The ergodic behaviour of homogeneous strong Feller irreducible Markov processes in Banach spaces is studied; in particular, existence and uniqueness of finite and -finite invariant measures are considered. The results obtained are applied to solutions of stochastic parabolic equations.
We characterize those homogeneous translation invariant symmetric non-local operators with positive maximum principle whose harmonic functions satisfy Harnack's inequality. We also estimate the corresponding semigroup and the potential kernel.
For a class of degenerate diffusion processes of rank 2, i.e. when only Poisson brackets of order one are needed to span the whole space, we obtain a parametrix representation of McKean–Singer [J. Differential Geom.1 (1967) 43–69] type for the density. We therefrom derive an explicit gaussian upper bound and a partial lower bound that characterize the additional singularity induced by the degeneracy. This particular representation then allows to give a local limit theorem with the usual convergence...
This paper is devoted to the functional analytic approach to the problem of construction of Feller semigroups with Wentzell boundary conditions in the characteristic case. Our results may be stated as follows: We can construct Feller semigroups corresponding to a diffusion phenomenon including absorption, reflection, viscosity, diffusion along the boundary and jump at each point of the boundary.
For α ∈ (1,2) we consider the equation , where b is a time-independent, divergence-free singular vector field of the Morrey class . We show that if the Morrey norm is sufficiently small, then the fundamental solution is globally in time comparable with the density of the isotropic stable process.
The subject of the paper is reciprocal influence of pure mathematics and applied sciences. We illustrate the idea by giving a review of mathematical results obtained recently, related to the model of stochastic gene expression due to Lipniacki et al. [38]. In this model, featuring mRNA and protein levels, and gene activity, the stochastic part of processes involved in gene expression is distinguished from the part that seems to be mostly deterministic, and the dynamics is expressed by means of a...
We study, with purely analytic tools, existence, uniqueness and gradient estimates of the solutions to the Neumann problems associated with a second order elliptic operator with unbounded coefficients in spaces of continuous functions in an unbounded open set Ω in .
We investigate properties of functions which are harmonic with respect to α-stable processes on d-sets such as the Sierpiński gasket or carpet. We prove the Harnack inequality for such functions. For every process we estimate its transition density and harmonic measure of the ball. We prove continuity of the density of the harmonic measure. We also give some results on the decay rate of harmonic functions on regular subsets of the d-set. In the case of the Sierpiński gasket we even obtain the Boundary...
We construct the heat kernel of the 1/2-order Laplacian perturbed by a first-order gradient term in Hölder spaces and a zero-order potential term in a generalized Kato class, and obtain sharp two-sided estimates as well as a gradient estimate of the heat kernel, where the proof of the lower bound is based on a probabilistic approach.
We consider the fractional Laplacian on an open subset in with zero exterior condition. We establish sharp two-sided estimates for the heat kernel of such a Dirichlet fractional Laplacian in open sets. This heat kernel is also the transition density of a rotationally symmetric -stable process killed upon leaving a open set. Our results are the first sharp twosided estimates for the Dirichlet heat kernel of a non-local operator on open sets.