Related papers: Transfer of regularity for Markov semigroups

An iterative procedure is developed with the aim of constructing homogeneity rules for the distribution P(rho,delta) of the particle density rho at resolution scale delta. A single iteration step consists of a change in the normalization…

We investigate the Poisson regression method for Markov and semi-Markov jump processes from a nonparametric angle, allowing the lengths of the time and duration intervals in the partition to vary with the number of observations. Imposing no…

Starting from an integral projective variety $Y$ equipped with a very ample, non-special and not-secant defective line bundle $\mathcal{L}$, the paper establishes, under certain conditions, the regularity of $(Y \times \mathbb…

Consider a family of smooth immersions $F(\cdot,t): M^n\to \mathbb{R}^{n+1}$ of closed hypersurfaces in $\mathbb{R}^{n+1}$ moving by the mean curvature flow $\frac{\partial F(p,t)}{\partial t} = -H(p,t)\cdot \nu(p,t)$, for $t\in [0,T)$. We…

We study a large class of reversible Markov chains with discrete state space and transition matrix $P_N$. We define the notion of a set of {\it metastable points} as a subset of the state space $\G_N$ such that (i) this set is reached from…

This paper investigates the mean stability of a class of discrete-time stochastic switched linear systems using the $L^p$-norm joint spectral radius of the probability distributions governing the switched systems. First we prove a converse…

We consider graph diffusion processes constructed from finite i.i.d. samples drawn from an unknown manifold embedded in ambient Euclidean space, where the graph affinity is defined by an ambient Gaussian kernel matrix. We show that the…

In a paper entitled singularities of invariant densities for random switching between two linear odes in 2D, Bakhtin et al [5], consider a Markov process obtained by random switching between two stable linear vector fields in the plane and…

Non-linear Hawkes processes with memory kernels given by the sum of Erlang kernels are considered. It is shown that their stability properties can be studied in terms of an associated class of piecewise deterministic Markov processes,…

We consider a one-dimensional stationary time series of fixed duration $T$. We investigate the time $t_{\rm m}$ at which the process reaches the global maximum within the time interval $[0,T]$. By using a path-decomposition technique, we…

In this paper we study the local and global regularity properties of the Zakharov system on the half line with rough initial data. These properties include local and global wellposedness results, local and global smoothing results and the…

We study the asymptotic behaviour of Markov processes on large weighted Erdos-Renyi graphs where the transition rates of the vertices are only influenced by the state of their neighbours and the corresponding weight on the edges. We find…

We establish the density of the partial regularity result in the class of continuous viscosity solutions. Given a fully nonlinear equation, we prove the existence of a sequence entitled to the partial regularity result, approximating its…

We consider sequences $(X_t^N)_{t\geq0}$ of Markov processes in two dimensions whose fluid limit is a stable solution of an ordinary differential equation of the form $\dot{x}_t=b(x_t)$, where $b(x)={\pmatrix{-\mu 0 0 \lambda}}x+\tau(x)$…

For the speed-change exclusion process on $\mathbb{Z}^d$ reversible with respect to the product Bernoulli measure, we prove that its semigroup $P_t$ satisfies a variance decay $\operatorname{Var}[P_t u] = C_u t^{-\frac{d}{2}} +…

In this work, we study some special properties of smoothness concerning to the initial value problem associated with the Zakharov-Kuznetsov-(ZK) equation in the $n-$ dimensional setting, $n\geq 2.$ It is known that the solutions of the ZK…

Herein, we analyze an efficient branching particle method for asymptotic solutions to a class of continuous-discrete filtering problems. Suppose that $t\to X_t$ is a Markov process and we wish to calculate the measure-valued process…

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…

Let $\{X_n\}_{n\in\N}$ be a Markov chain on a measurable space $\X$ with transition kernel $P$ and let $V:\X\r[1,+\infty)$. The Markov kernel $P$ is here considered as a linear bounded operator on the weighted-supremum space $\cB_V$…

We discuss a general framework of monotone skew-product semiflows under a connected group action. In a prior work, a compact connected group $G$-action has been considered on a strongly monotone skew-product semiflow. Here we relax the…