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相关论文: Strong Feller semigroups and Markov processes: A c…

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Here we give a proof of the existence of c\`{a}dl\`{a}g modification of Markov Processes (on an appropriate space) with Feller semigroup.

概率论 · 数学 2025-09-04 Roni Edwin

For an increasing sequence $(T_n)$ of one-parameter semigroups of sub Markovian kernel operators over a Polish space, we study the limit semigroup and prove sufficient conditions for it to be strongly Feller. In particular, we show that the…

泛函分析 · 数学 2022-04-06 Christian Budde , Alexander Dobrick , Jochen Glück , Markus Kunze

We study two equivalent characterizations of the strong Feller property for a Markov process and of the associated sub-Markovian semigroup. One is described in terms of locally uniform absolute continuity, whereas the other uses local…

概率论 · 数学 2011-05-18 René L. Schilling , Jian Wang

This paper studies transition probabilities from a Borel subset of a Polish space to a product of two Borel subsets of Polish spaces. For such transition probabilities it introduces and studies the property of semi-uniform Feller…

概率论 · 数学 2023-01-09 Eugene A. Feinberg , Pavlo O. Kasyanov , Michael Z. Zgurovsky

In this note we connect the notion of solutions of a martingale problem to the notion of a strongly continuous and locally equi-continuous semigroup on the space of bounded continuous functions equipped with the strict topology. This…

概率论 · 数学 2020-10-01 Richard C. Kraaij

We prove that a weakly ergodic, eventually strong Feller semigroup on the space of measures on a Polish space converges strongly to a projection onto its fixed space.

泛函分析 · 数学 2015-11-05 Moritz Gerlach

By using lower bound conditions of the L\'evy measure w.r.t. a nice reference measure, the coupling and strong Feller properties are investigated for the Markov semigroup associated with a class of linear SDEs driven by (non-cylindrical)…

概率论 · 数学 2013-01-09 Feng-Yu Wang , Jian Wang

T. Szarek [Stud. Math. 189 (2008), {\S} 4] have discussed the relationship between two important notions concerning Markov semigroups: the asymptotic strong Feller property and the e-property, asserting that the former property implies the…

概率论 · 数学 2013-08-23 Joanna Jaroszewska

We prove that every bounded, positive, irreducible, stochastically continuous semigroup on the space of bounded, measurable functions which is strong Feller, consists of kernel operators and possesses an invariant measure converges…

泛函分析 · 数学 2012-02-03 Moritz Gerlach , Robin Nittka

We prove that a weakly ergodic, strong Feller semigroup on the space of measures converges strongly to a projection onto its fixed space. In contrast to a recent result of Gerlach we do not assume the semigroup to be stochastically…

泛函分析 · 数学 2015-03-31 Markus C. Kunze

This paper investigates the ergodicity of Markov--Feller semigroups on Polish spaces, focusing on very weak regularity conditions, particularly the Ces\`aro eventual continuity. First, it is showed that the Ces\`aro average of such…

概率论 · 数学 2024-12-30 Fuzhou Gong , Yong Liu , Yuan Liu , Ziyu Liu

For a (non-symmetric) strong Markov process $X$, consider the Feynman--Kac semigroup \[T_t^Af(x):=\mathbb {E}^x\bigl[e^{A_t}f(X_t)\bigr],\quad x\in {\mathbb {R}^n}, t>0,\] where $A$ is a continuous additive functional of $X$ associated with…

概率论 · 数学 2015-08-13 Victoria Knopova

We provide sufficient conditions for uniqueness of an invariant probability measure of a Markov kernel in terms of (generalized) couplings. Our main theorem generalizes previous results which require the state space to be Polish. We provide…

概率论 · 数学 2020-08-27 Michael Scheutzow

The theory of monotonicity and duality is developed for general one-dimensional Feller processes. Moreover it is shown that local monotonicity conditions (conditions on the L\'evy kernel) are sufficient to prove the well-posedness of the…

概率论 · 数学 2022-05-03 Vassili Kolokoltsov

The relations between asymptotic stability, the eventual e-property and the e-property of Markov semigroups, acting on measures defined on general (Polish) metric spaces, are studied. While usually much attention is paid to asymptotic…

概率论 · 数学 2024-03-25 Ryszard Kukulski , Hanna Wojewódka-Ściążko

We study the asymptotic properties, in the weak sense, of regenerative processes and Markov renewal processes. For the latter, we derive both renewal-type results, also concerning the related counting process, and ergodic-type ones,…

概率论 · 数学 2025-05-20 Andrea Pedicone , Fabrizio Cinque

Let $U\subset K$ be an open and dense subset of a compact metric space and let $\{\Phi_t\}_{t\ge0}$ be a Markov semigroup on the space of bounded Borel measurable functions on $U$ with the strong Feller property. Suppose that for each…

概率论 · 数学 2011-12-30 Bebe Prunaru

We show that any stochastically monotone Feller semigroup on R can be extended by a consistent family of order-preserving Feller semigroups on the successive powers of R. We exhibit a specific such family, which is uniquely characterized by…

概率论 · 数学 2025-12-15 Jean Bérard , Brieuc Frénais

For a given bi-continuous semigroup T on a Banach space X we define its adjoint on an appropriate closed subspace X^o of the norm dual X'. Under some abstract conditions this adjoint semigroup is again bi-continuous with respect to the weak…

泛函分析 · 数学 2010-09-03 Bálint Farkas

We show the weak convergence, up to extraction of a subsequence, of the empirical measure for the Keller-Segel system of particles in both subcritical and critical cases, for general initial conditions. This particle system consists of $N$…

概率论 · 数学 2023-10-10 Yoan Tardy
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