Progressive intrinsic ultracontractivity and heat kernel estimates for non-local Schr\" odinger operators
K Kaleta, RL Schilling - arXiv preprint arXiv:1903.12004, 2019 - arxiv.org
We study the long-time asymptotic behaviour of semigroups generated by non-local Schr\"
odinger operators of the form $ H=-L+ V $; the free operator $ L $ is the generator of a …
odinger operators of the form $ H=-L+ V $; the free operator $ L $ is the generator of a …
[PDF][PDF] On statistical inference for selected multivariate stochastic processes of diffusion type
JN Dexheimer - 2022 - data.math.au.dk
The papers all correspond to their submitted versions, besides changes in layout,
numbering, typesetting and the correction of some minor typing errors. Excerpts of earlier …
numbering, typesetting and the correction of some minor typing errors. Excerpts of earlier …
Equivalence of the strong Feller properties of analytic semigroups and associated resolvents
S Kusuoka, K Kuwae, K Matsuura - … on Dirichlet Forms and Related Topics, 2022 - Springer
Equivalence of the Strong Feller Properties of Analytic Semigroups and Associated Resolvents
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Periodic homogenization for Levy-type processes
I Valentić - 2020 - repozitorij.unizg.hr
Sažetak The main goal of this thesis is to discuss periodic homogenization of a Lévy-type
pseudodifferential operator. Our approach to this problem is based on probabilistic …
pseudodifferential operator. Our approach to this problem is based on probabilistic …
The existence and characterisation of duality of Markov processes in the Euclidean space
RX Lee - 2013 - wrap.warwick.ac.uk
This thesis examines the existence of dualMarkov processes and presents the full
characterization of Markov processes in Euclidean space equipped with the natural order …
characterization of Markov processes in Euclidean space equipped with the natural order …
[PDF][PDF] Affine Processes and Pseudo-Differential Operators with Unbounded Coefficients
M Schwarzenberger - 2016 - core.ac.uk
In the 1960s, Courrège and von Waldenfels proved that the generator of a Feller semigroup
is represented by an integro-differential operator under some reasonable assumptions. By …
is represented by an integro-differential operator under some reasonable assumptions. By …
Long time behaviour of 1/2 H\" older diffusion population processes
B Marmet - arXiv preprint arXiv:1411.0533, 2014 - arxiv.org
In this paper we investigate the long time behavior of a family of diffusion processes with H\"
older continuous diffusion terms on a compact set, these process arise naturally in random …
older continuous diffusion terms on a compact set, these process arise naturally in random …
Smooth properties for semigroups of Lévy processes and their application
J Wang - Statistics & Probability Letters, 2014 - Elsevier
Smooth properties for semigroups of Lévy processes and their application - ScienceDirect Skip
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Exponential Ergodicity of killed Lévy processes in a finite interval
M Kolb, M Savov - 2014 - projecteuclid.org
Following Bertoin who considered the ergodicity and exponential decay of Lévy processes
in a finite domain, we consider general Lévy processes and their ergodicity and exponential …
in a finite domain, we consider general Lévy processes and their ergodicity and exponential …
Invariantní míry pro dissipativní stochastické diferenciální rovnice
K Lavička - 2012 - dspace.cuni.cz
Hlavním tématem je formulace a nový zjednodušený důkaz Sunyachovy věty, která
poskytuje postaču-jící podmínky pro existenci a jednoznačnost invariantní míry markovského …
poskytuje postaču-jící podmínky pro existenci a jednoznačnost invariantní míry markovského …