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A nonasymptotic theorem for unnormalized Feynman–Kac particle models

F. Cérou, P. Del Moral, A. Guyader (2011)

Annales de l'I.H.P. Probabilités et statistiques

We present a nonasymptotic theorem for interacting particle approximations of unnormalized Feynman–Kac models. We provide an original stochastic analysis-based on Feynman–Kac semigroup techniques combined with recently developed coalescent tree-based functional representations of particle block distributions. We present some regularity conditions under which the -relative error of these weighted particle measures grows linearly with respect to the time horizon yielding what seems to be the first...

A stochastic model of symbiosis

Urszula Skwara (2010)

Annales Polonici Mathematici

We consider a system of stochastic differential equations which models the dynamics of two populations living in symbiosis. We prove the existence, uniqueness and positivity of solutions. We analyse the long-time behaviour of both trajectories and distributions of solutions. We give a biological interpretation of the model.

A stochastic symbiosis model with degenerate diffusion process

Urszula Skwara (2010)

Annales Polonici Mathematici

We present a model of symbiosis given by a system of stochastic differential equations. We consider a situation when the same factor influences both populations or only one population is stochastically perturbed. We analyse the long-time behaviour of the solutions and prove the asymptoptic stability of the system.

Almost periodic and strongly stable semigroups of operators

Vũ Phóng (1997)

Banach Center Publications

This paper is chiefly a survey of results obtained in recent years on the asymptotic behaviour of semigroups of bounded linear operators on a Banach space. From our general point of view, discrete families of operators T n : n = 0 , 1 , . . . on a Banach space X (discrete one-parameter semigroups), one-parameter C 0 -semigroups T ( t ) : t 0 on X (strongly continuous one-parameter semigroups), are particular cases of representations of topological abelian semigroups. Namely, given a topological abelian semigroup S, a family of bounded...

Analysis on Extended Heisenberg Group

B. Zegarliński (2011)

Annales de la faculté des sciences de Toulouse Mathématiques

In this paper we study Markov semigroups generated by Hörmander-Dunkl type operators on Heisenberg group.

Analyticity of transition semigroups and closability of bilinear forms in Hilbert spaces

Marco Fuhrman (1995)

Studia Mathematica

We consider a semigroup acting on real-valued functions defined in a Hilbert space H, arising as a transition semigroup of a given stochastic process in H. We find sufficient conditions for analyticity of the semigroup in the L 2 ( μ ) space, where μ is a gaussian measure in H, intrinsically related to the process. We show that the infinitesimal generator of the semigroup is associated with a bilinear closed coercive form in L 2 ( μ ) . A closability criterion for such forms is presented. Examples are also given....

Asymptotic behaviour of stochastic quasi dissipative systems

Giuseppe Da Prato (2002)

ESAIM: Control, Optimisation and Calculus of Variations

We prove uniqueness of the invariant measure and the exponential convergence to equilibrium for a stochastic dissipative system whose drift is perturbed by a bounded function.

Asymptotic behaviour of stochastic quasi dissipative systems

Giuseppe Da Prato (2010)

ESAIM: Control, Optimisation and Calculus of Variations

We prove uniqueness of the invariant measure and the exponential convergence to equilibrium for a stochastic dissipative system whose drift is perturbed by a bounded function.

Asymptotic stability in L¹ of a transport equation

M. Ślęczka (2004)

Annales Polonici Mathematici

We study the asymptotic behaviour of solutions of a transport equation. We give some sufficient conditions for the complete mixing property of the Markov semigroup generated by this equation.

Asymptotic stability of a linear Boltzmann-type equation

Roksana Brodnicka, Henryk Gacki (2014)

Applicationes Mathematicae

We present a new necessary and sufficient condition for the asymptotic stability of Markov operators acting on the space of signed measures. The proof is based on some special properties of the total variation norm. Our method allows us to consider the Tjon-Wu equation in a linear form. More precisely a new proof of the asymptotic stability of a stationary solution of the Tjon-Wu equation is given.

Binomial-Poisson entropic inequalities and the M/M/∞ queue

Djalil Chafaï (2006)

ESAIM: Probability and Statistics

This article provides entropic inequalities for binomial-Poisson distributions, derived from the two point space. They appear as local inequalities of the M/M/∞ queue. They describe in particular the exponential dissipation of Φ-entropies along this process. This simple queueing process appears as a model of “constant curvature”, and plays for the simple Poisson process the role played by the Ornstein-Uhlenbeck process for Brownian Motion. Some of the inequalities are recovered by semi-group ...

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