Related papers: Markov processes with jump kernels decaying at the…
This is a continuation of the first author's development of the theory of elliptic differential operators with edge degeneracies. That first paper treated basic mapping theory, focusing on semi-Fredholm properties on weighted Sobolev and…
We study Markov processes conditioned so that their local time must grow slower than a prescribed function. Building upon recent work on Brownian motion with constrained local time in [5] and [33], we study transience and recurrence for a…
We give a concise self-contained presentation of known and new limit theorems for the one-type Markov branching processes with continuous time. The new streamlined proofs are based on what we call, the tail generating function approach. Our…
This paper ascertains the global behavior of the forward and backward branches of solutions provided by the Leray-Schauder continuation theorem for orientable $\mathcal{C}^1$ Fredholm maps, as developed by the authors in [54]. Under…
Suppose that $X=(X_{t})_{t\ge 0}$ is either a general supercritical non-local branching Markov process, or a general supercritical non-local superprocess, on a Luzin space. Here, by ``supercritical" we mean that the mean semigroup of $X$…
We explore properties of the value function and existence of optimal stopping times for functionals with discontinuities related to the boundary of an open (possibly unbounded) set $\mathcal{O}$. The stopping horizon is either random, equal…
The purpose of this paper is to generalize a very famous result on products of normal operators, due to I. Kaplansky. The context of generalization is that of bounded hyponormal and unbounded normal operators on complex separable Hilbert…
The boundary Green's function (bGF) approach has been established as a powerful theoretical technique for computing the transport properties of tunnel-coupled hybrid nanowire devices. Such nanowires may exhibit topologically nontrivial…
The boundary behavior of continuous-state branching processes with quadratic competition is studied in whole generality. We first observe that despite competition, explosion can occur for certain branching mechanisms. We obtain a necessary…
Markov chain approximations of symmetric jump processes are investigated. Tightness results and a central limit theorem are established. Moreover, given the generator of a symmetric jump process with state space $\mathbbm{R}^d$ the…
For a wide class of continuous-time Markov processes, including all irreducible hypoelliptic diffusions evolving on an open, connected subset of $\RL^d$, the following are shown to be equivalent: (i) The process satisfies (a slightly weaker…
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…
We consider a Laplace type problem with a generalized impedance boundary condition of the form $\partial_\nu u=-\partial_x(g\partial_xu)$ on a flat part $\Gamma$ of the boundary. Here $\nu$ is the outward unit normal vector to…
We develop a sharp boundary trace theory in arbitrary bounded Lipschitz domains which, in contrast to classical results, allows "forbidden" endpoints and permits the consideration of functions exhibiting very limited regularity. This is…
We prove the first positive results concerning boundary value problems in the upper half-space of second order parabolic systems only assuming measurability and some transversal regularity in the coefficients of the elliptic part. To do so,…
We characterize the value function and the optimal stopping time for a large class of optimal stopping problems where the underlying process to be stopped is a fairly general Markov process. The main result is inspired by recent findings…
We develop a general theory for Markov chains whose transition probabilities are the coefficients of descent operators on combinatorial Hopf algebras. These model the breaking-then-recombining of combinational objects. Examples include the…
The purpose of this paper is to give a systematic description of potentials decaying to zero at infinity, which generate eigenvalues at the edge of the absolutely continuous spectrum when combined with non-local operators defined by…
In this paper, we discuss general criteria of limsup law of iterated logarithm (LIL) for continuous-time Markov processes. We consider minimal assumptions for LILs to hold at zero(at infinity, respectively) in general metric measure spaces.…
Biggins [Uniform convergence of martingales in the branching random walk. {\em Ann. Probab.}, 20(1):137--151, 1992] proved local uniform convergence of additive martingales in $d$-dimensional supercritical branching random walks at complex…