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

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In this paper, we consider a class of inhomogeneous semi-Markov processes directly based on intensity processes for marked point processes. We show that this class satisfies the semi-Markov properties defined elsewhere in the literature. We…

Probability · Mathematics 2015-04-14 Alexander Sokol

Time change is one of the most basic and very useful transformations for Markov processes. The time changed process can also be regarded as the trace of the original process on the support of the Revuz measure used in the time change. In…

Probability · Mathematics 2007-05-23 Zhen-Qing Chen , Masatoshi Fukushima , Jiangang Ying

We consider Markov processes that alternate continuous motions and jumps in a general locally compact polish space. Starting from a mechanistic construction, a first contribution of this article is to provide conditions on the dynamics so…

Probability · Mathematics 2022-04-07 Ronan Le Guével , Frédéric Lavancier , Emilien Manent

By using lower bound conditions of the L\'evy measure w.r.t. a nice reference measure, the coupling and strong Feller properties are investigated for the Markov semigroup associated with a class of linear SDEs driven by (non-cylindrical)…

Probability · Mathematics 2013-01-09 Feng-Yu Wang , Jian Wang

We prove a Miyadera-Voigt type perturbation theorem for strong Feller semigroups. Using this result, we prove well-posedness of the semilinear stochastic equation dX(t) = [AX(t) + F(X(t))]dt + GdW_H(t) on a separable Banach space E,…

Probability · Mathematics 2014-04-09 Markus C. Kunze

Our aim is to unify and extend the large deviation upper and lower bounds for the occupation times of a Markov process with $L_2$ semigroups under minimal conditions on the state space and the process trajectories; for example, no strong…

Probability · Mathematics 2008-09-24 Naresh Jain , Nicolai Krylov

Let G be a locally compact Abelian group. Following Ruy Exel, we view Fell bundles over the Pontrjagin dual of G as continuous spectral decompositions of G-actions on C*-algebras. We classify such spectral decompositions using certain dense…

Operator Algebras · Mathematics 2015-10-23 Alcides Buss , Ralf Meyer

Necessary and sufficient conditions are given for a substochastic semigroup on $L^1$ obtained through the Kato--Voigt perturbation theorem to be either stochastic or strongly stable. We show how such semigroups are related to piecewise…

Functional Analysis · Mathematics 2009-05-14 Marta Tyran-Kaminska

We propose a method for describing stationary Markov processes on the class of ultrametric spaces $\mathbb{U}$ isometrically embeddable in the field $\mathbb{Q}_{p}$ of $p$-adic numbers. This method is capable of reducing the study of such…

Mathematical Physics · Physics 2015-04-15 A. Kh. Bikulov , A. P. Zubarev

The equivalence of regularity of a Q-matrix with its bounded perturbations is proved and a integration by parts formula is established for the associated Feller minimal transition functions.

Probability · Mathematics 2016-11-07 Pei-Sen Li

In this work, we give a presentation of the prefix expansion Pr(G) of an inverse semigroup G as recently introduced by Lawson, Margolis and Steinberg which is similar to the universal inverse semigroup defined by the second named author in…

Operator Algebras · Mathematics 2013-12-11 Alcides Buss , Ruy Exel

We prove that every bounded, positive, irreducible, stochastically continuous semigroup on the space of bounded, measurable functions which is strong Feller, consists of kernel operators and possesses an invariant measure converges…

Functional Analysis · Mathematics 2012-02-03 Moritz Gerlach , Robin Nittka

There are some positively divisible non-Markovian processes whose transition matrices satisfy the Chapman-Kolmogorov equation. These processes should also satisfy the Kolmogorov consistency conditions, an essential requirement for a process…

Probability · Mathematics 2024-01-24 Bilal Canturk , Heinz-Peter Breuer

We have studied Markov processes on denumerable state space and continuous time. We found that all these processes are connected via gauge transformations. We have used this result before as a method for resolution of equations, included…

Statistical Mechanics · Physics 2019-09-12 M. Caruso , C. Jarne

This paper studies transition probabilities from a Borel subset of a Polish space to a product of two Borel subsets of Polish spaces. For such transition probabilities it introduces and studies the property of semi-uniform Feller…

Probability · Mathematics 2023-01-09 Eugene A. Feinberg , Pavlo O. Kasyanov , Michael Z. Zgurovsky

We study the $C$- and $G$-patterns associated with rank $3$ skew-symmetrizable matrices of $B$-invariant type, including the Markov quiver. Motivated by the self-contained simple mutations in Markov-type cluster algebras, we prove that…

Representation Theory · Mathematics 2026-05-12 Ryota Akagi , Zhichao Chen

We consider a stochastic electroconvection model describing the nonlinear evolution of a surface charge density in a two-dimensional fluid with additive stochastic forcing. We prove the existence and uniqueness of solutions and we show that…

Analysis of PDEs · Mathematics 2022-04-12 Elie Abdo , Mihaela Ignatova

We provide some sharp criteria for studying the ergodicity and asymptotic stability of general Feller semigroups on Polish metric spaces. As application, the 2D Navier-Stokes equations with degenerate stochastic forcing will be simply…

Probability · Mathematics 2015-02-17 Fu-Zhou Gong , Yuan Liu

New proofs are given of the existence of the compensator (or dual predictable projection) of a locally integrable c\'adl\'ag adapted process of finite variation and of the existence of the quadratic variation process for a c\'adl\'ag local…

Probability · Mathematics 2014-10-28 Alexander Sokol

Given an action of a groupoid by isomorphisms on a Fell bundle (over another groupoid), we form a semidirect-product Fell bundle, and prove that its $C^{*}$-algebra is isomorphic to a crossed product.

Operator Algebras · Mathematics 2021-12-30 Lucas Hall , S. Kaliszewski , John Quigg , Dana P. Williams