We study a new class of Markov type semigroups (not strongly continuous in general) in the space of all real, uniformly continuous and bounded functions on a separable metric space E. Our results allow us to characterize the generators of Markov transition semigroups in infinite dimensions such as the heat and the Ornstein-Uhlenbeck semigroups.
Let be a transition semigroup of the Hilbert space-valued nonsymmetric Ornstein-Uhlenbeck process and let denote its Gaussian invariant measure. We show that the semigroup is analytic in if and only if its generator is variational. In particular, we show that the transition semigroup of a finite dimensional Ornstein-Uhlenbeck process is analytic if and only if the Wiener process is nondegenerate.
We study the integral representation of potentials by exit laws in the framework of sub-Markovian semigroups of bounded operators acting on . We mainly investigate subordinated semigroups in the Bochner sense by means of -subordinators. By considering the one-sided stable subordinators, we deduce an integral representation for the original semigroup.
We prove smoothing properties of nonlocal transition semigroups associated to a class of stochastic differential equations (SDE) in driven by additive pure-jump Lévy noise. In particular, we assume that the Lévy process driving the SDE is the sum of a subordinated Wiener process (i.e. , where is an increasing pure-jump Lévy process starting at zero and independent of the Wiener process ) and of an arbitrary Lévy process independent of , that the drift coefficient is continuous (but not...
A new version of the maximum principle is presented. The classical Kantorovich-Rubinstein principle gives necessary conditions for the maxima of a linear functional acting on the space of Lipschitzian functions. The maximum value of this functional defines the Hutchinson metric on the space of probability measures. We show an analogous result for the Fortet-Mourier metric. This principle is then applied in the stability theory of Markov-Feller semigroups.
We define the transient and recurrent parts of a quantum Markov semigroup 𝓣 on a von Neumann algebra 𝓐 and we show that, when 𝓐 is σ-finite, we can write 𝓣 as the sum of such semigroups. Moreover, if 𝓣 is the countable direct sum of irreducible semigroups each with a unique faithful normal invariant state ρₙ, we find conditions under which any normal invariant state is a convex combination of ρₙ's.
Quantum detailed balance conditions are often formulated as relationships between the generator of a quantum Markov semigroup and the generator of a dual semigroup with respect to a certain scalar product defined by an invariant state. In this paper we survey some results describing the structure of norm continuous quantum Markov semigroups on ℬ(h) satisfying a quantum detailed balance condition when the duality is defined by means of pre-scalar products on ℬ(h) of the form (s ∈ [0,1]) in order...
We show that a stochastic operator acting on the Banach lattice of all -integrable functions on is quasi-compact if and only if it is uniformly smoothing (see the definition below).