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

We prove that any weak* continuous semigroup $(T_t)_{t \geq 0}$ of factorizable Markov maps acting on a von Neumann algebra $M$ equipped with a normal faithful state can be dilated by a group of Markov $*$-automorphisms analogous to the…

We study the existence of Feller semigroups arising in the theory of multidimensional diffusion processes. We study bounded perturbations of elliptic operators with boundary conditions containing an integral over the closure of the domain…

We propose a class of non-Markov population models with continuous or discrete state space via a limiting procedure involving sequences of rescaled and randomly time-changed Galton--Watson processes. The class includes as specific cases the…

We study the long-time behavior of an additive functional that takes into account the jumps of a symmetric Markov process. This process is assumed to be observed through a biased observation scheme that includes the survival to events of…

We give a necessary and sufficient condition for a homogeneous Markov process taking values in $\R^n$ to enjoy the time-inversion property of degree $\alpha$. The condition sets the shape for the semigroup densities of the process and…

We provide an existence and uniqueness result for mild solutions to semilinear stochastic partial differential equations in the framework of the semigroup approach with locally monotone coefficients. An important component of the proof is…

It is well known that the transition semigroup of an Ornstein Uhlenbeck process with delay is not strong Feller for small times, so it has no regularizing effects when acting on bounded and continuous functions. In this paper we study…

Let P be a left LCM semigroup, and $\alpha$ an action of $P$ by endomorphisms of a $C^{*}$-algebra $A$. We study a semigroup crossed product $C^{*}$-algebra in which the action $\alpha$ is implemented by partial isometries. This crossed…

The program of studying general nonlinear Markov processes was put forward in V. N. Kolokoltsov "Nonlinear Markov Semigroups and Interacting L\'evy Type Processes" (Journ. Stat. Physics 126:3 (2007), 585-642), and was developed by the…

We establish verifiable general sufficient conditions for exponential or subexponential ergodicity of Markov processes that may lack the strong Feller property. We apply the obtained results to show exponential ergodicity of a variety of…

We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…

We construct a family of representations of an arbitrary variant $S_a$ of a semigroup $S$, induced by a given representation of $S$, and investigate properties of such representations and their kernels.

In the context of finite tensor products of Hilbert spaces, we prove that similarity of a tensor product of operator semigroups to a contraction semigroup is equivalent to the corresponding similarity for each factor, after an appropriate…

We introduce Markov substitute processes, a new model at the crossroad of statistics and formal grammars, and prove its main property : Markov substitute processes with a given support form an exponential family.

K. It\^{o} characterised in \cite{ito} zero-mean stationary Gauss Markov-processes evolving on a class of infinite-dimensional spaces. In this work we extend the work of It\^{o} in the case of Hilbert spaces: Gauss-Markov families that are…

In this paper, we give sufficient conditions for the equivalence between semigroup strong Feller property and resolvent strong Feller property.

We construct a weak conditional expectation from the section C*-algebra of a Fell bundle over a unital inverse semigroup to its unit fibre. We use this to define the reduced C*-algebra of the Fell bundle. We study when the reduced…

Semi-Markov processes generalize Markov processes by adding temporal memory effects as expressed by a semi-Markov kernel. We recall the path weight for a semi-Markov trajectory and the fact that thermodynamic consistency in equilibrium…

We construct a strong Feller process associated with $-\Delta + \sigma \cdot \nabla$, with drift $\sigma$ in a wide class of measures (weakly form-bounded measures, e.g. combining weak $L^d$ and Kato class measure singularities), by…

We prove a version of Wordingham's theorem for left regular representations in the setting of Fell bundles of inverse semigroups and use this result to discuss the various associated cross sectional C*-algebras.