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

Let X be the mild solution to a semilinear stochastic partial differential equation. In this article, we develop methodology to sample from the infinite-dimensional diffusion bridge that arises from conditioning X on a linear transformation…

In this paper, we deal with a class of time-homogeneous continuous-time Markov processes with transition probabilities bearing a nonparametric uncertainty. The uncertainty is modeled by considering perturbations of the transition…

We consider diffusion processes in Hilbert spaces with constant non-degenerate diffusion operators and show that, under broad assumptions on the drift, the transition probabilities of the process are positive on ellipsoids associated with…

We give sufficient conditions on an operator space $E$ and on a semigroup of operators on a von Neumann algebra $M$ to obtain a bounded analytic or a $R$-analytic semigroup $(T_t \otimes Id_E)_{t \geq 0}$ on the vector valued noncommutative…

We extend the Ruzhansky-Turunen theory of pseudo differential operators on compact Lie groups into a tool that can be used to investigate group-valued Markov processes in the spirit of the work in Euclidean spaces of N.Jacob and…

Let $P \subset \mathbb{R}^{d}$ be a closed convex cone. Assume that $P$ is pointed, i.e. the intersection $P \cap -P=\{0\}$ and $P$ is spanning, i.e. $P-P=\mathbb{R}^{d}$. Denote the interior of $P$ by $\Omega$. Let $E$ be a product system…

We construct the exact partition function of the Potts model on a complete graph subject to external fields with linear and nematic type couplings. The partition function is obtained as a solution to a linear diffusion equation and the free…

We construct a continuous semigroup of weak, dissipative solutions to a nonlinear partial differential equations modeling nematic liquid crystals. A new distance functional, determined by a problem of optimal transportation, yields sharp…

A new formulation of statistical mechanics is put forward according to which a random variable characterizing a macroscopic body is postulated to be infinitely divisible. It leads to a parametric representation of partition function of an…

We study a class of finite dimensional quantum dynamical semigroups exp(tL) whose generators L are sums of Lindbladians satisfying the detailed balance condition. Such semigroup arise in the weak coupling (van Hove) limit of Hamiltonian…

The contraction semigroup $S(t)={\rm e}^{t\mathbb{A}}$ generated by the abstract linear dissipative evolution equation $$ \ddot u + A u + f(A) \dot u=0 $$ is analyzed, where $A$ is a strictly positive selfadjoint operator and $f$ is an…

Let $T(X)$ be the full transformation semigroup on a set $X$, and let $L(V)$ be the semigroup under composition of all linear transformations on a vector space $V$ over a field. For a subset $Y$ of $X$ and a subspace $W$ of $V$, consider…

The L-fractional derivative is defined as a certain normalization of the well-known Caputo derivative, so alternative properties hold: smoothness and finite slope at the origin for the solution, velocity units for the vector field, and a…

Consider ``stochastic differential equations" driven by fractional Brownian motion with Hurst parameter H (1/4 <H< 1). Their solutions are sometimes called fractional diffusion processes. The main purpose of this paper is conditioning these…

We consider the Halfin-Whitt diffusion process $X_d(t)$, which is used, for example, as an approximation to the $m$-server $M/M/m$ queue. We use recently obtained integral representations for the transient density $p(x,t)$ of this diffusion…

Let $a$ be a finite signed measure on $[-r, 0]$ with $r \in (0, \infty)$. Consider a stochastic process $(X^{(\vartheta)}(t))_{t\in[-r,\infty)}$ given by a linear stochastic delay differential equation \[ \mathrm{d} X^{(\vartheta)}(t) =…

The main goal of this paper is to understand the formation of hexagonal patterns from the dynamical transition theory point of view. We consider the transitions from a steady state of an abstract nonlinear dissipative system. To shed light…

We consider a class of evolution equations in Lindblad form, which model the dynamics of dissipative quantum mechanical systems with mean-field interaction. Particularly, this class includes the so-called Quantum Fokker-Planck-Poisson…

In this note we connect the notion of solutions of a martingale problem to the notion of a strongly continuous and locally equi-continuous semigroup on the space of bounded continuous functions equipped with the strict topology. This…

Fractional derivative can be defined as a fractional power of derivative. The commutator (i/h)[H, ], which is used in the Heisenberg equation, is a derivation on a set of observables. A derivation is a map that satisfies the Leibnitz rule.…