589 research outputs found
Perturbation of strong Feller semigroups and well-posedness of semilinear stochastic equations on Banach spaces
We prove a Miyadera-Voigt type perturbation theorem for strong Feller
semigroups. Using this result, we prove well-posedness of the semilinear
stochastic equation dX(t) = [AX(t) + F(X(t))]dt + GdW_H(t) on a separable
Banach space E, assuming that F is bounded and measurable and that the
associated linear equation, i.e. the equation with F = 0, is well-posed and its
transition semigroup is strongly Feller and satisfies an appropriate gradient
estimate. We also study existence and uniqueness of invariant measures for the
associated transition semigroup.Comment: Revision based on the referee's comment
Feller property and infinitesimal generator of the exploration process
We consider the exploration process associated to the continuous random tree
(CRT) built using a Levy process with no negative jumps. This process has been
studied by Duquesne, Le Gall and Le Jan. This measure-valued Markov process is
a useful tool to study CRT as well as super-Brownian motion with general
branching mechanism. In this paper we prove this process is Feller, and we
compute its infinitesimal generator on exponential functionals and give the
corresponding martingale
Fractional Fokker-Planck Equations for Subdiffusion with Space-and-Time-Dependent Forces
We have derived a fractional Fokker-Planck equation for subdiffusion in a
general space-and- time-dependent force field from power law waiting time
continuous time random walks biased by Boltzmann weights. The governing
equation is derived from a generalized master equation and is shown to be
equivalent to a subordinated stochastic Langevin equation.Comment: 5 page
Multiplicative decompositions and frequency of vanishing of nonnegative submartingales
In this paper, we establish a multiplicative decomposition formula for
nonnegative local martingales and use it to characterize the set of continuous
local submartingales Y of the form Y=N+A, where the measure dA is carried by
the set of zeros of Y. In particular, we shall see that in the set of all local
submartingales with the same martingale part in the multiplicative
decomposition, these submartingales are the smallest ones. We also study some
integrability questions in the multiplicative decomposition and interpret the
notion of saturated sets in the light of our results.Comment: Typos corrected. Close to the published versio
Convergence towards linear combinations of chi-squared random variables: a Malliavin-based approach
We investigate the problem of finding necessary and sufficient conditions for
convergence in distribution towards a general finite linear combination of
independent chi-squared random variables, within the framework of random
objects living on a fixed Gaussian space. Using a recent representation of
cumulants in terms of the Malliavin calculus operators (introduced
by Nourdin and Peccati in \cite{n-pe-3}), we provide conditions that apply to
random variables living in a finite sum of Wiener chaoses. As an important
by-product of our analysis, we shall derive a new proof and a new
interpretation of a recent finding by Nourdin and Poly \cite{n-po-1},
concerning the limiting behaviour of random variables living in a Wiener chaos
of order two. Our analysis contributes to a fertile line of research, that
originates from questions raised by Marc Yor, in the framework of limit
theorems for non-linear functionals of Brownian local times
Loop-Erasure of Plane Brownian Motion
We use the coupling technique to prove that there exists a loop-erasure of a
plane Brownian motion stopped on exiting a simply connected domain, and the
loop-erased curve is the reversal of a radial SLE curve.Comment: 10 page
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