相关论文: Association and other forms of positive dependence…

We characterize various forms of positive dependence, such as association, positive supermodular association and dependence, and positive orthant dependence, for jump-Feller processes. Such jump processes can be studied through their…

A time and space inhomogeneous Markov process is a Feller evolution process, if the corresponding evolution system on the continuous functions vanishing at infinity is strongly continuous. We discuss generators of such systems and show that…

We discuss an approach to mathematically modelling systems made of objects that are coupled together, using generative models of the dependence relationships between states (or trajectories) of the things comprising such systems. This broad…

A conservative Feller evolution on continuous bounded functions is constructed from a weakly continuous, time-inhomogeneous transition function describing a pure jump process on a locally compact Polish space. The transition function is…

In this paper we introduce non-decreasing jump processes with independent and time non-homogeneous increments. Although they are not L\'evy processes, they somehow generalize subordinators in the sense that their Laplace exponents are…

The transition law of every exchangeable Feller process on the space of countable graphs is determined by a $\sigma$-finite measure on the space of $\{0,1\}\times\{0,1\}$-valued arrays. In discrete-time, this characterization amounts to a…

Every exchangeable Feller process taking values in a suitably nice combinatorial state space can be constructed by a system of iterated random Lipschitz functions. In discrete time, the construction proceeds by iterated application of…

We characterize the class of exchangeable Feller processes evolving on partitions with boundedly many blocks. In continuous-time, the jump measure decomposes into two parts: a $\sigma$-finite measure on stochastic matrices and a collection…

We characterise the convergence of a certain class of discrete time Markov processes toward locally Feller processes in terms of convergence of associated operators. The theory of locally Feller processes is applied to L\'evy-type processes…

In this work, we consider, in a general setting, multiparameter multidimensional Markov processes that are time-changed by an independent additive subordinator. By extending Phillips theorem, we show that the resulting process is a Feller…

We show the existence of a broad class of affine Markov processes in the cone of positive self-adjoint Hilbert-Schmidt operators. Such processes are well-suited as infinite dimensional stochastic volatility models. The class of processes we…

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…

The generalization of the concept of interaction-free evolutions (IFE) [A. Napoli, {\it et al.}, Phys. Rev. A {\bf 89}, 062104 (2014)] to the case of time-dependent Hamiltonians is discussed. It turns out that the time-dependent case allows…

In this work, with the help of fractional calculus, it is shown a time dependence of entropy more general than the well known Pesin relation is derived. Here the equiprobability postulate is not assumed, the system dynamic in the phase…

This work focuses on a class of regime-switching jump diffusion processes with a countably infinite state space for the discrete component. Such processes can be used to model complex hybrid systems in which both structural changes, small…

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 present a time change construction of affine processes with state-space $\mathbb{R}_+^m\times \mathbb{R}^n$. These processes were systematically studied in (Duffie, Filipovi\'c and Schachermayer, 2003) since they contain interesting…

We give necessary and sufficient conditions guaranteeing that the coupling for L\'evy processes (with non-degenerate jump part) is successful. Our method relies on explicit formulae for the transition semigroup of a compound Poisson process…

A stable-like process is a Feller process $(X_t)_{t\geq 0}$ taking values in $\mathbb{R}^d$ and whose generator behaves, locally, like an $\alpha$-stable L\'evy process, but the index $\alpha$ and all other characteristics may depend on the…

This work focuses on a class of stochastic Hamiltonian type jump diffusion systems with state-dependent switching, in which the switching component has countably infinite many states. First,the existence and uniqueness of the underlying…