Related papers: Evolutionary semigroups on path spaces

In this paper we investigate sublinear semigroups whose pointwise generators are given by non-local Hamilton-Jacobi-Bellman operators. Our main result provides a stochastic representation in terms of a family of sublinear (conditional)…

We consider the class of quantum stochastic evolutions ($SLH$-models) leading to a quantum dynamical semigroup over a fixed quantum mechanical system (taken to be finite-dimensional). We show that if the semigroup is dissipative, that is,…

This article focuses on properties of monotone convolutions. A criterion for infinite divisibility and time evolution of convolution semigroups are mainly studied. In particular, we clarify that many analogues of the classical results of…

Regular and singular parts of asymptotic expansions of semi-Markov random evolutions are given. Regularity of boundary conditions is shown. An algorithm for calculation of initial conditions is proposed.

Let $\mathcal{X}$ be a real separable Hilbert space. Let $C$ be a linear, bounded and positive operator on $\mathcal{X}$ and let $A$ be the infinitesimal generator of a strongly continuous semigroup on $\mathcal{X}$. Let $\{W(t)\}_{t\geq…

In this work, we address ergodicity of smooth actions of finitely generated semi-groups on an m-dimensional closed manifold M. We provide sufficient conditions for such an action to be ergodic with respect to the Lebesgue measure. Our…

We provide a version of the stochastic Fubini's theorem which does not depend on the particular stochastic integrator chosen as far as the stochastic integration is built as a continuous linear operator from an $L^p$ space of Banach…

In this paper we develop an $L_2$-theory for stochastic partial differential equations driven by L\'evy processes. The coefficients of the equations are random functions depending on time and space variables, and no smoothness assumption of…

Initial steps are presented towards understanding which finitely generated groups are almost surely generated as semigroups by the path of a random walk on the group.

We provide quantitative estimates in total variation distance for positive semi-groups, which can be non-conservative and non-homogeneous. The techniques relies on a family of conservative semigroups that describes a typical particle and…

We study stochastic differential equations (SDEs) whose drift and diffusion coefficients are path-dependent and controlled. We construct a value process on the canonical path space, considered simultaneously under a family of singular…

The problem of existence and uniqueness of absolutely continuous invariant measures for a class of piecewise deterministic Markov processes is investigated using the theory of substochastic semigroups obtained through the Kato--Voigt…

Motivated by positivity-, monotonicity-, and convexity preserving differential equations, we introduce a definition of shape preserving operator semigroups and analyze their fundamental properties. In particular, we prove that the class of…

The paper presents a multidimensional model for nonlinear Markovian random walks that generalizes one we developed previously (Phys. Rev. E v.79, 011110, 2009) in order to describe the Levy type stochastic processes in terms of continuous…

We construct a large class of non-Markovian master equations that describe the dynamics of open quantum systems featuring strong memory effects, which relies on a quantum generalization of the concept of classical semi-Markov processes.…

The aim of this paper is to study some continuous-time bivariate Markov processes arising from group representation theory. The first component (level) can be either discrete (quasi-birth-and-death processes) or continuous (switching…

The evolutionary process has been modelled in many ways using both stochastic and deterministic models. We develop an algebraic model of evolution in a population of asexually reproducing organisms in which we represent a stochastic walk in…

We develop a general construction for nonlinear L\'evy processes with given characteristics. More precisely, given a set $\Theta$ of L\'evy triplets, we construct a sublinear expectation on Skorohod space under which the canonical process…

This paper develops a novel operator theoretic framework to study the contraction properties of Markov semigroups with respect to a general class of Kantorovich semi-distances, which notably includes Wasserstein distances. The rather simple…

This work is concerned with the stability properties of linear stochastic differential equations with random (drift and diffusion) coefficient matrices, and the stability of a corresponding random transition matrix (or exponential…