相关论文: On the continuity of local times of Borel right Ma…

We investigate the space-time regularity of the local time associated to Volterra-L\'evy processes, including Volterra processes driven by $\alpha$-stable processes for $\alpha\in(0,2]$. We show that the spatial regularity of the local time…

For time-inconsistent stochastic controls in discrete time and finite horizon, an open problem in Bj\"ork and Murgoci (Finance Stoch, 2014) is the existence of an equilibrium control. A nonrandomized Borel measurable Markov equilibrium…

In the last decade Hawkes processes have received much attention as models for functional connectivity in neural spiking networks and other dynamical systems with a cascade behavior. In this paper we establish a renewal approach for…

We consider continuous--time Markov kinetics with a finite number of states and a given positive equilibrium distribution P*. For an arbitrary probability distribution $P$ we study the possible right hand sides, dP/dt, of the Kolmogorov…

We consider consensus of multi-agent systems as a dual problem to Markov processes. Based on an exchange of relevant notions and results between the two fields, we present a uniform framework which admits the introduction and treatment of…

The present paper concerns the well-posedness of the Cauchy problem for microlocally symmetrizable hyperbolic systems whose coefficients and symmetrizer are log-Lipschitz continuous, uniformly in time and space variables. For the global in…

Local time of a stochastic process quantifies the amount of time that sample trajectories $x(\tau)$ spend in the vicinity of an arbitrary point $x$. For a generic Hamiltonian, we employ the phase-space path-integral representation of random…

We present an approach for testing for the existence of continuous generators of discrete stochastic transition matrices. Typically, the known approaches to ascertain the existence of continuous Markov processes are based in the assumption…

Our aim is to unify and extend the large deviation upper and lower bounds for the occupation times of a Markov process with $L_2$ semigroups under minimal conditions on the state space and the process trajectories; for example, no strong…

We establish the existence and uniqueness of local strong solutions to the Navier-Stokes equations with arbitrary initial data and external forces in the homogeneous Besov-Morrey space. The local solutions can be extended globally in time…

This paper is concerned with the evolution dynamics of local times of a spectrally positive stable process in the spatial direction. The main results state that conditioned on the finiteness of the first time at which the local time at zero…

We formalize and analyze the notions of stochastic monotonicity and realizable mono-tonicity for Markov Chains in continuous-time, taking values in a finite partially ordered set. Similarly to what happens in discrete-time, the two notions…

In this paper, we establish a spatial central limit theorem for a large class of supercritical branching, not necessarily symmetric, Markov processes with spatially dependent branching mechanisms satisfying a second moment condition. This…

Let $Y$ be a symmetric Borel right process with locally compact state space $T\subseteq R^{1}$ and potential densities $u(x,y)$ with respect to some $\sigma$-finite measure on $T$. Let $g$ and $f$ be finite excessive functions for $ Y$. Set…

Consider the continuous-time Markov Branching Process. In critical case we consider a situation when the generating function of intensity of transformation of particles has the infinite second moment, but its tail regularly varies in sense…

Local perturbations of a Brownian motion are considered. As a limit we obtain a non-Markov process that behaves as a reflected Brownian motion on the positive half line until its local time at zero reaches some exponential level, then…

We establish estimates for the local and uniform moduli of continuity of the local time of multifractional Brownian motion, $B^H=(B^{H(t)}(t),t\in\mathbb{R}^+)$. An analogue of Chung's law of the iterated logarithm is studied for $B^H$ and…

It is proved that there exists a local-in-time solution $u\in C([0,T),bmo(\mathbb{R}^d)^d)$ of the Navier-Stokes equations such that every $u(t)$ has an analytic extension on a complex domain whose size only depends on $t$ (and increases…

The use of local single-pass methods (like, e.g., the Fast Marching method) has become popular in the solution of some Hamilton-Jacobi equations. The prototype of these equations is the eikonal equation, for which the methods can be applied…

We establish the equivalence of the analytic and probabilistic notions of subharmonicity in the framework of general symmetric Hunt processes on locally compact separable metric spaces, extending an earlier work of the first named author on…