Related papers: C\`{a}dl\`{a}g modifications of Markov Processes

We derive an asymptotic log-Harnack inequality for nonlinear monotone SPDE driven by possibly degenerate multiplicative noise. Our main tool is the asymptotic coupling by the change of measure. As an application, we show that, under certain…

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…

We study time-changed Markov processes to speed up the convergence of Markov chain Monte Carlo (MCMC) algorithms. The time-changed process is defined by adjusting the speed of time of a base process via a user-chosen, state-dependent…

This paper is interested in semilinear stochastic equations having unbounded nonlinear perturbations in the deterministic part and/or in the random part. Moreover, the linear part of these equations is governed by a not necessarily analytic…

A simple model of the new notion of "Markov up" processes is proposed; its positive recurrence and ergodic properties are shown under the appropriate conditions.

For a given quasi-regular positivity preserving coercive form, we construct a family of ($\sigma$-finite) distribution flows associated with the semigroup of the form. The canonical cadlag process equipped with the distribution flows…

Suppose that $\alpha \in (0,2)$ and that $X$ is an $\alpha$-stable-like process on $\R^d$. Let $F$ be a function on $\R^d$ belonging to the class $\bf{J_{d,\alpha}}$ (see Introduction) and $A_{t}^{F}$ be $\sum_{s \le t}F(X_{s-},X_{s}), t>…

Given a C*-dynamical system (A,G,\alpha), we discuss conditions under which subalgebras of the multiplier algebra M(A) consisting of fixed points for \alpha are Morita-Rieffel equivalent to ideals in the crossed product of A by G. In case G…

In this article we prove that the heat kernel attached to the non-archimedean elliptic pseudodifferential operators determine a Feller semigroup and a uniformly stochastically continuous C_0 transition function of some strong Markov…

In this paper we construct a conservative Markov semi-group with generator $L=\Delta+b\cdot\nabla$ on $\mathbb{R}^n$, where $b$ is a divergence-free vector field which belongs to $L^{2}\cap L^{p}$ with $\frac{n}{2}<p$. The research is…

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…

A general approach to transference principles for discrete and continuous operator (semi)groups is described. This allows to recover the classical transference results of Calder\'on, Coifman and Weiss and of Berkson, Gillespie and Muhly and…

In this paper we provide sufficient conditions which guarantee the existence of a system of invariant measures for semigroups associated to systems of parabolic differential equations with unbounded coefficients. We prove that these…

This paper is devoted to the study of a stochastic process obtained by random switching between a finite collection of vector fields. Such processes have recently been the focus of much attention in the case where the switching times are…

For a quasi-projective demi-normal pair (X, \Delta), we prove that there exists a semi-canonical modification and semi-terminal modification of (X, \Delta).

We prove gauge-invariant uniqueness theorems with respect to maximal and normal coactions for $C^*$-algebras associated to product systems of $C^*$-correspondences. Our techniques of proof are developed in the abstract context of Fell…

We introduce and study actions of Fell bundles over discrete groups on Hilbert bundles. Many examples of such actions are presented. We discuss the connection with positive definite bundle maps between Fell bundles, culminating in the…

We introduce the concept of an imprecise Markov semigroup \(\mathbf Q\). It is a tool that allows us to represent ambiguity around both the transition probabilities and the invariant measure of a continuous-time Markov process via a…

We prove a Beurling-Helson type theorem on modulation spaces. More precisely, we show that the only $\mathcal{C}^{1}$ changes of variables that leave invariant the modulation spaces $\M{p,q}(\rd)$ are affine functions on $\rd$. A special…

Let T_t=e^{-tL} be a semigroup of self-adjoint linear operators acting on L^2(X,mu), where (X,d mu) is a space of homogeneous type. We assume that T_t has an integral kernel T_t(x,y) which satisfies the upper and lower Gaussian bounds:…