Related papers: Transfer of regularity for Markov semigroups

A formula for the transition density of a Markov process defined by an infinite-dimensional stochastic equation is given in terms of the Ornstein--Uhlenbeck bridge and a useful lower estimate on the density is provided. As a consequence,…

We develop a method of driving a Markov processes through a continuous flow. In particular, at the level of the transition functions we investigate an approach of adding a first order operator to the generator of a Markov process, when the…

The filtering equations associated to a partially observed jump diffusion model $(Z_t)_{t\in [0,T]}=(X_t,Y_t)_{t\in [0,T]}$, driven by Wiener processes and Poisson martingale measures are considered. Building on results from two preceding…

Let $X$ be an arbitrary set and let $T(X)$ denote the full transformation monoid on $X$. We prove that an element of $T(X)$ is unit-regular if and only if it is semi-balanced. For infinite $X$, we discuss regularity of the submonoid of…

We consider Markov chains on partially ordered sets that generalize the success-runs and remaining life chains in reliability theory. We find conditions for recurrence and transience and give simple expressions for the invariant…

We consider the convergence of a continuous-time Markov chain approximation X^h, h>0, to an R^d-valued Levy process X. The state space of X^h is an equidistant lattice and its Q-matrix is chosen to approximate the generator of X. In…

Let {X_n,n\geq0} be a Markov chain on a general state space X with transition probability P and stationary probability \pi. Suppose an additive component S_n takes values in the real line R and is adjoined to the chain such that…

We study the boundedness and convergence to equilibrium of weak solutions to reaction-diffusion systems with nonlinear diffusion. The nonlinear diffusion is of porous medium type and the nonlinear reaction terms are assumed to grow…

For strongly continous semigroups on Hilbert spaces, we investigate admissibility properties of control and observation operators shifted along continuous scales of spaces built by means of either interpolation and extrapolation or…

We establish H\"older regularity and gradient estimates for the transition semigroup of the solutions to the following SDE: $$ {\rm d} X_t=\sigma (t, X_{t-}){\rm d} Z_t+b (t, X_t){\rm d} t,\ \ X_0=x\in{\mathbb R}^d, $$ where $( Z_t)_{t\geq…

It is known that linear advection equations with Sobolev velocity fields have very poor regularity properties: Solutions propagate only derivatives of logarithmic order, which can be measured in terms of suitable Gagliardo seminorms. We…

We consider OPRL and OPUC with measures regular in the sense of Ullman-Stahl-Totik and prove consequences on the Jacobi parameters or Verblunsky coefficients. For example, regularity on $[-2,2]$ implies $\lim_{N\to\infty} N^{-1}…

Using pointwise semigroup techniques, we establish sharp rates of decay in space and time of a perturbed reaction diffusion front to its time-asymptotic limit. This recovers results of Sattinger, Henry and others of time-exponential…

Suppose $X$ is a right process which is associated with a non-symmetric Dirichlet form $(\mathcal{E},D(\mathcal{E}))$ on $L^{2}(E;m)$. For $u\in D(\mathcal{E})$, we have Fukushima's decomposition:…

In this paper we study on smooth bounded domains the global regularity (up to the boundary) for weak solutions to systems having $p$-structure depending only on the symmetric part of the gradient.

We consider processes which are functions of finite-state Markov chains. It is well known that such processes are rarely Markov. However, such processes are often regular in the following sense: the distant past values of the process have…

Since the theorems of Schur and van der Waerden, numerous partition regularity results have been proved for linear equations, but progress has been scarce for non-linear ones, the hardest case being equations in three variables. We prove…

Let $(X, Y)$ be a couple of quasi-Banach lattices of measurable functions on $\mathbb T \times \Omega$ satisfying some additional assumptions. The K-closedness of a couple of Hardy-type spaces $(X_A, Y_A)$ in $(X, Y)$ and the stability of…

If $(T_t)$ is a semigroup of Markov operators on an $L^1$-space that admits a non-trivial lower bound, then a well-known theorem of Lasota and Yorke asserts that the semigroup is strongly convergent as $t \to \infty$. In this article we…

We consider Shimura varieties associated to a unitary group of signature $(n-1, 1)$. For these varieties, we construct $p$-adic integral models over odd primes $p$ which ramify in the imaginary quadratic field with level subgroup at $p$…