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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…

The Markov group conjecture, a long-standing open problem in the theory of Markov processes with countable state space, asserts that a strongly continuous Markov semigroup $T = (T_t)_{t \in [0,\infty)}$ on $\ell^1$ has bounded generator if…

Let $P \subset \mathbb{R}^{d}$ be a closed convex cone. Assume that $P$ is pointed, i.e. the intersection $P \cap -P=\{0\}$ and $P$ is spanning, i.e. $P-P=\mathbb{R}^{d}$. Denote the interior of $P$ by $\Omega$. Let $E$ be a product system…

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…

Non-linear Hawkes processes with memory kernels given by the sum of Erlang kernels are considered. It is shown that their stability properties can be studied in terms of an associated class of piecewise deterministic Markov processes,…

We introduce families of one-dimensional Lindblad equations describing open many-particle quantum systems that are exactly solvable in the following sense: $(i)$ the space of operators splits into exponentially many (in system size)…

This is a survey paper about Ornstein-Uhlenbeck semigroups in infinite dimension, and their generators. We start from the classical Ornstein-Uhlenbeck semigroup in Wiener spaces and then discuss the general case in Hilbert spaces. Finally,…

We are interested in the law of the first passage time of an Ornstein-Uhlenbeck process to time-varying thresholds. We show that this problem is connected to the laws of the first passage time of the process to members of a two-parameter…

Due to the seminal works of Hochbruck and Ostermann exponential splittings are well established numerical methods utilizing operator semigroup theory for the treatment of semilinear evolution equations whose principal linear part involves a…

We discuss Hilbert space-valued stochastic differential equations associated with the heat semi-groups of the standard model of non-relativistic quantum electrodynamics and of corresponding fiber Hamiltonians for translation invariant…

With every Eo-semigroup (acting on the algebra of of bounded operators on a separable infinite-dimensional Hilbert space) there is an associated Arveson system. One of the most important results about Arveson systems is that every Arveson…

We show that deliberately breaking detailed balance in generative diffusion processes can accelerate the reverse process without changing the stationary distribution. Considering the Ornstein--Uhlenbeck process, we decompose the dynamics…

We realize all irreducible unitary representations of the group $\mathrm{SO}_0(n+1,1)$ on explicit Hilbert spaces of vector-valued $L^2$-functions on $\mathbb{R}^n\setminus\{0\}$. The key ingredient in our construction is an explicit…

We treat the class of universal Markov processes on the d-dimensional Euklidean space which do not depend on random. For these, as well as for several subclasses, we prove criteria whether a function f, defined on the positive half-line,…

We define various higher-order Markov properties for stochastic processes $(X(t))_{t\in \mathbb{T}}$, indexed by an interval $\mathbb{T} \subseteq \mathbb{R}$ and taking values in a real and separable Hilbert space $U$. We furthermore…

We introduce and develop a theory of orthogonality with respect to Sobolev inner products on the real line for sequences of functions with a tridiagonal, skew-Hermitian differentiation matrix. While a theory of such L2-orthogonal systems is…

For two positive integers m and n, we let ${\mathcal P}_n$ be the open convex cone in ${\mathbb R}^{n(n+1)/2}$ consisting of positive definite n x n real symmetric matrices and let ${\mathbb R}^{(m,n)}$ be the set of all m x n real…

This is a continuation of the study of the theory of quantum stochastic dilation of completely positive semigroups on a von Neumann or $C^*$ algebra, here with unbounded generators. The additional assumption of symmetry with respect to a…

Let $(G,\tau)$ be a finite-dimensional Lie group with an involutive automorphism $\tau$ of $G$ and let $\mathfrak g = \mathfrak h \oplus \mathfrak q $ be its corresponding Lie algebra decomposition. We show that every non-degenerate…

We study quantum Dirichlet forms and the associated symmetric quantum Markov semigroups on noncommutative $L^2$ spaces. It is known from the work of Cipriani and Sauvageot that these semigroups induce a first order differential calculus,…