Related papers: One-dimensional diffusion processes with moving me…
In the present work we study self-interacting diffusions following an infinite dimensional approach. First we prove existence and uniqueness of a solution with Markov property. Then we study the corresponding transition semigroup and, more…
We study the existence of Feller semigroups arising in the theory of multidimensional diffusion processes. We study bounded perturbations of elliptic operators with boundary conditions containing an integral over the closure of the domain…
In this note we consider a family of nonlinear (conditional) expectations that can be understood as a multidimensional diffusion with uncertain drift and certain volatility. Here, the drift is prescribed by a set-valued function that…
We consider processes that coincide with a given diffusion process except on the boundaries of a finite collection of domains. The behavior on each of the boundaries is asymmetric: the process is much more likely to enter the interior of…
In this paper we study a family of nonlinear (conditional) expectations that can be understood as a diffusion with uncertain local characteristics. Here, the differential characteristics are prescribed by a set-valued function. We establish…
The Feller process is an one-dimensional diffusion process with linear drift and state-dependent diffusion coefficient vanishing at the origin. The process is positive definite and it is this property along with its linear character that…
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…
Motivated by models of signaling pathways in B lymphocytes, which have extremely large nuclei, we study the question of how reaction-diffusion equations in thin $2D$ domains may be approximated by diffusion equations in regions of smaller…
We study in some generality intertwinings between $h$-transforms of Karlin-McGregor semigroups associated with one dimensional diffusion processes and those of their Siegmund duals. We obtain couplings so that the corresponding processes…
We establish the fractional diffusion limit of the kinetic scattering equation with diffusive boundary condition in a strongly convex bounded domain $\mathcal{D}\subset\mathbb{R}^d$. According to the nature of the boundary condition, two…
We introduce a probabilistic representation of the derivative of the semigroup associated to a multidimensional killed diffusion process defined on the half-space. The semigroup derivative is expressed as a functional of a process that is…
Various equivalent conditions for a semigroup or a resolvent generated by a Markov process to be of Feller type are given.
We consider Markov processes that alternate continuous motions and jumps in a general locally compact polish space. Starting from a mechanistic construction, a first contribution of this article is to provide conditions on the dynamics so…
A simple Markov process is considered involving a diffusion in one direction and a transport in a transverse direction. Quantitative mixing rate estimates are obtained with limited assumptions about the transport field, which might be…
We show that a one-dimensional regular continuous Markov process \(\X\) with scale function \(s\) is a Feller--Dynkin process precisely if the space transformed process \(s (X)\) is a martingale when stopped at the boundaries of its state…
We consider diffusion processes on metric graphs with semipermeable sticky membranes in each vertex. We prove that the process is governed by a Feller semigroup and find its asymptotic behavior as diffusion's speed increases to infinity…
The theory of monotonicity and duality is developed for general one-dimensional Feller processes. Moreover it is shown that local monotonicity conditions (conditions on the L\'evy kernel) are sufficient to prove the well-posedness of the…
For a minimal diffusion process on $ (a,b) $, any possible extension of it to a standard process on $ [a,b] $ is characterized by the characteristic measures of excursions away from the boundary points $ a $ and $ b $. The generator of the…
We investigate a reaction-diffusion problem in a two-component porous medium with a nonlinear interface condition between the different components. One component is connected and the other one is disconnected. The ratio between the…
We consider a collection of fully coupled weakly interacting diffusion processes moving in a two-scale environment. We study the moderate deviations principle of the empirical distribution of the particles' positions in the combined limit…