Related papers: Strong Feller semigroups and Markov processes: A c…

Let $X$ be an irreducible symmetric Markov process with the strong Feller property. We assume, in addition, that $X$ is explosive and has a tightness property. We then prove the existence and uniqueness of quasi-stationary distributions of…

Probabilistic solutions of the so called Schr\"{o}dinger boundary data problem provide for a unique Markovian interpolation between any two strictly positive probability densities designed to form the input-output statistics data for the…

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…

We propose a new weak convergence theorem for martingales, under gentler conditions than the usual convergence in probability of the sequence of associated quadratic variations. Its proof requires the combined use of Skorohod's…

In this paper, we consider first order Sobolev spaces with Robin boundary condition on unbounded Lipschitz domains. Hunt processes are associated with these spaces. We prove that the semigroup of these processes are doubly Feller. As a…

We provide a condition for f-ergodicity of strong Markov processes at a subgeometric rate. This condition is couched in terms of a supermartingale property for a functional of the Markov process. Equivalent formulations in terms of a drift…

Using probabilistic tools, we prove that any weak* continuous semigroup $(T_t)_{t \geq 0}$ of selfadjoint unital completely positive measurable Schur multipliers acting on the space $\mathrm{B}(\mathrm{L}^2(X))$ of bounded operators on the…

We present a model for sticky particles in which cluster sizes after a reaction have $\ell$ fewer total particles than the sum of their reactants. The finite particle system is modeled as a Markov process under a mean-field assumption for…

In this paper, we establish a spatial central limit theorem for a large class of supercritical branching, not necessarily symmetric, Markov processes with spatially dependent branching mechanisms satisfying a second moment condition. This…

We consider a time inhomogeneous strong Markov process $(\xi_t)_{t\ge 0}$ taking values in a Polish state space whose semigroup has a $T$-periodic structure. We give simple conditions which imply ergodicity of the grid chain…

Following Darji, we say that a Borel subset $B$ of an abelian Polish group $G$ is Haar meager if there is a compact metric space $K$ and a continuous function $f : K \to G$ such that the preimage of the translate, $f^{-1}(B+g)$ is meager in…

We study functional stochastic differential equations with a locally unbounded, functional drift focusing on well-posedness, stability and the strong Feller property. Following the non-functional case, we only consider integrability…

This is the first part of a possible monograph on the duality of Markov processes. It contains a proof of Fitzsimmons' existence theorem of a moderate Markov dual process relative to an excessive measure, m, together with the necessary…

We exhibit conditions under which the flow of marginal distributions of a discontinuous semimartingale $\xi$ can be matched by a Markov process, whose infinitesimal generator is expressed in terms of the local characteristics of $\xi$. Our…

In this paper we continue the study of conditional Markov chains (CMCs) with finite state spaces, that we initiated in Bielecki, Jakubowski and Niew\k{e}g\l owski (2015). Here, we turn our attention to the study of Markov consistency and…

Gao and Jackson showed that any countable Borel equivalence relation (CBER) induced by a countable abelian Polish group is hyperfinite. This prompted Hjorth to ask if this is in fact true for all CBERs classifiable by (uncountable) abelian…

It is proved that a general non-differentiable skew convolution semigroup associated with a strongly continuous semigroup of linear operators on a real separable Hilbert space can be extended to a differentiable one on the entrance space of…

The deterministic analog of the Markov property of a time-homogeneous Markov process is the semigroup property of solutions of an autonomous differential equation. The semigroup property arises naturally when the solutions of a differential…

We give three examples of second-order elliptic operators with nonlocal boundary conditions of the Ventsel type that admit a closure in the space of continuous functions, but do not generate a Feller semigroup (i.e., a strongly continuous…

A general affine Markov semigroup is formulated as the convolution of a homogeneous one with a skew convolution semigroup. We provide some sufficient conditions for the regularities of the homogeneous affine semigroup and the skew…