Spectral properties of Markov semigroups in von Neumann algebras
Sign Up to like & getrecommendations! Published in 2017 at "Journal of Mathematical Analysis and Applications"
DOI: 10.1016/j.jmaa.2017.04.029
Abstract: Abstract We investigate spectral properties of Markov semigroups in von Neumann algebras and their dual semigroups in a fairly general setting which assumes only the abelianess of the semigroups and positivity of the maps in… read more here.
Keywords: properties markov; neumann algebras; spectral properties; markov semigroups ... See more keywords
Approximation of Markov semigroups in total variation distance under an irregular setting: An application to the CIR process
Sign Up to like & getrecommendations! Published in 2019 at "Stochastic Processes and their Applications"
DOI: 10.1016/j.spa.2018.03.008
Abstract: Abstract In this paper, we propose a method to prove the total variation convergence of approximation of Markov semigroups with singularities. In particular our approach is adapted to the study of numerical schemes for Stochastic… read more here.
Keywords: total variation; variation; cir process; approximation markov ... See more keywords