Related papers: Transfer of regularity for Markov semigroups
In this paper, we discuss long-time behavior of sample paths for a wide range of regime-switching diffusions. Firstly, almost sure asymptotic stability is concerned (i) for regime-switching diffusions with finite state spaces by the…
For Markov processes with absorption, we provide general criteria ensuring the existence and the exponential non-uniform convergence in total variation norm to a quasi-stationary distribution. We also characterize a subset of its domain of…
The stability analysis of possibly time varying positive semigroups on non necessarily compact state spaces, including Neumann and Dirichlet boundary conditions is a notoriously difficult subject. These crucial questions arise in a variety…
Given a semi-Markov law, using an additional parameter, we consider a family of stochastic flows corresponding to that law. Then we suitably select a particular flow, for which we obtain expressions of the meeting and merging probabilities…
Maximal regularity is a fundamental concept in the theory of partial differential equations. In this paper, we establish a fully discrete version of maximal regularity for a parabolic equation. We derive various stability results in…
This paper considers the speed of convergence (mixing) of a finite Markov kernel $P$ with respect to the Kullback-Leibler divergence (entropy). Given a Markov kernel one defines either a discrete-time Markov chain (with the $n$-step…
A general affine Markov semigroup is formulated as the convolution of a homogeneous one with a skew convolution semigroup. We provide some sufficient conditions for the regularities of the homogeneous affine semigroup and the skew…
We investigate the regularity of the strongly continuous semigroup associated with a system of two coupled second order evolution equations with indirect damping, whose stability was recently studied by Hao et al. By deriving the asymptotic…
We study the Bernoulli property for a class of partially hyperbolic systems arising from skew products. More precisely, we consider a hyperbolic map $(T,M,\mu)$, where $\mu$ is a Gibbs measure, an aperiodic H\"older continuous cocycle…
It is well known that a regular diffusion on an interval $I$ without killing inside is uniquely determined by a canonical scale function $s$ and a canonical speed measure $m$. Note that $s$ is a strictly increasing and continuous function…
We study a $d$-dimensional stochastic process $\mathbf{X}$ which arises from a L\'evy process $\mathbf{Y}$ by partial resetting, that is the position of the process $\mathbf{X}$ at a Poisson moment equals $c$ times its position right before…
Let $X$ be a nonempty set and $\mathcal{P}=\{X_i\colon i\in I\}$ a partition of $X$. Denote by $T(X)$ the full transformation semigroup on $X$, and $T(X, \mathcal{P})$ the subsemigroup of $T(X)$ consisting of all transformations that…
A quantum Markov semigroup can be represented via classical diffusion processes solving a stochastic Schr\"odinger equation. In this paper we first prove that a quantum Markov semigroup is irreducible if and only if classical diffusion…
It is well known that the transition semigroup of an Ornstein Uhlenbeck process with delay is not strong Feller for small times, so it has no regularizing effects when acting on bounded and continuous functions. In this paper we study…
We consider the Fluctuation Dissipation Theorem (FDT) of statistical physics from a mathematical perspective. We formalize the concept of "linear response function" in the general framework of Markov processes. We show that for processes…
We construct a Hunt process that can be described as an isotropic $\alpha$-stable L\'evy process reflected from the complement of a bounded open Lipschitz set. In fact, we introduce a new analytic method for concatenating Markov processes.…
We study the properties of energy flux in wave turbulence via the Majda-McLaughlin-Tabak (MMT) equation with a quadratic dispersion relation. One of our purposes is to resolve the inter-scale energy flux $P$ in the stationary state to…
Run-and-tumble particles (RTPs) have emerged as a paradigmatic example for studying nonequilibrium phenomena in statistical mechanics. The invariant measure of a wide class of RTPs subjected to a potential possesses a density that is…
The standard mean-field treatment of low-temperature superconductors leads to a square-root divergent density of states at the gap value. This feature can lead to unphysical logarithmic divergences in various quantities, such as currents…
Let $(\E,\F)$ be a symmetric non-local Dirichlet from with unbounded coefficient on $L^2(\R^d;\d x)$ defined by $$\E(f,g)=\iint_{\R^d\times \R^d} (f(y)-f(x))(g(x)-g(y)){W(x,y)}\, J(x,\d y)\,\d x, \quad f,g\in \F,$$ where $J(x,\d y)$ is…