Related papers: From semi-Markov random evolutions to scattering t…
We study Lorentz processes in two different settings. Both cases are characterized by infinite expectation of the free-flight times, contrary to what happens in the classical Gallavotti-Spohn models. Under a suitable Boltzmann-Grad type…
The paper is devoted to the problem of existence of propagators for an abstract linear non-autonomous evolution Cauchy problem of hyperbolic type in separable Banach spaces. The problem is solved using the so-called evolution semigroup…
We study the convergence of semilinear parabolic stochastic evolution equations, posed on a sequence of Banach spaces approximating a limiting space and driven by additive white noise projected onto the former spaces. Under appropriate…
The abstract Cauchy problem for the distributed order fractional evolution equation in the Caputo and in the Riemann-Liouville sense is studied for operators generating a strongly continuous one-parameter semigroup on a Banach space.…
We introduce the concept evolutionary semigroups on path spaces, generalizing the notion of transition semigroups to possibly non-Markovian stochastic processes. We study the basic properties of evolutionary semigroups and, in particular,…
We provide a new perturbation theorem for substochastic semigroups on abstract AL spaces extending Kato's perturbation theorem to non-densely defined operators. We show how it can be applied to piecewise deterministic Markov processes and…
Using backward propagators, we construct inhomogeneous Random Evolutions on Banach spaces driven by (uniformly ergodic) Semi-Markov processes. After studying some of their properties (measurability, continuity, integral representation), we…
A novel framework for the analysis of observation statistics on time discrete linear evolutions in Banach space is presented. The model differs from traditional models for stochastic processes and, in particular, clearly distinguishes…
We consider stochastic reaction-diffusion equations on a finite network represented by a finite graph. On each edge in the graph a multiplicative cylindrical Gaussian noise driven reaction-diffusion equation is given supplemented by a…
Stochastic evolution equations in Banach spaces with unbounded nonlinear drift and diffusion operators driven by a finite dimensional Brownian motion are considered. Under some regularity condition assumed for the solution, the rate of…
The treatment of two-dimensional random walks in the quarter plane leads to Markov processes which involve semi-infinite matrices having Toeplitz or block Toeplitz structure plus a low-rank correction. Finding the steady state probability…
We study a general class of translation invariant quantum Markov evolutions for a particle on $\bbZ^d$. The evolution consists of free flow, interrupted by scattering events. We assume spatial locality of the scattering events and…
In this paper, we investigate abstract time-fractional evolution equations with nonlinear perturbations. We construct solutions of Lipschitz perturbation problems in arbitrary large time interval independent of the Lipschitz constants. We…
The paper introduces the notion of skew-evolution semiflows and presents the concept of pointwise trichotomy in the case of skew-evolution semiflows on a Banach space. The connection with the classic notion of trichotomy presented by us in…
We study the Cauchy problem for an abstract quasilinear stochastic parabolic evolution equation on a Banach space driven by a cylindrical Brownian motion. We prove existence and uniqueness of a local strong solution up to a maximal stopping…
The dynamics of a point particle in a periodic array of spherical scatterers converges, in the limit of small scatterer size, to a random flight process, whose paths are piecewise linear curves generated by a Markov process with memory two.…
"Quantum trajectories" are solutions of stochastic differential equations also called Belavkin or Stochastic Schr\"odinger Equations. They describe random phenomena in quantum measurement theory. Two types of such equations are usually…
We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…
Anomalous transport processes in which the variance of the distance travelled does not necessarily increase linearly with time are modelled using the formalism of continuous time random walks. We compute particle propagators which have the…
One of the central challenges in kinetic theory is the derivation of macroscopic evolution equations--describing, for example, the dynamics of an electron gas--from the underlying fundamental microscopic laws of classical or quantum…