The compact support property for measure-valued processes
János Engländer, Ross G. Pinsky (2006)
Annales de l'I.H.P. Probabilités et statistiques
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Displaying similar documents to “Behavior of diffusion semi-groups at infinity”
The compact support property for measure-valued processes
Beta-gamma random variables and intertwining relations between certain Markov processes.
Philippe Carmona, Frédérique Petit, Marc Yor (1998)
Revista Matemática Iberoamericana
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In this paper, we study particular examples of the intertwining relation
QtΛ = ΛPt
between two Markov semi-groups (Pt, t ≥ 0) defined respectively on (E,ε) and (F,
Construction of diffusions
Kiyosi Ito (1962)
Annales scientifiques de l'Université de Clermont. Mathématiques
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Intertwining of Markov semi-groups, some examples
Philippe Biane (1995)
Séminaire de probabilités de Strasbourg
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Markovian perturbation, response and fluctuation dissipation theorem
Amir Dembo, Jean-Dominique Deuschel (2010)
Annales de l'I.H.P. Probabilités et statistiques
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We consider the Fluctuation Dissipation Theorem (FDT) of statistical physics from a mathematical perspective. We formalize the concept of “linear response function” in the general framework of Markov processes. We show that for processes out of equilibrium it depends not only on the given Markov process () but also on the chosen perturbation of it. We characterize the set of all possible response functions for a given Markov process and show that at equilibrium they all satisfy the FDT....
Stochastic integral by a semi-Markov process of diffusion type.
Kharlamov, B.V. (2005)
Zapiski Nauchnykh Seminarov POMI
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Generalized distribution semi-groups of bounded linear operators
Eric Larsson (1967)
Annali della Scuola Normale Superiore di Pisa - Classe di Scienze
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