Articles with "additive functionals" as a keyword



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On a scattering length for additive functionals and spectrum of fractional Laplacian with a non‐local perturbation

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Published in 2019 at "Mathematische Nachrichten"

DOI: 10.1002/mana.201800254

Abstract: In this paper we study the scattering length for positive additive functionals of symmetric stable processes on Rd . The additive functionals considered here are not necessarily continuous. We prove that the semi‐classical limit of… read more here.

Keywords: perturbation; scattering length; fractional laplacian; non local ... See more keywords
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Global regime for general additive functionals of conditioned Bienaymé-Galton-Watson trees

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Published in 2021 at "Probability Theory and Related Fields"

DOI: 10.1007/s00440-021-01095-9

Abstract: We give an invariance principle for very general additive functionals of conditioned Bienayme-Galton-Watson trees in the global regime when the offspring distribution lies in the domain of attraction of a stable distribution, the limit being… read more here.

Keywords: global regime; watson trees; galton watson; general additive ... See more keywords
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Large deviation for additive functionals of symmetric Markov processes

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Published in 2020 at "Transactions of the American Mathematical Society"

DOI: 10.1090/tran/8039

Abstract: In this paper, we establish a large deviation principle for pairs of continuous and purely discontinuous additive functionals of symmetric Borel right processes on Lusin spaces. We also establish compact embedding results for the extended… read more here.

Keywords: large deviation; additive functionals; functionals symmetric; markov processes ... See more keywords
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Path independence of the additive functionals for McKean–Vlasov stochastic differential equations with jumps

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Published in 2019 at "Infinite Dimensional Analysis, Quantum Probability and Related Topics"

DOI: 10.1142/s0219025721500065

Abstract: In this paper, the path independent property of additive functionals of McKean–Vlasov stochastic differential equations with jumps is characterized by nonlinear partial integro-differential equations involving [Formula: see text]-derivatives with respect to probability measures introduced by… read more here.

Keywords: stochastic differential; additive functionals; mckean vlasov; vlasov stochastic ... See more keywords
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Long time asymptotics of unbounded additive functionals of Markov processes

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Published in 2017 at "Electronic Journal of Probability"

DOI: 10.1214/17-ejp104

Abstract: Under hypercontractivity and $L_p$-integrability of transition density for some $p>1$, we use the perturbation theory of linear operators to obtain existence of long time asymptotics of exponentials of unbounded additive functionals of Markov processes and… read more here.

Keywords: time asymptotics; unbounded additive; additive functionals; markov processes ... See more keywords