Add to ORKGIn this paper we study the ergodicity and the related semigroup property for a class of symmetric Markov jump processes associated with time changed symmetric α-stable processes. For this purpose, explicit and sharp criteria for Poincare ́ type inequalities (including Poincaré, super Poincare ́ and weak Poincare ́ inequalities) of the corresponding non-local Dirichlet forms are derived. Moreover, our main results, when applied to a class of one-dimensional stochas-tic differential equations driven by symmetric α-stable processes, yield sharp criteria for their various ergodic properties and corresponding functional inequalities
We consider a class of pure jump Markov processes in Rd whose jump kernels are comparable to that...
In Part I we developed stability concepts for discrete chains, together with Foster-Lyapunov criteri...
We prove existence of invariant measures for the Markovian semigroup generated by the solution to a ...
We study a fairly general class of time-homogeneous stochastic evolutions driven by noises that are ...
For an irreducible symmetric Markov process on a (not necessarily compact) state space associated wi...
AbstractCambanis, Hardin and Weron (1987) have characterized the ergodic symmetric stable processes ...
This work concerns the Ornstein–Uhlenbeck type process associated to a positive self-similar Markov ...
AbstractLet Zt be a one-dimensional symmetric stable process of order α with α∈(0,2) and consider th...
summary:The ergodic behaviour of homogeneous strong Feller irreducible Markov processes in Banach sp...
In this paper we study certain properties of Dobrushin's ergod- icity coe�cient for stochastic oper...
A general functional inequality is introduced to describe various decays of semi-groups. Our main re...
Abstract. Smoothness of symmetric stable semigroups and some related semigroups of measures on the H...
In these notes we discuss Markov processes, in particular stochastic differential equations (SDE) an...
We prove the convergence at an exponential rate towards the invariant probability measure for a clas...
International audienceWe provide quantitative bounds for the long time behavior of a class of Piecew...
We consider a class of pure jump Markov processes in Rd whose jump kernels are comparable to that...
In Part I we developed stability concepts for discrete chains, together with Foster-Lyapunov criteri...
We prove existence of invariant measures for the Markovian semigroup generated by the solution to a ...
We study a fairly general class of time-homogeneous stochastic evolutions driven by noises that are ...
For an irreducible symmetric Markov process on a (not necessarily compact) state space associated wi...
AbstractCambanis, Hardin and Weron (1987) have characterized the ergodic symmetric stable processes ...
This work concerns the Ornstein–Uhlenbeck type process associated to a positive self-similar Markov ...
AbstractLet Zt be a one-dimensional symmetric stable process of order α with α∈(0,2) and consider th...
summary:The ergodic behaviour of homogeneous strong Feller irreducible Markov processes in Banach sp...
In this paper we study certain properties of Dobrushin's ergod- icity coe�cient for stochastic oper...
A general functional inequality is introduced to describe various decays of semi-groups. Our main re...
Abstract. Smoothness of symmetric stable semigroups and some related semigroups of measures on the H...
In these notes we discuss Markov processes, in particular stochastic differential equations (SDE) an...
We prove the convergence at an exponential rate towards the invariant probability measure for a clas...
International audienceWe provide quantitative bounds for the long time behavior of a class of Piecew...
We consider a class of pure jump Markov processes in Rd whose jump kernels are comparable to that...
In Part I we developed stability concepts for discrete chains, together with Foster-Lyapunov criteri...
We prove existence of invariant measures for the Markovian semigroup generated by the solution to a ...