Related papers: Semi-Uniform Feller Stochastic Kernels
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…
Computations in small Coxeter groups and infinite dihedral groups suggest that Kazhdan-Lusztig cells for unequal parameters obey to some "semicontinuity" phenomenon (as the parameter vary). The aim of this paper is to provide a rigorous…
This paper provides a Feller's test for explosions of one-dimensional continuous stochastic Volterra processes of convolution type. The study focuses on dynamics governed by nonsingular kernels, which preserve the semimartingale property of…
We give a partial answer to an important open problem in descriptive set theory, the Decomposability Conjecture for Borel functions on an analytic subset of a Polish space to a separable metrizable space. Our techniques employ deep results…
We study perturbations of Feller generators under `lower order terms' with measurable coefficients. We investigate which properties of the original semigroup -- such as positivity, conservativeness and the Feller property -- are passed to…
The structure of transformation semigroups on a finite set is analyzed by introducing a hierarchy of functions mapping subsets to subsets. The resulting hierarchy of semigroups has a corresponding hierarchy of minimal ideals, or kernels.…
We study a category of probability spaces and measure-preserving Markov kernels up to almost sure equality. This category contains, among its isomorphisms, mod-zero isomorphisms of probability spaces. It also gives an isomorphism between…
We formulate a criterion for the existence of an invariant measure for a Feller semigroup defined on a metric space with the e-property for bounded continuous functions and use it to prove the asymptotic stability of a semigroup satisfying…
Employing recent results on stochastic differential equations associated with the standard model of non-relativistic quantum electrodynamics by B. G\"uneysu, J.S. M{\o}ller, and the present author, we study the continuity of the…
A stable-like process is a Feller process $(X_t)_{t\geq 0}$ taking values in $\mathbb{R}^d$ and whose generator behaves, locally, like an $\alpha$-stable L\'evy process, but the index $\alpha$ and all other characteristics may depend on the…
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…
We show that if a product system comes from a quantum Markov semigroup, then it carries a natural Borel structure with respect to which the semigroup may be realized in terms of a measurable representation. We show, too, that the dual…
The present work develops a construction of a CD category of partial kernels from a particular type of Markov category called a partializable Markov category. These are a generalization of earlier models of categories of partial morphisms…
This article gives a new insight of kernel-based (approximation) methods to solve the high-dimensional stochastic partial differential equations. We will combine the techniques of meshfree approximation and kriging interpolation to extend…
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…
We provide sufficient conditions for uniqueness of an invariant probability measure of a Markov kernel in terms of (generalized) couplings. Our main theorem generalizes previous results which require the state space to be Polish. We provide…
We propose a kernel-based partial permutation test for checking the equality of functional relationship between response and covariates among different groups. The main idea, which is intuitive and easy to implement, is to keep the…
Let $U\subset K$ be an open and dense subset of a compact metric space and let $\{\Phi_t\}_{t\ge0}$ be a Markov semigroup on the space of bounded Borel measurable functions on $U$ with the strong Feller property. Suppose that for each…
Motivated by networked systems in random environment and controlled hybrid stochastic dynamic systems, this work focuses on modeling and analysis of a class of switching diffusions consisting of continuous and discrete components. Novel…
Strong Feller property and irreducibility are study for a class of non-linear monotone stochastic partial differential equations with multiplicative noise. H\"older continuity of the associated Markov semigroups are discussed in some…