Two-sided estimates on the density of the Feynman-Kac semigroups of stable-like processes.

Song, Renming

Displaying similar documents to “Two-sided estimates on the density of the Feynman-Kac semigroups of stable-like processes.”

On the strong convergence to equilibrium of the Foiaş solutions of the transport equation

Jan Malczak (1992)

Annales Polonici Mathematici

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We define the Foiaş solutions of the transport equation and we prove that the strong asymptotic stability of the Foiaş solutions is equivalent to the asymptotic stability of the solutions of the transport equation in L¹.

Smoothness of densities of semigroups of measures on homogeneous groups

Jacek Dziubański, Jacek Zienkiewicz (1993)

Colloquium Mathematicae

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Asymptotic behaviour of a transport equation

Ryszard Rudnicki (1992)

Annales Polonici Mathematici

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We study the asymptotic behaviour of the semigroup of Markov operators generated by the equation $u_{t} + b u_{x} + c u = a \int_{0}^{a x} u (t, a x - y) μ (d y)$ . We prove that for a > 1 this semigroup is asymptotically stable. We show that for a ≤ 1 this semigroup, properly normalized, converges to a limit which depends only on a.

The general Fubini theorem in complete bornological locally convex spaces.

Haluška, Ján, Hutník, Ondrej (2010)

Banach Journal of Mathematical Analysis [electronic only]

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A coupling technique for stochastic comparison of functions of Markov processes.

Doisy, M. (2000)

Journal of Applied Mathematics and Decision Sciences

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Hydrodynamic limit fluctuations of super-Brownian motion with a stable catalyst.

Fleischmann, Klaus, Mörters, Peter, Wachtel, Vitali (2006)

Electronic Journal of Probability [electronic only]

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A class of exponentially bounded distribution semigroups.

Mijatović, M., Pilipović, S. (2001)

Bulletin. Classe des Sciences Mathématiques et Naturelles. Sciences Mathématiques

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Renormalization analysis of catalytic Wright-Fisher diffusions.

Fleischmann, Klaus, Swart, Jan M. (2006)

Electronic Journal of Probability [electronic only]

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Strangely sweeping one-dimensional diffusion

Ryszard Rudnicki (1993)

Annales Polonici Mathematici

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Let X(t) be a diffusion process satisfying the stochastic differential equation dX(t) = a(X(t))dW(t) + b(X(t))dt. We analyse the asymptotic behaviour of p(t) = ProbX(t) ≥ 0 as t → ∞ and construct an equation such that $l i m s u p_{t \to \infty} t^{- 1} \int_{0}^{t} p (s) d s = 1$ and $l i m i n f_{t \to \infty} t^{- 1} \int_{0}^{t} p (s) d s = 0$ .

Spectral density estimation for stationary stable random fields

Rachid Sabre (1995)

Applicationes Mathematicae

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We consider a stationary symmetric stable bidimensional process with discrete time, having the spectral representation (1.1). We consider a general case where the spectral measure is assumed to be the sum of an absolutely continuous measure, a discrete measure of finite order and a finite number of absolutely continuous measures on several lines. We estimate the density of the absolutely continuous measure and the density on the lines.

On stochastic differential equations in a configuration space.

Skorokhod, A. (2001)

Georgian Mathematical Journal

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Representations of conditional means.

Rao, M.M. (2001)

Georgian Mathematical Journal

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Decomposition and disintegration of positive definite kernels on convex *-semigroups

Jan Stochel (1992)

Annales Polonici Mathematici

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The paper deals with operator-valued positive definite kernels on a convex *-semigroup whose Kolmogorov-Aronszajn type factorizations induce *-semigroups of bounded shift operators. Any such kernel Φ has a canonical decomposition into a degenerate and a nondegenerate part. In case is commutative, Φ can be disintegrated with respect to some tight positive operator-valued measure defined on the characters of if and only if Φ is nondegenerate. It is proved that a representing measure of...