Related papers: Strong Feller semigroups and Markov processes: A c…
Let us suppose that we have a right continuous Markov semigroup on $R^d$, $d\ge 1$, such that its potential kernel is given by convolution with a function $G_0=g(|\cdot|)$, where $g$ is decreasing, has a mild lower decay property at zero,…
We provide some sharp criteria for studying the ergodicity and asymptotic stability of general Feller semigroups on Polish metric spaces. As application, the 2D Navier-Stokes equations with degenerate stochastic forcing will be simply…
We show that the Markov semigroups generated by a large class of singular stochastic PDEs satisfy the strong Feller property. These include for example the KPZ equation and the dynamical $\Phi^4_3$ model. As a corollary, we prove that the…
In the context of finite tensor products of Hilbert spaces, we prove that similarity of a tensor product of operator semigroups to a contraction semigroup is equivalent to the corresponding similarity for each factor, after an appropriate…
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 introduce the concept of an imprecise Markov semigroup \(\mathbf Q\). It is a tool that allows us to represent ambiguity around both the transition probabilities and the invariant measure of a continuous-time Markov process via a…
Generators of Markov processes on a countable state space can be represented as finite or infinite matrices. One key property is that the off-diagonal entries corresponding to jump rates of the Markov process are non-negative. Here we…
A Markovian bridge is a probability measure taken from a disintegration of the law of an initial part of the path of a Markov process given its terminal value. As such, Markovian bridges admit a natural parameterization in terms of the…
Our aim is to unify and extend the large deviation upper and lower bounds for the occupation times of a Markov process with $L_2$ semigroups under minimal conditions on the state space and the process trajectories; for example, no strong…
We present new conditions for semigroups of positive operators to converge strongly as time tends to infinity. Our proofs are based on a novel approach combining the well-known splitting theorem by Jacobs, de Leeuw and Glicksberg with a…
We study the quasi-ergodicity of compact strong Feller semigroups $U_t$, $t > 0$, on $L^2(M,\mu)$; we assume that $M$ is a locally compact Polish space equipped with a locally finite Borel measue $\mu$. The operators $U_t$ are…
Assuming a weighted Nash type inequality for the generator $-A$ of a Markov semigroup, we prove a weighted Nash type inequality for its fractional power and deduce non-uniform bounds on the transition kernel corresponding to the Markov…
A metric measure space is a complete separable metric space equipped with probability measure that has full support. Two such spaces are equivalent if they are isometric as metric spaces via an isometry that maps the probability measure on…
Semi-Markov processes are Markovian processes in which the firing time of the transitions is modelled by probabilistic distributions over positive reals interpreted as the probability of firing a transition at a certain moment in time. In…
A labelled Markov process (LMP) consists of a measurable space $S$ together with an indexed family of Markov kernels from $S$ to itself. This structure has been used to model probabilistic computations in Computer Science, and one of the…
For a strictly stationary sequence of $\mathbb{R}_{+}^{d}$--valued random vectors we derive functional convergence of partial maxima stochastic processes under joint regular variation and weak dependence conditions. The limit process is an…
The notion of strong measure zero is studied in the context of Polish groups. In particular, the extent to which the theorem of Galvin, Mycielski and Solovay holds in the context of an arbitrary Polish group is studied. Hausdorff measure…
An extension of the conditional expectations (those under a given subalgebra of events and not the simple ones under a single event) from the classical to the quantum case is presented. In the classical case, the conditional expectations…
In this paper, we establish a version of the central limit theorem for Markov-Feller continuous time processes (with a Polish state space) that are exponentially ergodic in the bounded-Lipschitz distance and enjoy a continuous form of the…
Analogues of stepping--stone models are considered where the site--space is continuous, the migration process is a general Markov process, and the type--space is infinite. Such processes were defined in previous work of the second author by…