Related papers: Generalized Mehler Semigroups and Catalytic Branch…
It is proved that a general non-differentiable skew convolution semigroup associated with a strongly continuous semigroup of linear operators on a real separable Hilbert space can be extended to a differentiable one on the entrance space of…
This is a survey on recent progresses in the study of branching processes with immigration, generalized Ornstein-Uhlenbeck processes and affine Markov processes. We mainly focus on the applications of skew convolution semigroups and the…
A time inhomogeneous generalized Mehler semigroup on a real separable Hilbert space ${\mathds{H}}$ is defined through $$ p_{s,t}f(x)=\int_{\mathds{H}} f(U(t,s)x+y)\,\mu_{t,s}(dy), \quad t\geq s, \ x\in{\mathds{H}} $$ for every bounded…
A special type of immigration associated with measure-valued branching processes is formulated by using skew convolution semigroups. We give characterization for a general inhomogeneous skew convolution semigroup in terms of probability…
We study continuity and H\"older continuity of $t\mapsto P_tf$, where $P_t$ is a generalized Mehler semigroup in $C_b(X)$, the space of the continuous and bounded functions from a Banach space $X$ to $R$, and $f\in C_b(X)$. The generators…
For an arbitrary Hilbert space-valued Ornstein-Uhlenbeck process we construct the Ornstein-Uhlenbeck Bridge connecting a starting point $x$ and an endpoint $y$ that belongs to a certain linear subspace of full measure. We derive also a…
A general affine Markov semigroup is formulated as the convolution of a homogeneous one with a skew convolution semigroup. We provide some sufficient conditions for the regularities of the homogeneous affine semigroup and the skew…
We study semigroups generated by general fractional Ornstein-Uhlenbeck operators acting on $L2(\mathbb R^n)$. We characterize geometrically the partial Gevrey-type smoothing properties of these semigroups and we sharply describe the blow-up…
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…
The Ornstein-Uhlenbeck (OU) process plays a major role in the analysis of the evolution of phenotypic traits along phylogenies. The standard OU process includes drift and stabilizing selection and assumes that species evolve independently.…
It is shown that operator-selfdecomposable measures, or more precisely their Urbanik decomposability semigroups, induce generalized Mehler semigroups of bounded linear operators. Moreover, those semigroups can be represented as random…
We consider non-local Ornstein-Uhlenbeck (OU) operators that correspond to Ornstein-Uhlenbeck processes driven by L\'evy processes. These are ergodic Markov processes and the OU operator is in general non-normal in the $L^2$ space weighted…
We give several functional inequalities related to the Ornstein-Uhlenbeck semigroup in the Dunkl differential-difference operators setting. As an application of these inequalities, we derive out a Sobolev-logarithmic and an…
We review the probabilistic properties of Ornstein-Uhlenbeck processes in Hilbert spaces driven by L\'{e}vy processes. The emphasis is on the different contexts in which these processes arise, such as stochastic partial differential…
The Ornstein-Uhlenbeck process is interpreted as Brownian motion in a harmonic potential. This Gaussian Markov process has a bounded variance and admits a stationary probability distribution, in contrast to the standard Brownian motion. It…
We study generalized solutions of an evolutionary equation related to some densely defined skew-symmetric operator in a real Hilbert space. We establish existence of a contractive semigroup, which provides generalized solutions, and suggest…
We study generalized solutions of an evolutionary equation related to a densely defined skew-symmetric operator in a real Hilbert space. We establish existence of a contractive semigroup, which provides generalized solutions, and find…
In this paper, three topics on semi-selfdecomposable distributions are studied. The first one is to characterize semi-selfdecomposable distributions by stochastic integrals with respect to Levy processes. This characterization defines a…
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,…
Quantum dynamical semigroups play an important role in the description of physical processes such as diffusion, radiative decay or other non-equilibrium events. Taking strongly continuous and trace preserving semigroups into consideration,…