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

We propose a second order differential calculus to analyze the regularity and the stability properties of the distribution semigroup associated with McKean-Vlasov diffusions. This methodology provides second order Taylor type expansions…

Let $\Lambda_s$ denote the inhomogeneous Lipschitz space of order $s\in(0,\infty)$ on $\mathbb{R}^n$. This article characterizes the distance $d(f, V)_{\Lambda_s}: = \inf_{g\in V} \|f-g\|_{\Lambda_s}$ from a function $f\in \Lambda_s$ to a…

Two families of stochastic interacting particle systems, the interacting Brownian motions and Bessel processes, are defined as extensions of Dyson's Brownian motion models and the eigenvalue processes of the Wishart and Laguerre processes…

We study perturbations of topological pressures, Gibbs measures and measure-theoretic entropies of these measures concerning perturbed potentials defined on topologically transitive subshift of finite type. The subshift with respect to…

Let $(M,g_0)$ be a compact Riemmanian manifold of dimension $n$. Let $P_0 (\h) := -\h^2\Delta_{g}+V$ be the semiclassical Schr\"{o}dinger operator for $\h \in (0,\h_0]$, and let $E$ be a regular value of its principal symbol…

Motivated by the notion of isotropic $\alpha$-stable L\'evy processes confined, by reflections, to a bounded open Lipschitz set $D\subset \mathbb{R}^d$, we study some related analytical objects. Thus, we construct the corresponding…

Given a stationary continuous-time process $f(t)$, the Hilbert-Schmidt operator $A_{\tau}$ can be defined for every finite $\tau$\cite{Vautard1989SingularSA}. Let $\lambda_{\tau,i}$ be the eigenvalues of $A_{\tau}$ with descending order. In…

In this work we study the Ruelle Operator associated to a continuous potential defined on a countable product of a compact metric space. We prove a generalization of Bowen's criterion for the uniqueness of the eigenmeasures. One of the main…

In thermodynamics, entropy production and work quantify irreversibility and the consumption of useful energy, respectively, when a system is driven out of equilibrium. For quantum systems, these quantities can be identified at the…

The class of Sturm-Liouville operators on the space of square integrable functions on a finite interval is considered. According to the Riesz-spectral property, the self-adjointness and the positivity of such unbounded linear operators on…

We investigate properties of Markov quasi-diffusion processes corresponding to elliptic operators $L=a^{ij}D_{ij}+b^{i}D_{i}$, acting on functions on $\mathbb{R}^{d}$, with measurable coefficients, bounded and uniformly elliptic $a$ and…

We consider the process of diffusion scattering of a wave function given on the phase space. In this process the heat diffusion is considered only along momenta. We write down the modified Kramers equation describing this situation. In this…

This work puts forward a generalization of the well-known rocking Markovian Brownian ratchets to the realm of antipersistent non-Markovian subdiffusion in viscoelastic media. A periodically forced subdiffusion in a parity-broken ratchet…

We consider differential operators $L$ acting on functions on a Riemannian surface, $\Sigma$, of the form $$L = \Delta + V -a K ,$$where $\Delta$ is the Laplacian of $\Sigma$, $K$ is the Gaussian curvature, $a$ is a positive constant and $V…

We investigate signatures of convergence for a sequence of diffusion processes on a line, in conservative force fields stemming from superharmonic potentials $U(x)\sim x^m$, $m=2n \geq 2$. This is paralleled by a transformation of each…

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…

We consider the Cauchy problem of the porous medium type reaction-diffusion equation \begin{equation*} \partial_t\rho=\Delta\rho^m+\rho g(\rho),\quad (x,t)\in \mathbb{R}^n\times \mathbb{R}_+,\quad n\geq2,\quad m>1, \end{equation*} where $g$…

We construct a new random probability measure on the sphere and on the unit interval which in both cases has a Gibbs structure with the relative entropy functional as Hamiltonian. It satisfies a quasi-invariance formula with respect to the…

We consider the persistence probability of a certain fractional Gaussian process $M^H$ that appears in the Mandelbrot-van Ness representation of fractional Brownian motion. This process is self-similar and smooth. We show that the…

We show that, under certain smoothness conditions, a Brownian martingale at a fixed time can be represented as an exponential of its value at a later time. The time-dependent generator of this exponential operator is equal to one half times…