Related papers: $L^2$-theory for transitions semigroups associated…

An oscillator group $G$ is a semidirect product of a Heisenberg group with a one-parameter group. In this article we construct Olshanski semigroups for infinite-dimensional oscillator groups. These are complex involutive semigroups which…

Let A be a commutative Banach algebra such that uA = {0} for u $\in$ A \ {0} which possesses dense principal ideals. The purpose of the paper is to give a general framework to define F (--$\lambda$1$\Delta$T 1 ,. .. , --$\lambda$ k…

Under mild conditions a delay semigroup can be transformed into a (generalized) contraction semigroup by modifying the inner product on the (Hilbert) state space into an equivalent inner product. Applications to stability of differential…

We consider a Riemmaniann compact manifold $M$, the associated Laplacian $\Delta$ and the corresponding Brownian motion $X_t$, $t\geq 0.$ Given a Lipschitz function $V:M\to\mathbb R$ we consider the operator $\frac{1}{2}\Delta+V$, which…

In this paper, we first define a discrete version of the fractional Laplace operator $(-\Delta)^{s}$ through the heat semigroup on a stochastically complete, connected, locally finite graph $G = (V, E, \mu, w)$. Secondly, we define the…

Let $L$ be a positive definite self-adjoint operator on the $L^2$-space associated to a $\si$-finite measure space. Let $H$ be the dual space of the domain of $L^{1/2}$ w.r.t. $L^2(\mu)$. By using an It\^o type inequality for the $H$-norm…

The solution to nonlinear Fokker-Planck equation is constructed in terms of the minimal Markov semigroup generated by the equation. The semigroup is obtained by a purely functional analytical method via Hille-Yosida theorem. The existence…

Consider $n$ independent Goldstein-Kac telegraph processes $X_1(t), \dots ,X_n(t), \; n\ge 2, \; t\ge 0,$ on the real line $\Bbb R$. Each the process $X_k(t), \; k=1,\dots,n,$ describes a stochastic motion at constant finite speed $c_k>0$…

In this article we present an $L_p$-theory ($p\geq 2$) for the time-fractional quasi-linear stochastic partial differential equations (SPDEs) of type $$ \partial^{\alpha}_tu=L(\omega,t,x)u+f(u)+\partial^{\beta}_t \sum_{k=1}^{\infty}\int^t_0…

We study the (generalized) semi-Weyl commutation relations $$ U_gAU_g^*=g(A) \quad \text{ on }\quad \Dom(A), $$ where $A$ is a densely defined operator and $G\ni g\mapsto U_g$ is a unitary representation of the subgroup $G$ of the affine…

We study an elliptic differential equation set in two habitats under semi-permeability conditions at the interface. This equation describes some dispersal process in population dynamics. Using functional calculus and results in Lutz Weis…

We study the existence of the stochastic flow associated to a linear stochastic evolution equation $$d X= AX\,d t +\sum_{k} B_k X\,d W_k, $$ on a Hilbert space. Our first result covers the case where $A$ is the generator of a…

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…

A unitary representation of a, possibly infinite dimensional, Lie group G is called semi-bounded if the corresponding operators id\pi(x) from the derived representations are uniformly bounded from above on some non-empty open subset of the…

For an arbitrary Hilbert space-valued Ornstein-Uhlenbeck process we construct the Ornstein-Uhlenbeck Bridge connecting a starting point $x$ and an endpoint $y$ that belongs to a certain linear subspace of full measure. We derive also a…

Consider an algebraic variety $X$ over a base scheme $S$ and a faithful base change $T \to S$. Given an admissible subcategory $\CA$ in the bounded derived category of coherent sheaves on $X$, we construct an admissible subcategory in the…

Consider the linear stochastic differential equation (SDE) on $\mathbb{R}^n$: \[\mathrm {d}{X}_t=AX_t\,\mathrm{d}t+B\,\mathrm{d}L_t,\] where $A$ is a real $n\times n$ matrix, $B$ is a real $n\times d$ real matrix and $L_t$ is a L\'{e}vy…

Several important properties of positive semidefinite processes of Ornstein--Uhlenbeck type are analysed. It is shown that linear operators of the form $X\mapsto AX+XA^{\mathrm{T}}$ with $A\in M_d(\mathbb{R})$ are the only ones that can be…

We generalise the theory of energy functionals used in the study of gradient systems to the case where the domain of definition of the functional cannot be embedded into the Hilbert space $H$ on which the associated operator acts, such as…

We study dissipative phase transitions in a system of two coupled fully-connected quantum Ising models interacting with an environment. The dynamics is governed by a Lindblad master equation combining coherent unitary evolution and…