2014, De Gruyter studies in mathematics, ISBN 3110372746, Volume 61., xi, 313

Book

2013, Courant lecture notes in mathematics, ISBN 0821843591, Volume 24, ix, 128

Book

2001, ISBN 1860945686, v. <1-2 >

Book

1996, 1st ed., Mathematical topics, ISBN 3055017102, Volume 11., 404

Book

Journal of Functional Analysis, ISSN 0022-1236, 02/2014, Volume 266, Issue 4, pp. 2137 - 2152

Let (E,F,μ) be a probability space, and let P be a Markov operator on L2(μ) with 1 a simple eigenvalue such that μP=μ (i.e. μ is an invariant probability...

Ergodicity | Tail norm | Spectral gap | Poincaré inequality | MATHEMATICS | SEMIGROUPS | FUNCTIONAL INEQUALITIES | POINCARE | DECAY | Poincare inequality | SOBOLEV INEQUALITIES

Ergodicity | Tail norm | Spectral gap | Poincaré inequality | MATHEMATICS | SEMIGROUPS | FUNCTIONAL INEQUALITIES | POINCARE | DECAY | Poincare inequality | SOBOLEV INEQUALITIES

Journal Article

Mathematische Nachrichten, ISSN 0025-584X, 05/2018, Volume 291, Issue 7, pp. 1055 - 1074

Based on coupling in two steps and the regularization approximations of the underlying subordinators, we establish log‐Harnack inequalities for Markov...

coupling | 60J75 | 60H10 | log‐Harnack inequality | subordinator | Gruschin semigroup | non‐local operator | log-Harnack inequality | non-local operator | MATHEMATICS | STOCHASTIC DIFFERENTIAL-EQUATIONS | BROWNIAN MOTIONS | SDES DRIVEN | FORMULAS

coupling | 60J75 | 60H10 | log‐Harnack inequality | subordinator | Gruschin semigroup | non‐local operator | log-Harnack inequality | non-local operator | MATHEMATICS | STOCHASTIC DIFFERENTIAL-EQUATIONS | BROWNIAN MOTIONS | SDES DRIVEN | FORMULAS

Journal Article

Studia Mathematica, ISSN 0039-3223, 2018, Volume 241, Issue 1, pp. 41 - 55

We formulate a criterion for the existence of an invariant measure for a Feller semigroup defined on a metric space with the e-property for bounded continuous...

Iterated function system | Asymptotic stability | Invariant measure | E-property | Feller semigroup | Markov operator | MATHEMATICS | e-property | iterated function system | INVARIANT-MEASURES | POLISH SPACES | invariant measure | asymptotic stability

Iterated function system | Asymptotic stability | Invariant measure | E-property | Feller semigroup | Markov operator | MATHEMATICS | e-property | iterated function system | INVARIANT-MEASURES | POLISH SPACES | invariant measure | asymptotic stability

Journal Article

Journal of Mathematical Analysis and Applications, ISSN 0022-247X, 2011, Volume 384, Issue 2, pp. 331 - 348

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...

Peter–Weyl theorem | Courrège–Hunt operator | Pseudo-differential operator | Sobolev space | Beurling–Deny representation | Symbol | Dirichlet form | Convolution semigroup | Fourier transform | Lie group | Lie algebra | Feller semigroup | Courrège-Hunt operator | Peter-Weyl theorem | Beurling-Deny representation | MATHEMATICS, APPLIED | Courrege-Hunt operator | MATHEMATICS | CONVOLUTION SEMIGROUPS | FELLER SEMIGROUPS | FOURIER-ANALYSIS | PSEUDO DIFFERENTIAL-OPERATORS | Markov processes

Peter–Weyl theorem | Courrège–Hunt operator | Pseudo-differential operator | Sobolev space | Beurling–Deny representation | Symbol | Dirichlet form | Convolution semigroup | Fourier transform | Lie group | Lie algebra | Feller semigroup | Courrège-Hunt operator | Peter-Weyl theorem | Beurling-Deny representation | MATHEMATICS, APPLIED | Courrege-Hunt operator | MATHEMATICS | CONVOLUTION SEMIGROUPS | FELLER SEMIGROUPS | FOURIER-ANALYSIS | PSEUDO DIFFERENTIAL-OPERATORS | Markov processes

