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We define a L\'evy process on a smooth manifold $M$ with a connection as a projection of a solution of a Marcus stochastic differential equation on a holonomy bundle of $M$, driven by a holonomy-invariant L\'evy process on a Euclidean…

Probability · Mathematics 2021-09-14 Aleksandar Mijatović , Veno Mramor

In this article, we consider the problem of periodic homogenization of a Feller process generated by a pseudo-differential operator, the so-called L\'evy-type process. Under the assumptions that the generator has rapidly periodically…

Probability · Mathematics 2020-06-29 Nikola Sandrić , Ivana Valentić , Jian Wang

We investigate the spectrum of the generator of a self-adjoint transition semigroup of a (symmetric) L\'{e}vy process taking values in $d$--dimensional space.

Probability · Mathematics 2019-04-17 David Applebaum

When is it possible to interpret a given Markov process as a L\'evy-like process? Since the class of L\'evy processes can be defined by the relation between transition probabilities and convolutions, the answer to this question lies in the…

Probability · Mathematics 2020-09-08 Rúben Sousa , Manuel Guerra , Semyon Yakubovich

Motivated by the notion of isotropic $\alpha$-stable L\'evy processes confined, by reflections, to a bounded open Lipschitz set $D\subset \mathbb{R}^d$, we study some related analytical objects. Thus, we construct the corresponding…

Probability · Mathematics 2023-10-17 Krzysztof Bogdan , Markus Kunze

We prove smoothing properties of nonlocal transition semigroups associated to a class of stochastic differential equations (SDE) driven by additive pure-jump L\'evy noise. In particular, we assume that the L\'evy process driving the SDE is…

Probability · Mathematics 2012-08-15 Seiichiro Kusuoka , Carlo Marinelli

We give necessary and sufficient conditions guaranteeing that the coupling for L\'evy processes (with non-degenerate jump part) is successful. Our method relies on explicit formulae for the transition semigroup of a compound Poisson process…

Probability · Mathematics 2015-05-19 René L. Schilling , Jian Wang

We analyze the microlocal structure of the infinitesimal generator of a L\'evy process on a closed Riemannian manifold when conjugate points are allowed. We show that if there are no singular conjugate pairs, then the infinitesimal…

Differential Geometry · Mathematics 2023-11-03 Kevin Tully

Chernoff approximations of Feller semigroups and the associated diffusion processes in Riemannian manifolds are studied. The manifolds are assumed to be of bounded geometry, thus including all compact manifolds and also a wide range of…

Functional Analysis · Mathematics 2022-10-17 Sonia Mazzucchi , Valter Moretti , Ivan Remizov , Oleg Smolyanov

Strongly continuous semigroups of unital completely positive maps (i.e. quantum Markov semigroups or quantum dynamical semigroups) on compact quantum groups are studied. We show that quantum Markov semigroups on the universal or reduced…

Operator Algebras · Mathematics 2014-02-18 Fabio Cipriani , Uwe Franz , Anna Kula

In this article we consider the Levy processes and the corresponding semigroup. We represent the generator of this semigroup in a convolution form. Using the obtained convolution form and the theory of integral equations we investigate the…

Probability · Mathematics 2011-04-05 Lev Sakhnovich

We prove a new generation result in $L^1$ for a large class of non-local operators with non-degenerate local terms. This class contains the operators appearing in Fokker-Planck or Kolmogorov forward equations associated with L\'evy driven…

Dynamical Systems · Mathematics 2018-01-12 Linghua Chen , Espen Robstad Jakobsen

We derive explicitly the coupling property for the transition semigroup of a L\'{e}vy process and gradient estimates for the associated semigroup of transition operators. This is based on the asymptotic behaviour of the symbol or the…

Probability · Mathematics 2012-12-06 René L. Schilling , Paweł Sztonyk , Jian Wang

The main objective of the present work is to study contraction semigroups generated by Laplace operators on metric graphs, which are not necessarily self-adjoint. We prove criteria for such semigroups to be continuity and positivity…

Functional Analysis · Mathematics 2008-02-27 Vadim Kostrykin , Jurgen Potthoff , Robert Schrader

This paper constructs a class of martingale transforms based on L\'evy processes on Lie groups. From these, a natural class of bounded linear operators on the $L^p$-spaces of the group (with respect to Haar measure) for $1<p<\infty$, are…

Probability · Mathematics 2012-06-08 David Applebaum , Rodrigo Bañuelos

We study recurrence and transience for L\'{e}vy processes induced by topological transformation groups. In particular the transience-recurrence dichotomy in terms of potential measures is established and transience is shown to be equivalent…

Probability · Mathematics 2011-03-22 David Applebaum

We investigate several fundamental properties of kinetic Langevin processes in $\mathbb{R}^{2d}$, defined as solutions to the following system: $$dx\_t = v\_t \, dt, \qquad dv\_t = \mathbf{B}(x\_t, v\_t) \, dt + dL\_t$$ where $(L\_t, t \ge…

Mathematical Physics · Physics 2026-04-08 T Batisse , A Guillin , B Nectoux , L Wu

In contrast to their seemingly simple and shared structure of independence and stationarity, L\'evy processes exhibit a wide variety of behaviors, from the self-similar Wiener process to piecewise-constant compound Poisson processes.…

Probability · Mathematics 2024-11-14 Julien Fageot , Alireza Fallah , Thibaut Horel

Let $M$ be a compact Riemannian manifold with boundary $\pp M$ and $L= \DD+Z$ for a $C^1$-vector field $Z$ on $M$. Several equivalent statements, including the gradient and Poincar\'e/log-Sobolev type inequalities of the Neumann semigroup…

Probability · Mathematics 2009-08-21 Feng-Yu Wang

We introduce a class of L\'{e}vy processes subject to specific regularity conditions, and consider their Feynman-Kac semigroups given under a Kato-class potential. Using new techniques, first we analyze the rate of decay of eigenfunctions…

Probability · Mathematics 2015-06-05 Kamil Kaleta , József Lőrinczi
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