We study the infinitesimal generators of evolutions of linear mappings on the space of polynomials, which correspond to a special class of Markov processes with polynomial regressions called quadratic harnesses. We relate the infinitesimal generator to the unique solution of a certain commutation equation, and we use the commutation equation to find an explicit formula for the infinitesimal generator of free quadratic harnesses.

We introduce and study a notion of Orlicz hypercontractive semigroups. We analyze their relations with general F-Sobolev inequalities, thus extending Gross hypercontractivity theory. We provide criteria for these Sobolev type inequalities and for related properties. In particular, we implement in the context of probability measures the ideas of Maz'ja's capacity theory, and present equivalent forms relating the capacity of sets to their measure. Orlicz hypercontractivity efficiently describes the...

Given a family of Lévy measures ν={ν(x, ⋅)}x∈ℝd, the present work deals with the regularity of harmonic functions and the Feller property of corresponding jump processes. The main aim is to establish continuity estimates for harmonic functions under weak assumptions on the family ν. Different from previous contributions the method covers cases where lower bounds on the probability of hitting small sets degenerate.

A new sufficient condition for the asymptotic stability of a locally Lipschitzian Markov semigroup acting on the space of signed measures ${}_{sig}$ is proved. This criterion is applied to the semigroup of Markov operators generated by a Poisson driven stochastic differential equation.

This work is concerned with the existence and regularity of solutions to the Neumann problem associated with a Ornstein–Uhlenbeck operator on a bounded and smooth convex set K of a Hilbert space H. This problem is related to the reflection problem associated with a stochastic differential equation in K.

Let $P_t$ be the Markov semigroup generated by a weighted Laplace operator on a Riemannian manifold, with μ an invariant probability measure. If the curvature associated with the generator is bounded below, then the exponential convergence of $P_t$ in L¹(μ) implies its hypercontractivity. Consequently, under this curvature condition L¹-convergence is a property stronger than hypercontractivity but weaker than ultracontractivity. Two examples are presented to show that in general, however, L¹-convergence...

Let Ω be an open subset of ${ℝ}^d$ with 0 ∈ Ω. Furthermore, let $H_{\Omega }=-{\sum }_{i,j=1}^d{\partial }_i{c}_{ij}{\partial }_j$ be a second-order partial differential operator with domain $C_c^{\infty }\left(\Omega \right)$ where the coefficients $c_{ij}\in W_{loc}^{1,\infty }\left(\Omega ̅\right)$ are real, $c_{ij}=c_{ji}$ and the coefficient matrix $C=\left(c_{ij}\right)$ satisfies bounds 0 < C(x) ≤ c(|x|)I for all x ∈ Ω. If ${\int }_0^{\infty }ds{s}^{d/2}{e}^{-\lambda \mu \left(s\right)²}<\infty$ for some λ > 0 where $\mu \left(s\right)={\int }_0^{s}dtc{\left(t\right)}^{-1/2}$ then we establish that $H_{\Omega }$ is L₁-unique, i.e. it has a unique L₁-extension which generates a continuous semigroup, if and only if it is Markov unique, i.e. it has a unique L₂-extension which generates a submarkovian semigroup. Moreover...

We start with a general time-homogeneous scalar diffusion whose state space is an interval I ⊆ ℝ. If it is started at x ∈ I, then we consider the problem of imposing upper and/or lower boundary conditions at two points a,b ∈ I, where a < x < b. Using a simple integral identity, we derive general expressions for the Laplace transform of the transition density of the process, if killing or reflecting boundaries are specified. We also obtain a number of useful expressions for the Laplace transforms...

We investigate the dissipativity properties of a class of scalar second order parabolic partial differential equations with time-dependent coefficients. We provide explicit condition on the drift term which ensure that the relative entropy of one particular orbit with respect to some other one decreases to zero. The decay rate is obtained explicitly by the use of a Sobolev logarithmic inequality for the associated semigroup, which is derived by an adaptation of Bakry's Γ-calculus. As a byproduct,...