Journal Article

Mediterranean Journal of Mathematics, ISSN 1660-5446, 2/2016, Volume 13, Issue 1, pp. 353 - 363

We consider a Markov operator T on the space $${\fancyscript{C}(K,\mathbb{R})}$$ C ( K , R ) , where K is a compact convex subset of $${\mathbb{R}^d}$$ R d ....

contraction semigroup | Primary 47D06 | Markov semigroup | 47B65 | second-order elliptic differential operator | Mathematics, general | Mathematics | Markov operator | 47F05 | Secondary 47D07

contraction semigroup | Primary 47D06 | Markov semigroup | 47B65 | second-order elliptic differential operator | Mathematics, general | Mathematics | Markov operator | 47F05 | Secondary 47D07

Journal Article

2011, De Gruyter studies in mathematics, ISBN 3110250101, Volume 38, xviii, 430

Book

2011, Series on concrete and applicable mathematics, ISBN 9789814322188, Volume 12, xviii, 805

Book

Journal of Mathematical Analysis and Applications, ISSN 0022-247X, 11/2019, Volume 479, Issue 1, pp. 384 - 425

We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of...

Perturbation of boundary conditions | Transport equation | Invariant density | Initial-boundary value problem | Substochastic semigroup | Cell cycle model | ERGODICITY | MATHEMATICS, APPLIED | TRANSPORT-EQUATIONS | STABILITY | MODEL | MATHEMATICS | DYNAMICS | OPERATORS | SUBSTOCHASTIC SEMIGROUPS

Perturbation of boundary conditions | Transport equation | Invariant density | Initial-boundary value problem | Substochastic semigroup | Cell cycle model | ERGODICITY | MATHEMATICS, APPLIED | TRANSPORT-EQUATIONS | STABILITY | MODEL | MATHEMATICS | DYNAMICS | OPERATORS | SUBSTOCHASTIC SEMIGROUPS

Journal Article

Probability Theory and Related Fields, ISSN 0178-8051, 10/2011, Volume 151, Issue 1, pp. 95 - 123

Ito’s construction of Markovian solutions to stochastic equations driven by a Lévy noise is extended to nonlinear distribution dependent integrands aiming at...

Mathematical and Computational Biology | Theoretical, Mathematical and Computational Physics | Probability Theory and Stochastic Processes | Mathematics | Quantitative Finance | Linear and nonlinear Markov semigroups | Statistics for Business/Economics/Mathematical Finance/Insurance | Operations Research/Decision Theory | Wasserstein–Kantorovich metric | Nonlinear integrators | 60J25 | 60H05 | Pseudo-differential generators | Stochastic equations driven by Lévy noise | Wasserstein-Kantorovich metric | LAWS | EQUATIONS | STATISTICS & PROBABILITY | FORMULA | Stochastic equations driven by Levy noise | Markov processes | Studies | Nonlinear equations | Stochastic models | Markov analysis | Diffusion

Mathematical and Computational Biology | Theoretical, Mathematical and Computational Physics | Probability Theory and Stochastic Processes | Mathematics | Quantitative Finance | Linear and nonlinear Markov semigroups | Statistics for Business/Economics/Mathematical Finance/Insurance | Operations Research/Decision Theory | Wasserstein–Kantorovich metric | Nonlinear integrators | 60J25 | 60H05 | Pseudo-differential generators | Stochastic equations driven by Lévy noise | Wasserstein-Kantorovich metric | LAWS | EQUATIONS | STATISTICS & PROBABILITY | FORMULA | Stochastic equations driven by Levy noise | Markov processes | Studies | Nonlinear equations | Stochastic models | Markov analysis | Diffusion

Journal Article

10/2016, Second edition., Chapman & Hall/CRC Monographs and Research Notes in Mathematics, ISBN 1482243326, Volume 25, 606

The second edition of this book has a new title that more accurately reflects the table of contents. Over the past few years, many new results have been proven...

