Feller semigroups, Dirchlet forms, and pseudo differential operators.
Formules de dualité sur l'espace de Poisson
Fractional flux and non-normal diffusion.
From a kinetic equation to a diffusion under an anomalous scaling
A linear Boltzmann equation is interpreted as the forward equation for the probability density of a Markov process on , where is the two-dimensional torus. Here is an autonomous reversible jump process, with waiting times between two jumps with finite expectation value but infinite variance. is an additive functional of , defined as , where for small . We prove that the rescaled process converges in distribution to a two-dimensional Brownian motion. As a consequence, the appropriately...
General approximation method for the distribution of Markov processes conditioned not to be killed
We consider a strong Markov process with killing and prove an approximation method for the distribution of the process conditioned not to be killed when it is observed. The method is based on a Fleming−Viot type particle system with rebirths, whose particles evolve as independent copies of the original strong Markov process and jump onto each others instead of being killed. Our only assumption is that the number of rebirths of the Fleming−Viot type system doesn’t explode in finite time almost surely...
Glauber dynamics of continuous particle systems
Gradient flows of the entropy for jump processes
We introduce a new transport distance between probability measures on that is built from a Lévy jump kernel. It is defined via a non-local variant of the Benamou–Brenier formula. We study geometric and topological properties of this distance, in particular we prove existence of geodesics. For translation invariant jump kernels we identify the semigroup generated by the associated non-local operator as the gradient flow of the relative entropy w.r.t. the new distance and show that the entropy is...
Green's functions for elliptic and parabolic equations with random coefficients.
Guaranteed performance robust Kalman filter for continuous-time Markovian jump nonlinear system with uncertain noise.
Hausdorff dimension of invariant measures related to Poisson driven stochastic differential equations
It is shown that the Hausdorff dimension of an invariant measure generated by a Poisson driven stochastic differential equation is greater than or equal to 1.
Heat kernel estimates and Harnack inequalities for some Dirichlet forms with non-local part.
Heat kernel estimates for the Dirichlet fractional Laplacian
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.
Heat kernel of fractional Laplacian in cones
We give sharp estimates for the transition density of the isotropic stable Lévy process killed when leaving a right circular cone.
Invariant measures for nonexpansive Markov operators on Polish spaces [Book]
Invariant measures for random dynamical systems [Book]
Jump processes and diffusions in relativistic stochastic mechanics
Jump processes, ℒ-harmonic functions, continuity estimates and the Feller property
Given a family of Lévy measures ν={ν(x, ⋅)}x∈ℝd, the present work deals with the regularity of harmonic functions and the Feller property of corresponding jump processes. The main aim is to establish continuity estimates for harmonic functions under weak assumptions on the family ν. Different from previous contributions the method covers cases where lower bounds on the probability of hitting small sets degenerate.
Jump telegraph processes and financial markets with memory.
Jumping Markov Processes
Kac’s chaos and Kac’s program
In this note I present the main results about the quantitative and qualitative propagation of chaos for the Boltzmann-Kac system obtained in collaboration with C. Mouhot in [33] which gives a possible answer to some questions formulated by Kac in [25]. We also present some related recent results about Kac’s chaos and Kac’s program obtained in [34, 23, 13] by K. Carrapatoso, M. Hauray, C. Mouhot, B. Wennberg and myself.