[HTML][HTML] Smoothness of continuous state branching with immigration semigroups

M Chazal, R Loeffen, P Patie - Journal of Mathematical Analysis and …, 2018 - Elsevier
In this work we develop an original and thorough analysis of the (non)-smoothness
properties of the semigroups, and their heat kernels, associated to a large class of …

Ergodicity of Lévy-type processes

N Sandrić - ESAIM: Probability and Statistics, 2016 - esaim-ps.org
In this paper, conditions for transience, recurrence, ergodicity and strong, subexponential
(polynomial) and exponential ergodicity of a class of Feller processes are derived. The …

Quasi-compactness criterion for strong Feller kernels with an application to quasi-stationary distributions

M Benaïm, N Champagnat, W Oçafrain, D Villemonais - 2022 - hal.science
Quasi-compactness criterion for strong Feller kernels with an application to quasi-stationary
distributions Page 1 HAL Id: hal-03640205 https://hal.science/hal-03640205 Preprint submitted …

[HTML][HTML] Periodic homogenization of a Lévy-type process with small jumps

N Sandrić, I Valentić, J Wang - Journal of evolution equations, 2021 - Springer
In this article, we consider the problem of periodic homogenization of a Feller process
generated by a pseudo-differential operator, the so-called Lévy-type process. Under the …

Hopf type lemmas for subsolutions of integro-differential equations

T Klimsiak, T Komorowski - Bernoulli, 2023 - projecteuclid.org
In the paper we prove a lower bound for subsolutions of the integro-differential equation:− A
u+ cu= 0 in a domain D. It states that there exists a Borel function ψ, strictly positive on D …

On transience of Lévy-type processes

N Sandrić - Stochastics, 2016 - Taylor & Francis
In this paper, we study weak and strong transience of a class of Feller processes associated
with pseudo-differential operators, the so-called Lévy-type processes. As a main result, we …

On smoothing properties of transition semigroups associated to a class of SDEs with jumps

S Kusuoka, C Marinelli - Annales de l'IHP Probabilités et statistiques, 2014 - numdam.org
We prove smoothing properties of nonlocal transition semigroups associated to a class of
stochastic differential equations (SDE) in Rd driven by additive pure-jump Lévy noise. In …

Nonzero-sum games of optimal stopping and generalized nash equilibrium problems

R Martyr, J Moriarty - SIAM Journal on Control and Optimization, 2021 - SIAM
In the nonzero-sum setting, we establish a connection between Nash equilibria in games of
optimal stopping (Dynkin games) and generalized Nash equilibrium problems. In the Dynkin …

Sub-Markovian C0-Semigroups Generated by Fractional Laplacian with Gradient Perturbation

J Wang - Integral Equations and Operator Theory, 2013 - Springer
We present a sufficient condition for fractional Laplacian with gradient perturbation to
generate a sub-Markovian C 0-semigroup on L^ 1 (R^ d, dx). The condition also yields the …

Implications of Markov stability theory for nonparametric statistics, Markov additive fluctuations and data-driven stochastic control

L Trottner - 2021 - madoc.bib.uni-mannheim.de
The central topic of this thesis is the influence of stability properties of continuous time
Markov processes on their nonparametric statistical analysis. In particular sup-norm …