Stochastic processes | Applied Mathematics | Mathematical Physics | Differential Equations | constant | linear | STMnetBASE | SCI-TECHnetBASE | MATHnetBASE | infinitesimal | generator | positive | bounded | operator | space | banach | semigroup | Markov processes

Stochastic processes | Applied Mathematics | Mathematical Physics | Differential Equations | constant | linear | STMnetBASE | SCI-TECHnetBASE | MATHnetBASE | infinitesimal | generator | positive | bounded | operator | space | banach | semigroup | Markov processes

eBook

Journal of Functional Analysis, ISSN 0022-1236, 2008, Volume 254, Issue 3, pp. 727 - 759

We study the relationship between two classical approaches for quantitative ergodic properties: the first one based on Lyapunov type controls and popularized...

Hypocoercivity | Lyapunov functions | Poincaré inequalities | Ergodic processes | STABILITY | CONTINUOUS-TIME PROCESSES | EQUATIONS | SOBOLEV INEQUALITIES | hypocoercivity | MATHEMATICS | SEMIGROUPS | ergodic processes | BOUNDS | CHAINS | OPERATORS | Poincare inequalities | DEVIATIONS

Hypocoercivity | Lyapunov functions | Poincaré inequalities | Ergodic processes | STABILITY | CONTINUOUS-TIME PROCESSES | EQUATIONS | SOBOLEV INEQUALITIES | hypocoercivity | MATHEMATICS | SEMIGROUPS | ergodic processes | BOUNDS | CHAINS | OPERATORS | Poincare inequalities | DEVIATIONS

Journal Article

2006, Mathematical surveys and monographs, ISBN 9780821841457, Volume 131, xii, 410

Book

Journal of Functional Analysis, ISSN 0022-1236, 03/2014, Volume 266, Issue 5, pp. 2789 - 2844

Quantum Markov semigroups (QMS), i.e. strongly continuous semigroups of unital completely positive maps, on compact quantum groups are studied. We show that...

Spectral triple | Compact quantum group | Quantum Markov semigroup | Lévy process | Dirichlet form | SPECTRAL TRIPLES | MATHEMATICS | SU | Levy process | DIRICHLET FORMS | CYCLIC COHOMOLOGY | CO-AMENABILITY | Analysis | Algebra

Spectral triple | Compact quantum group | Quantum Markov semigroup | Lévy process | Dirichlet form | SPECTRAL TRIPLES | MATHEMATICS | SU | Levy process | DIRICHLET FORMS | CYCLIC COHOMOLOGY | CO-AMENABILITY | Analysis | Algebra

Journal Article

Journal of Differential Equations, ISSN 0022-0396, 02/2017, Volume 262, Issue 3, pp. 1690 - 1719

In this paper, we provide the spectral decomposition in Hilbert space of the C0-semigroup P and its adjoint Pˆ having as generator, respectively, the Caputo...

Reflected stable processes | Markov semigroups | Continuous frames | Spectral theory | Fractional operators | Non-self-adjoint integro-differential operators | MATHEMATICS | MARKOV-PROCESSES

Reflected stable processes | Markov semigroups | Continuous frames | Spectral theory | Fractional operators | Non-self-adjoint integro-differential operators | MATHEMATICS | MARKOV-PROCESSES

Journal Article

2004, Springer monographs in mathematics, ISBN 3540406514, xi, 337

Book

Ergodic Theory and Dynamical Systems, ISSN 0143-3857, 3/2011, Volume 31, Issue 2, pp. 571 - 597

For any regular Markov operator on the space of finite Borel measures on a Polish space we give a Yosida-type decomposition of the state space, which yields a...

EXISTENCE | MATHEMATICS | SEMIGROUPS | MATHEMATICS, APPLIED | SYSTEMS | INVARIANT-MEASURES | Probability | Dynamical systems | Markov analysis

EXISTENCE | MATHEMATICS | SEMIGROUPS | MATHEMATICS, APPLIED | SYSTEMS | INVARIANT-MEASURES | Probability | Dynamical systems | Markov analysis

Journal Article

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