Related papers: Diffusion Processes: entropy, Gibbs states and the…

We obtain a exponential large deviation upper bound for continuous observables on suspension semiflows over a non-uniformly expanding base transformation with non-flat singularities or criticalities, where the roof function defining the…

Motivated by L\'{e}vy's characterization of Brownian motion on the line, we propose an analogue of Brownian motion that has as its state space an arbitrary closed subset of the line that is unbounded above and below: such a process will be…

Einstein's explanation of Brownian motion provided one of the cornerstones which underlie the modern approaches to stochastic processes. His approach is based on a random walk picture and is valid for Markovian processes lacking long-term…

We consider the Kolmogorov operator associated with a reaction-diffusion equation having polynomially growing reaction coefficient and perturbed by a noise of multiplicative type, in the Banach space $E$ of continuous functions. By…

We examine two stochastic processes with random parameters, which in their basic versions (i.e., when the parameters are fixed) are Gaussian and display long range dependence and anomalous diffusion behavior, characterized by the Hurst…

In this paper we intend to give a comprehensive approach of functional inequalities for diffusion processes under some "curvature" assumptions. Our notion of curvature coincides with the usual $\Gamma_2$ curvature of Bakry and Emery in the…

We consider new concepts of entropy and pressure for stationary systems acting on density matrices which generalize the usual ones in Ergodic Theory. Part of our work is to justify why the definitions and results we describe here are…

Let $L$ be a second order elliptic operator on $R^d$ with a constant diffusion matrix and a dissipative (in a weak sense) drift $b \in L^p_{loc}$ with some $p>d$. We assume that $L$ possesses a Lyapunov function, but no local boundedness of…

Consider a compact metric space $(M, d_M)$ and $X = M^{\mathbb{N}}$. We prove a Ruelle's Perron Frobenius Theorem for a class of compact subshifts with Markovian structure introduced in [Bull. Braz. Math. Soc. 45 (2014), pp. 53-72] which…

A semiclassical approximation for an evolving density operator, driven by a "closed" hamiltonian operator and "open" markovian Lindblad operators, is obtained. The theory is based on the chord function, i.e. the Fourier transform of the…

We consider an elliptic self-adjoint first order pseudodifferential operator acting on columns of complex-valued half-densities over a connected compact manifold without boundary. The eigenvalues of the principal symbol are assumed to be…

This paper is devoted to the construction and study of an equilibrium Glauber-type dynamics of infinite continuous particle systems. This dynamics is a special case of a spatial birth and death process. On the space $\Gamma$ of all locally…

Let $\mathcal{X}$ be a real separable Hilbert space. 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 and let $\{W(t)\}_{t\geq 0}$ be…

We develop the Ruelle transfer operator theory for Axiom A diffeomorphisms and construct Sinai-Ruelle-Bowen measures, carrying the symbolic spectral results of Part I [64] over to smooth dynamics through the Markov partition coding of Part…

Let E be a type 2 UMD Banach space, H a Hilbert space and let p be in [1,\infty). Consider the following stochastic delay equation in E: dX(t) = AX(t) + CX_t + b(X(t),X_t)dW_H(t), t>0; X(0) = x_0; X_0 = f_0. Here A : D(A) -> E is the…

In this article, we study strictly elliptic, second-order differential operators on a bounded Lipschitz domain in $\mathbb{R}^d$, subject to certain non-local Wentzell-Robin boundary conditions. We prove that such operators generate…

Chernoff approximations of Feller semigroups and the associated diffusion processes in Riemannian manifolds are studied. The manifolds are assumed to be of bounded geometry, thus including all compact manifolds and also a wide range of…

Let ${M}$ be a compact Riemannian submanifold of ${{\bf R}^m}$ of dimension $\scriptstyle{d}$ and let ${X_1,...,X_n}$ be a sample of i.i.d. points in ${M}$ with uniform distribution. We study the random operators $$…

Let $X$ be a linear diffusion and $f$ a non-negative, Borel measurable function. We are interested in finding conditions on $X$ and $f$ which imply that the perpetual integral functional $$ I^X_\infty(f):=\int_0^\infty f(X_t) dt $$ is…

In the present review we survey the properties of a transcendental function of the Wright type, nowadays known as M-Wright function, entering as a probability density in a relevant class of self-similar stochastic processes that we…