[HTML][HTML] A new notion of subharmonicity on locally smoothing spaces, and a conjecture by Braverman, Milatovic, Shubin

B Güneysu, S Pigola, P Stollmann, G Veronelli - Mathematische Annalen, 2024 - Springer
Given a strongly local Dirichlet space and λ⩾ 0, we introduce a new notion of λ-
subharmonicity for L loc 1-functions, which we call local λ-shift defectivity, and which turns …

Strong Feller semigroups and Markov processes: a counterexample

L Beznea, I Cimpean, M Röckner - Stochastics and Partial Differential …, 2024 - Springer
The aim of this note is to show, by providing an elementary way to construct
counterexamples, that the strong Feller and the joint (space-time) continuity for a semigroup …

Transport properties of a chain of anharmonic oscillators with random flip of velocities

C Bernardin, S Olla - Journal of Statistical Physics, 2011 - Springer
We consider the stationary states of a chain of n anharmonic coupled oscillators, whose
deterministic Hamiltonian dynamics is perturbed by random independent sign change of the …

Space‐time fractional Dirichlet problems

B Baeumer, T Luks… - Mathematische …, 2018 - Wiley Online Library
This paper establishes explicit solutions for fractional diffusion problems on bounded
domains. It also gives stochastic solutions, in terms of Markov processes time‐changed by …

Anomalous diffusion for a class of systems with two conserved quantities

C Bernardin, G Stoltz - Nonlinearity, 2012 - iopscience.iop.org
We introduce a class of one-dimensional deterministic models of energy–volume conserving
interfaces. Numerical simulations show that these dynamics are genuinely super-diffusive …

Some theorems on Feller processes: transience, local times and ultracontractivity

R Schilling, J Wang - Transactions of the American Mathematical Society, 2013 - ams.org
We present sufficient conditions for the transience and the existence of local times of a Feller
process, and the ultracontractivity of the associated Feller semigroup; these conditions are …

Adaptive invariant density estimation for continuous-time mixing Markov processes under sup-norm risk

N Dexheimer, C Strauch, L Trottner - … de l'Institut Henri Poincare (B …, 2022 - projecteuclid.org
Up to now, the nonparametric analysis of multidimensional continuous-time Markov
processes has focussed strongly on specific model choices, mostly related to symmetry of …

Maximal inequalities and some applications

F Kühn, RL Schilling - Probability Surveys, 2023 - projecteuclid.org
A maximal inequality is an inequality which involves the (absolute) supremum sup s⩽ t| X s|
or the running maximum sup s⩽ t X s of a stochastic process (X t) t⩾ 0. We discuss maximal …

[HTML][HTML] Stochastic representation of solution to nonlocal-in-time diffusion

Q Du, L Toniazzi, Z Zhou - Stochastic Processes and their Applications, 2020 - Elsevier
The aim of this paper is to derive a stochastic representation of the solution to a nonlocal-in-
time evolution equation (with a historical initial condition), which serves a bridge between …

Semigroup properties of solutions of SDEs driven by Lévy processes with independent coordinates

T Kulczycki, M Ryznar - Stochastic Processes and their Applications, 2020 - Elsevier
We study the stochastic differential equation d X t= A (X t−) d Z t, X 0= x, where Z t=(Z t (1),…,
Z t (d)) T and Z t (1),…, Z t (d) are independent one-dimensional Lévy processes with …