have delicateness in the Markov and strong Markov properties, the uniqueness locally in time and globally in time, and initial conditions. Moreover, we…

Probability · Mathematics 2022-09-14 Seiichiro Kusuoka

We study monotone skew-product semiflows generated by families of nonautonomous neutral functional differential equations with infinite delay and stable D-operator, when the exponential ordering is considered. Under adequate hypotheses of…

Dynamical Systems · Mathematics 2024-02-02 Sylvia Novo , Rafael Obaya , Víctor M. Villarragut

According to the theory of functional inequalities, a non-symmetric Markov semigroup has better properties than the corresponding symmetric one. For instance, there exist non-symmetric Markov semigroups which are hypercontractive (and thus…

Probability · Mathematics 2017-01-31 Feng-Yu Wang

The first part of the paper is devoted to studying the continuous dependence of the solutions of Carath\'eodory constant delay differential equations where the vector fields satisfy classical cooperative conditions. As a consequence, when…

Dynamical Systems · Mathematics 2021-10-25 Iacopo P. Longo , Sylvia Novo , Rafael Obaya

Dynamical systems that are contracting on a subspace are said to be semicontracting. Semicontraction theory is a useful tool in the study of consensus algorithms and dynamical flow systems such as Markov chains. To develop a comprehensive…

Probability · Mathematics 2022-12-22 Giulia De Pasquale , Kevin D. Smith , Francesco Bullo , Maria Elena Valcher

We prove the existence of a semiflow selection with range the space of c\`agl\`ad, i.e. left--continuous and having right--hand limits functions defined on $[0,\infty)$ and taking values in a Hilbert space. Afterwards, we apply this…

Analysis of PDEs · Mathematics 2020-11-25 Danica Basarić

We develop a general framework for studying ergodicity of order-preserving Markov semigroups. We establish natural and in a certain sense optimal conditions for existence and uniqueness of the invariant measure and exponential convergence…

Probability · Mathematics 2020-10-28 Oleg Butkovsky , Michael Scheutzow

The resolvent Krylov subspace method builds approximations to operator functions $f(A)$ times a vector $v$. For the semigroup and related operator functions, this method is proved to possess the favorable property that the convergence is…

Numerical Analysis · Mathematics 2019-07-15 Volker Grimm , Tanja Göckler

A new infinitesimal characterization of completely positive but not necessarily homomorphic Markov flows from a C^*-algebra to bounded operators on the boson Fock space over L^2(R) is given. Contrarily to previous characterizations, based…

Quantum Physics · Physics 2007-05-23 L. Accardi , S. V. Kozyrev

The exponential ordering is exploited in the context of non-auto\-no\-mous delay systems, inducing monotone skew-product semiflows under less restrictive conditions than usual. Some dynamical concepts linked to the order, such as…

Dynamical Systems · Mathematics 2022-12-09 Sylvia Novo , Rafael Obaya , Ana M. Sanz , Victor M. Villarragut

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

Hyperproperties are properties that describe the correctness of a system as a relation between multiple executions. Hyperproperties generalize trace properties and include information-flow security requirements, like noninterference, as…

Logic in Computer Science · Computer Science 2020-10-14 Rayna Dimitrova , Bernd Finkbeiner , Hazem Torfah

In this paper we study the ergodicity and the related semigroup property for a class of symmetric Markov jump processes associated with time changed symmetric $\alpha$-stable processes. For this purpose, explicit and sharp criteria for…

Probability · Mathematics 2013-12-19 Zhen-Qing Chen , Jian Wang

We consider a discrete time semi-Markov process where the characteristics defining the process depend on a small perturbation parameter. It is assumed that the state space consists of one finite communicating class of states and, in…

Probability · Mathematics 2016-03-21 Mikael Petersson