Related papers: C\`{a}dl\`{a}g modifications of Markov Processes
The existence of Feller semigroups arising in the theory of multidimensional diffusion processes is studied. An elliptic operator of second order is considered on a plane bounded region $G$. Its domain of definition consists of continuous…
By the method of coupling and Girsanov transformation, Harnack inequalities [F.-Y. Wang, 1997] and strong Feller property are proved for the transition semigroup associated with the multivalued stochastic evolution equation on a Gelfand…
Semigroups, generated by Feller processes killed upon leaving a given domain, are considered. These semigroups correspond to Cauchy-Dirichlet type initial-exterior value problems in this domain for a class of evolution equations with…
Given a (conservative) symmetric Markov process on a metric space we consider related bilinear forms that generalize the energy form for a particle in an electromagnetic field. We obtain one bilinear form by semigroup approximation and…
We develop a method of driving a Markov processes through a continuous flow. In particular, at the level of the transition functions we investigate an approach of adding a first order operator to the generator of a Markov process, when the…
We establish central limit theorems for a large class of supercritical branching Markov processes in infinite dimension with spatially dependent and non-necessarily local branching mechanisms. This result relies on a fourth moment…
We prove that in the context of general Markov semigroups Beckner inequalities with constants separated from zero as $p\to 1^+$ are equivalent to the modified log Sobolev inequality (previously only one implication was known to hold in this…
We characterize Markov lattice semigroups induced by measurable semiflows on probability spaces by properties of their generators. In addition we construct topological models on compact spaces for such semigroups.
Let (X,d) be a locally compact separable ultra-metric space. Given a reference measure \mu\ on X and a step length distribution on the non-negative reals, we construct a symmetric Markov semigroup P^t acting in L^2(X,\mu). We study the…
We establish foundational properties of fractional operators on Lie groups of homogeneous type. We prove embedding theorems for the associated Sobolev-type spaces.
We show that the SDE $dX_t = \sigma(X_{t-}) \, dL_t$, $X_0 \sim \mu$ driven by a one-dimensional symnmetric $\alpha$-stable L\'evy process $(L_t)_{t \geq 0}$, $\alpha \in (0,2]$, has a unique weak solution for any continuous function…
Based on the theory of multivariate time changes for Markov processes, we show how to identify affine processes as solutions of certain time change equations. The result is a strong version of a theorem presented by J. Kallsen (2006) which…
In this paper we study a family of nonlinear (conditional) expectations that can be understood as a semimartingale with uncertain local characteristics. Here, the differential characteristics are prescribed by a time and path-dependent…
Let ${\mathbb H}_g$ and ${\mathbb D}_g$ be the Siegel upper half plane and the generalized unit disk of degree $g$ respectively. Let ${\mathbb C}^{(h,g)}$ be the Euclidean space of all $h\times g$ complex matrices. We present a partial…
We identify the stochastic processes associated with one-sided fractional partial differential equations on a bounded domain with various boundary conditions. This is essential for modelling using spatial fractional derivatives. We show…
We consider a semigroup of operators in the Banach space $C_b(H)$ of uniformly continuous and bounded functions on a separable Hilbert space $H$. In particular, we deal with semigroups that are related to solution of stochastic PDEs in $H$…
Given a group G, we construct, in a canonical way, an inverse semigroup S(G) associated to G. The actions of S(G) are shown to be in one-to-one correspondence with the partial actions of G, both in the case of actions on a set, and that of…
We prove that any weak* continuous semigroup $(T_t)_{t \geq 0}$ of Markov Fourier multipliers acting on a group von Neumann algebra $\mathrm{VN}(G)$ associated to a locally compact group $G$ can be dilated by a weak* continuous group of…
We introduce the concept evolutionary semigroups on path spaces, generalizing the notion of transition semigroups to possibly non-Markovian stochastic processes. We study the basic properties of evolutionary semigroups and, in particular,…
We present the correct space of test functions for the Ornstein-Uhlenbeck processes defined in \cite{fgn2}. Under these new spaces, an invariance with respect to a second order operator is shown, granting the existence and uniqueness of…