The classical limit of reduced quantum stochastic evolutions
The distribution of time spent by a standard excursion above a given level, with applications to ring polymers near a discontinuity in potential.
The Feynman-Kac formula for a system of parabolic equations
The geometry of Markov diffusion generators
The Harmonic Functions of Mean Ergodic Markov Semigroups.
The martingale problem for a class of pseudo differential operators.
The norm estimate of the difference between the Kac operator and Schrödinger semigroup. II: The general case including the relativistic case.
The PH/M/c queue with varying environment
The Q-matrix problem
Time-dependent Schrödinger perturbations of transition densities
We construct the fundamental solution of for functions q with a certain integral space-time relative smallness, in particular for those satisfying a relative Kato condition. The resulting transition density is comparable to the Gaussian kernel in finite time, and it is even asymptotically equal to the Gaussian kernel (in small time) under the relative Kato condition. The result is generalized to arbitrary strictly positive and finite time-nonhomogeneous transition densities on measure spaces. We...
Time-substitution based on fluctuating additive functionals (Wiener-Hopf factorization for infinitesimal generators)
Towards effective dynamics in complex systems by Markov kernel approximation
Many complex systems occurring in various application share the property that the underlying Markov process remains in certain regions of the state space for long times, and that transitions between such metastable sets occur only rarely. Often the dynamics within each metastable set is of minor importance, but the transitions between these sets are crucial for the behavior and the understanding of the system. Since simulations of the original process are usually prohibitively expensive, the effective...
Transformations de Riesz pour les lois gaussiennes
Transience and non-explosion of certain stochastic Newtonian systems.
Transition density estimates for brownian motion on scale irregular Sierpinski gaskets
Transition probability density function of a certain diffusion process concentrated on a half line
Transition semigroups for stochastic semilinear equations on Hilbert spaces [Book]
Transitions on a noncompact Cantor set and random walks on its defining tree
First, noncompact Cantor sets along with their defining trees are introduced as a natural generalization of -adic numbers. Secondly we construct a class of jump processes on a noncompact Cantor set from given pairs of eigenvalues and measures. At the same time, we have concrete expressions of the associated jump kernels and transition densities. Then we construct intrinsic metrics on noncompact Cantor set to obtain estimates of transition densities and jump kernels under some regularity conditions...
Trous spectraux pour certains algorithmes de Metropolis sur
Two-parameter semigroups, evolutions and their applications to Markov and diffusion fields on the plane.