相关论文: Small time asymptotics of diffusion processes

We extend the Ruzhansky-Turunen theory of pseudo differential operators on compact Lie groups into a tool that can be used to investigate group-valued Markov processes in the spirit of the work in Euclidean spaces of N.Jacob and…

Let $\Omega\subset{\mathbb R}^n$ be bounded with a smooth boundary $\Gamma$ and let $S$ be the symmetric operator in $L^2(\Omega)$ given by the minimal realization of a second order elliptic differential operator. We give a complete…

We consider singularly perturbed second order elliptic system in the whole space with fast oscillating coefficients. We construct the complete asymptotic expansions for the eigenvalues converging to the isolated ones of the homogenized…

We study the asymptotic behaviour, as the small parameter $\varepsilon$ tends to zero, of the resolvents of uniformly elliptic second-order differential operators with locally periodic coefficients depending on the slow variable $x$ and the…

We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…

For suitable families of locally infinitely divisible Markov processes $\{\xi^{{\epsilon}}_t\}_{0\leq t\leq T}$ with frequent small jumps depending on a small parameter $\epsilon>0,$ precise asymptotics for large deviations of integral…

A successful method to describe the asymptotic behavior of various deterministic and stochastic processes such as asymptotically autonomous differential equations or stochastic approximation processes is to relate it to an appropriately…

We construct a strong Markov process corresponding to the Dirichlet form of Servadei and Valdinoci and use the process to solve the corresponding Neumann boundary problem for the fractional Laplacian and the half-line.

We obtain exponential moment asymptotics for the Bessel point process. As a direct consequence, we improve on the asymptotics for the expectation and variance of the associated counting function, and establish several central limit…

We consider a second order differential operator $\mathscr{A}$ on an (typically unbounded) open and Dirichlet regular set $\Omega\subset \mathbb{R}^d$ and subject to nonlocal Dirichlet boundary conditions of the form \[ u(z) = \int_\Omega…

We start by considering infinite dimensional Markovian dynamics in R^m generated by operators of hypocoercive type and for such models we obtain short and long time pointwise estimates for all the derivatives, of any order and in any…

This paper presents estimates for the distribution of the exit time from balls and short time asymptotics for measure metric Dirichlet spaces. The estimates cover the classical Gaussian case, the sub-diffusive case which can be observed on…

In this paper we analyse the asymptotic behaviour of some nonlocal diffusion problems with local reaction term in general metric measure spaces. We find certain classes of nonlinear terms, including logistic type terms, for which solutions…

In this paper we study the ergodicity and the related semigroup property for a class of symmetric Markov jump processes associated with time changed symmetric $\alpha$-stable processes. For this purpose, explicit and sharp criteria for…

In this paper we study the asymptotic behavior of least energy solutions and the existence of multiple bubbling solutions of nonlinear elliptic equations involving the fractional Laplacians and the critical exponents. This work can be seen…

We study small perturbations of the Dirichlet problems for second order elliptic equations that degenerate on the boundary. The limit of the solution, as the perturbation tends to zero, is calculated. The result is based on a certain…

For a wide class of continuous-time Markov processes, including all irreducible hypoelliptic diffusions evolving on an open, connected subset of $\RL^d$, the following are shown to be equivalent: (i) The process satisfies (a slightly weaker…

This is the first of a series of papers dealing with the asymptotic behavior of certain integrals occuring in the description of the spectrum of an invariant elliptic operator on a compact Riemannian manifold carrying the action of a…

We consider the limiting behavior of fluctuations of small noise diffusions with multiple scales around their homogenized deterministic limit. We allow full dependence of the coefficients on the slow and fast motion. These processes arise…

Using distribution theory we present the moment asymptotic expansion of continuous wavelet transform in different distributional spaces for large and small values of dilation parameter $a$. We also obtain asymptotic expansions for certain…