Related papers: Diffusion Processes: entropy, Gibbs states and the…
When is it possible to interpret a given Markov process as a L\'evy-like process? Since the class of L\'evy processes can be defined by the relation between transition probabilities and convolutions, the answer to this question lies in the…
After a short excursion from discovery of Brownian motion to the Richardson "law of four thirds" in turbulent diffusion, the article introduces the L\'{e}vy flight superdiffusion as a self-similar L\'{e}vy process. The condition of…
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…
In this work we investigate the well-posedness for difussion equations associated to subelliptic pseudo-differential operators on compact Lie groups. The diffusion by strongly elliptic operators is considered as a special case and in…
Single-file diffusion behaves as normal diffusion at small time and as anomalous subdiffusion at large time. These properties can be described by fractional Brownian motion with variable Hurst exponent or multifractional Brownian motion. We…
Overdamped Brownian motion of a self-propelled particle is studied by solving the Langevin equation analytically. On top of translational and rotational diffusion, in the context of the presented model, the "active" particle is driven along…
Let $\mathcal{X}$ be a separable Hilbert space with norm $\|\cdot\|$ and let $T>0$. Let $Q$ be a linear, self-adjoint, positive, trace class operator on $\mathcal{X}$, let $F:\mathcal{X}\rightarrow \mathcal{X}$ be a (smooth enough) function…
We present a unifying approach to the study of entropies in Mathematics, such as measure entropy, topological entropy, algebraic entropy, set-theoretic entropy. We take into account discrete dynamical systems, that is, pairs $(X,T)$, where…
In this paper, we extend the ideas of certain notions that one studies in thermodynamic formalism of maps to the context when the dynamics in the phase space evolves by complex holomorphic correspondences. Towards that end, we define the…
A unified treatment is given of some results of H. Donnelly-P. Li and L. Schwartz concerning the behaviour of heat semigroups on open manifolds with given compactifications, on one hand, and the relationship with the behaviour at infinity…
In this paper we study the domain of stable processes, stable-like processes and more general pseudo- and integro-differential operators which naturally arise both in analysis and as infinitesimal generators of L\'evy- and L\'evy-type…
We exhibit a large class of Lyapunov functionals for nonlinear drift-diffusion equations with non-homogeneous Dirichlet boundary conditions. These are generalizations of large deviation functionals for underlying stochastic many-particle…
We are interested in the study of Gibbs and equilbrium probabilities on the lattice $\mathbb{R}^{\mathbb{N}}$. Consider the unilateral full-shift defined on the non-compact set $\mathbb{R}^{\mathbb{N}}$ and an $\alpha$-H\"older continuous…
Let $\mathbb{R}^N_+= [0,\infty)^N$. We here consider a class of random fields $(X_t)_{t\in \mathbb{R}^N_+}$ which are known as Multiparameter L\'evy processes. Related multiparameter semigroups of operators and their generators are…
We study the Rellich type theorem (RT) for the Maxwell operator $\hat H^D=\hat D\hat H_0$ on ${\bf Z}^3$ with constant anisotropic medium, i.e. the permittivity and permeability of which are non-scalar constant diagonal matrices. We also…
Let $M$ be a $d$-dimensional connected compact Riemannian manifold with boundary $\partial M$, let $V\in C^2(M)$ such that $\mu({\rm d} x):={\rm e}^{V(x)}{\rm d} x$ is a probability measure, and let $X_t$ be the diffusion process generated…
The aim of this paper is to study some continuous-time bivariate Markov processes arising from group representation theory. The first component (level) can be either discrete (quasi-birth-and-death processes) or continuous (switching…
Let (S(t)) be a one-parameter family S = (S(t)) of positive integral operators on a locally compact space L. For a possibly non-uniform partition of [0,1] define a measure on the path space C([0,1],L) by using a) S(dt) for the transition…
For a locally compact abelian group $\textbf{R}$ with a uniform lattice $\Lambda$ and a group $G$ that acts on $\textbf{R}$ by continuous automorphisms, we study operators commuting with the representation of $G \rtimes \Lambda$ on…
Reactio-nonlocal diffusion equations model nonlocal transport and anomalous diffusion by replacing the Laplacian with a fractional power, capturing diffusion mechanisms beyond Brownian motion. We primarily study the semilinear problem \[…