Related papers: Transfer of regularity for Markov semigroups

Using techniques of the theory of semigroups of linear operators we study the question of approximating solutions to equations governing diffusion in thin layers separated by a semi-permeable membrane. We show that as thickness of the…

The stability and contraction properties of positive integral semigroups on Polish spaces are investigated. Our novel analysis is based on the extension of V-norm contraction methods, associated to functionally weighted Banach spaces for…

For $p\in [1,\infty]$, we define a smooth manifold structure on the set $AC_{L^p}([a,b],N)$ of absolutely continuous functions $\gamma\colon [a,b]\to N$ with $L^p$-derivatives for all real numbers $a<b$ and each smooth manifold $N$ modeled…

We prove that, given $\epsilon>0$ and $k\geq 1$, there is an integer $n$ such that the following holds. Suppose $G$ is a finite group and $A\subseteq G$ is $k$-stable. Then there is a normal subgroup $H\leq G$ of index at most $n$, and a…

We are interested in estimating the location of what we call "smooth change-point" from $n$ independent observations of an inhomogeneous Poisson process. The smooth change-point is a transition of the intensity function of the process from…

Stochastic convergence of discrete time Markov processes has been analysed based on a dual Lyapunov approach. Using some existing results on ergodic theory of Markov processes, it has been shown that existence of a properly subinvariant…

In this paper we consider the notion of normality of sequences in shifts of finite type. A sequence is normal if the frequency of each block exists and is equal to the Parry measure of the block. We give a characterization of normality in…

We consider regularity for solutions of a class of de Rham's functional equations. Under some smoothness conditions of functions consisting the equation, we improve some results in Hata (Japan J. Appl. Math. 1985). Our results are…

Transition path theory (TPT) for diffusion processes is a framework for analysing the transitions of multiscale ergodic diffusion processes between disjoint metastable subsets of state space. Most methods for applying TPT involve the…

We investigate the metastable behavior of reversible Markov chains on possibly countable infinite state spaces. Based on a new definition of metastable Markov processes, we compute precisely the mean transition time between metastable sets.…

We give a necessary and sufficient condition for a homogeneous Markov process taking values in $\R^n$ to enjoy the time-inversion property of degree $\alpha$. The condition sets the shape for the semigroup densities of the process and…

In this paper, we adopt a nonparametric Bayesian approach and investigate the asymptotic behavior of the posterior distribution in continuous time and general state space semi-Markov processes. In particular, we obtain posterior…

Compressive isothermal turbulence is known to have a near lognormal density probability distribution function (PDF) with a width that scales with the sonic Mach number and nature of the turbulent driving (solenoidal vs compressive).…

We give necessary and sufficient criteria for a distribution to be smooth or uniformly H\"{o}lder continuous in terms of approximation sequences by smooth functions; in particular, in terms of those arising as regularizations…

Under some regularity conditions on $b$, $\sigma$ and $\alpha$, we prove that the following perturbed stochastic differential equation \begin{equation} X_t=x+\int_0^t b(X_s)ds+\int_0^t \sigma(X_s) dB_s+\alpha \sup_{0 \le s \le t} X_s, \ \ \…

We consider a Markov chain $\{X_n\}_{n=0}^\8$ on $\R^d$ defined by the stochastic recursion $X_{n}=M_n X_{n-1}+Q_n$, where $(Q_n,M_n)$ are i.i.d. random variables taking values in the affine group $H=\R^d\rtimes {\rm GL}(\R^d)$. Assume that…

We study the long time behaviour of a Markov process evolving in $\mathbb{N}$ and conditioned not to hit 0. Assuming that the process comes back quickly from infinity, we prove that the process admits a unique quasi-stationary distribution…

We study continuity and H\"older continuity of $t\mapsto P_tf$, where $P_t$ is a generalized Mehler semigroup in $C_b(X)$, the space of the continuous and bounded functions from a Banach space $X$ to $R$, and $f\in C_b(X)$. The generators…

Under multiplicative drift and other regularity conditions, it is established that the asymptotic variance associated with a particle filter approximation of the prediction filter is bounded uniformly in time, and the nonasymptotic,…

In this paper we study a family of nonlinear (conditional) expectations that can be understood as a semimartingale with uncertain local characteristics. Here, the differential characteristics are prescribed by a time and path-dependent…