Related papers: Markov processes with jump kernels decaying at the…

A subordinate Brownian motion $X$ is a L\'evy process which can be obtained by replacing the time of the Brownian motion by an independent subordinator. In this paper, when the Laplace exponent $\phi$ of the corresponding subordinator…

The production of molecules in a chemical reaction network is modelled as a Poisson process with a Markov-modulated arrival rate and an exponential decay rate. We analyze the distributional properties of $M$, the number of molecules, under…

We establish boundary estimates for non-negative solutions to the p-parabolic equation in the degenerate range $p>2$. Our main results include new parabolic intrinsic Harnack chains in cylindrical NTA-domains together with sharp boundary…

Let $D$ be a bounded $C^2$-domain. Consider the following Dirichlet initial-boundary problem of nonlocal operators with a drift: $$ \partial_t u={\mathscr L}^{(\alpha)}_\kappa u+b\cdot \nabla u+f\ \mathrm{in}\ \mathbb R_+\times D,\ \…

Applying quantitative perturbation theory for linear operators, we prove non-asymptotic limit theorems for Markov chains whose transition kernel has a spectral gap in an arbitrary Banach algebra of functions X . The main results are…

We prove a functional central limit theorem for partial sums of symmetric stationary long range dependent heavy tailed infinitely divisible processes with a certain type of negative dependence. Previously only positive dependence could be…

We compute some dependence coefficients for the stationary Markov chain whose transition kernel is the Perron-Frobenius operator of an expanding map $T$ of $[0, 1]$ with a neutral fixed point. We use these coefficients to prove a central…

We consider symmetric Markov chains on $\Bbb Z^d$ where we do {\bf not} assume that the conductance between two points must be zero if the points are far apart. Under a uniform second moment condition on the conductances, we obtain upper…

We study necessary and sufficient criteria for global survival of discrete or continuous-time branching Markov processes. We relate these to several definitions of generalised principle eigenvalues for elliptic operators due to Berestycki…

We obtain a uniform boundary Harnack principle (BHP) on any open sets for a large class of non-local operators on metric measure spaces under a jump measure comparability and tail estimate condition, and an upper bound condition on the…

In this paper, we consider the following type of non-local (pseudo-differential) operators $\LL $ on $\R^d$: $$ \LL u(x) =\frac12 \sum_{i, j=1}^d \frac{\partial}{\partial x_i} (a_{ij}(x) \frac{\partial}{\partial x_j}) + \lim_{\eps…

We provide a framework for empirical process theory of locally stationary processes using the functional dependence measure. Our results extend known results for stationary Markov chains and mixing sequences by another common possibility to…

In this paper we consider a large class of symmetric Markov processes $X=(X_t)_{t\ge0}$ on $\R^d$ generated by non-local Dirichlet forms, which include jump processes with small jumps of $\alpha$-stable-like type and with large jumps of…

We present a unified approach to a couple of central limit theorems for radial random walks on hyperbolic spaces and time-homogeneous Markov chains on the positive half line whose transition probabilities are defined in terms of the Jacobi…

We consider the singular boundary-value problem \Delta u = f(u) in D; u|_dD= phi, where 1. D is a bounded C^2-domain of R^d, d >= 3 2. f: (0,1) -> (0,1) is a locally H\"older continuous function such that f(u) -> 1 as u -> 0 at the rate…

In this paper we show that a non-local operator of certain type extends to the generator of a strong Markov process, admitting the transition probability density. For this transition probability density we construct the intrinsic upper and…

We consider two-dimensional L\'evy processes reflected to stay in the positive quadrant. Our focus is on the non-standard regime when the mean of the free process is negative but the reflection vectors point away from the origin, so that…

In this paper is described the general aspect of a numerical method for piecewise determin-istic Markov processes with boundary. Under very natural hypotheses, a crucial result about uniqueness of solution of a generalized Kolmogorov…

We study semilinear non-local elliptic problems driven by spectral-type operators of the form $\psi(-L_{|D})$ in a bounded $C^{1,1}$ domain $D\subset \mathbb{R}^d$ with a nonhomogeneous boundary condition. Here $\psi$ is a Bernstein…

We define a class of not necessarily linear $C_0$-semigroups $(P_t)_{t\geq0}$ on $C_b(E)$ (more generally, on $C_\kappa(E):=\frac1\kappa C_b(E)$, for some bounded function $\kappa$, which is the pointwise limit of a decreasing sequence of…