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For linear parabolic initial-boundary value problems with self-adjoint, time-homogeneous elliptic spatial operator in divergence form with Lipschitz-continuous coefficients, and for incompatible, time-analytic forcing term in…
We are concerned with the asymptotics of the Markov chain given by the post-jump locations of a certain piecewise-deterministic Markov process with a state-dependent jump intensity. We provide sufficient conditions for such a model to…
We study ergodic properties of some Markov chains models in random environments when the random Markov kernels that define the dynamic satisfy some usual drift and small set conditions but with random coefficients. In particular, we adapt a…
In this paper, we study the quasi-stationary behavior of the one-dimensional diffusion process with a regular or exit boundary at 0 and an entrance boundary at $\infty$. By using the Doob's $h$-transform, we show that the conditional…
Certain Markov processes, or deterministic evolution equations, have the property that they are dual to a stochastic process that exhibits extinction versus unbounded growth, i.e., the total mass in such a process either becomes zero, or…
The growth-fragmentation equation models systems of particles that grow and split as time proceeds. An important question concerns the large time asymptotic of its solutions. Doumic and Escobedo ($2016$) observed that when growth is a…
The asymptotic behavior for fully coupled multiscale stochastic systems becomes much complicated when the fast processes do not locate in a compact space. An example is constructed to show that the averaged coefficients may become…
We develop a general framework for studying ergodicity of order-preserving Markov semigroups. We establish natural and in a certain sense optimal conditions for existence and uniqueness of the invariant measure and exponential convergence…
In this work we investigate the long-time behavior, that is the existence and characterization of invariant measures as well as convergence of transition probabilities, for Markov processes obtained as the unique mild solution to stochastic…
We investigate densities of vaguely continuous convolution semigroups of probability measures on $\mathbb{R}^d$. We expose that many typical conditions on the characteristic exponent repeatedly used in the literature of the subject are…
In this short note we prove ``effective" geometric ergodicity (i.e a Perron-Frobenius theorem) for Markov chains in random mixing dynamical environment satisfying a random non-uniform version of the Doeblin condition. Effectivity here means…
One of the key issues in cosmology is to establish the nature of dark energy, and to determine whether the equation of state evolves with time. When estimating this from distance measurements there is a degeneracy with the matter density.…
Diffusion is a central phenomenon in almost all fields of natural science revealing microscopic processes from the observation of macroscopic dynamics. Here, we consider the paradigmatic system of a single atom diffusing in a periodic…
We consider a class of continuous time Markov chains on a compact metric space that admit an invariant measure strictly positive on open sets together with absorbing states. We prove the joint large deviation principle for the empirical…
In the framework of Event Enhanced Quantum Theory (EEQT) a probabilistic construction of the piecewise deterministic process associated with a dynamical semigroup is presented. The process generates sample histories of individual systems…
We are concerned with the absolute continuity of stationary distributions corresponding to some piecewise deterministic Markov process, being typically encountered in biological models. The process under investigation involves a…
The Bessel process with parameter $D>1$ and the Dyson model of interacting Brownian motions with coupling constant $\beta >0$ are extended to the processes in which the drift term and the interaction terms are given by the logarithmic…
Fast-forwarding refers to the ability to simulate a system of time $t$ using significantly fewer than $t$ queries or circuit depth. While various Hamiltonian systems are known to circumvent the no fast-forwarding theorem, analogous results…
Motivated by stability questions on piecewise deterministic Markov models of bacterial chemotaxis, we study the long time behavior of a variant of the classic telegraph process having a non-constant jump rate that induces a drift towards…
In this thesis, we extend the recently introduced theory of stochastic modified equations (SMEs) for stochastic gradient optimization algorithms. In Ch. 3 we study time-inhomogeneous SDEs driven by Brownian motion. For certain SDEs we prove…