We introduce the notion of the contraction integrated semigroups and give the Lumber-Phillips characterization of the generator, and also the charaterazied generators of isometric integrated semigroups. For their appl...We introduce the notion of the contraction integrated semigroups and give the Lumber-Phillips characterization of the generator, and also the charaterazied generators of isometric integrated semigroups. For their application, a necessary and sufficient condition for q-matrices Q generating a contraction integrated semigroup is given, and a necessary and sufficient condition for a transition function to be a Feller-Reuter-Riley transition function is also given in terms of its q-matrix.展开更多
In this paper we consider the stability for diffusion processes with state-dependent switching. We first prove their Feller continuity by the coupling methods. Furthermore, we also prove their strong Feller continuity...In this paper we consider the stability for diffusion processes with state-dependent switching. We first prove their Feller continuity by the coupling methods. Furthermore, we also prove their strong Feller continuity and their exponential ergodicity under some reasonable conditions. Finally, we append a very brief discussion about the regularity of these processes.展开更多
In this paper, we consider the Markov process （X^∈（t）, Z^∈（t）） corresponding to a weakly coupled elliptic PDE system with a small parameter ∈ 〉 0. We first prove that （X^∈（t）, Z^∈（t）） has the Feller ...In this paper, we consider the Markov process （X^∈（t）, Z^∈（t）） corresponding to a weakly coupled elliptic PDE system with a small parameter ∈ 〉 0. We first prove that （X^∈（t）, Z^∈（t）） has the Feller continuity by the coupling method, and then prove that （X^∈（t）, Z^∈（t）） has an invariant measure μ^∈（·） by the Foster-Lyapunov inequality. Finally, we establish a large deviations principle for μ^∈（·） as the small parameter e tends to zero.展开更多
Describes the representation of moment generating function for the S-lambda type random variables. Higher order asymptotic formula for generalized Feller operators; Regular n-r order moment for the random variables.
In this paper we consider the Feller property and the exponential ergodicity for general diffusion processes with state-dependent switching. We prove their Feller continuity by means of intro- ducing some auxiliary pr...In this paper we consider the Feller property and the exponential ergodicity for general diffusion processes with state-dependent switching. We prove their Feller continuity by means of intro- ducing some auxiliary processes and by making use of the Radon-Nikodym derivatives. Furthermore, we also prove their strong Feller continuity and their exponential ergodicity under some reasonable conditions.展开更多
A new structure with the special property that catastrophes is imposed to ordinary Birth_Death processes is considered. The necessary and sufficient conditions of stochastically monotone, Feller and symmetric properti...A new structure with the special property that catastrophes is imposed to ordinary Birth_Death processes is considered. The necessary and sufficient conditions of stochastically monotone, Feller and symmetric properties for the extended birth_death processes with catastrophes are obtained.展开更多
In this paper, the stochastic flow of mappings generated by a Feller convolution semigroup on a compact metric space is studied. This kind of flow is the generalization of superprocesses of stochastic flows and stocha...In this paper, the stochastic flow of mappings generated by a Feller convolution semigroup on a compact metric space is studied. This kind of flow is the generalization of superprocesses of stochastic flows and stochastic diffeomorphism induced by the strong solutions of stochastic differential equations.展开更多
This work focuses on a class of jump-diffusions with state-dependent switching. First, compared with the existing results in the literature, in our model, the characteristic measure is allowed to be a-finite. The exis...This work focuses on a class of jump-diffusions with state-dependent switching. First, compared with the existing results in the literature, in our model, the characteristic measure is allowed to be a-finite. The existence and uniqueness of the underlying process are obtained by representing the switching component as a stochastic integral with respect to a Poisson random measure and by using a successive approximation method. Then, the Feller property is proved by means of introducing auxiliary processes and by making use of Radon-Nikodym derivatives. Furthermore, the irreducibility and all compact sets being petite are demonstrated. Based on these results, the uniform ergodicity is established under a general Lyapunov condition. Finally, easily verifiable conditions for uniform ergodicity are established when the jump-diffusions are linearizable with respect to the variable x （the state variable corresponding to the jump-diffusion component） in a neighborhood of the infinity, and some examples are presented to illustrate the results.展开更多
A stochastic susceptible-infective-recovered(SIR)epidemic model with jumps was considered.The contributions of this paper are as follows.(1) The stochastic differential equation(SDE)associated with the model has a uni...A stochastic susceptible-infective-recovered(SIR)epidemic model with jumps was considered.The contributions of this paper are as follows.(1) The stochastic differential equation(SDE)associated with the model has a unique global positive solution;(2) the results reveal that the solution of this epidemic model will be stochastically ultimately bounded,and the non-linear SDE admits a unique stationary distribution under certain parametric conditions;(3) the coefficients play an important role in the extinction of the diseases.展开更多
Yamamuro in [1] defines strong and weak transience of Markov processes; gives a criterion for strong transience of Feller processes; and further, discusses strong and weak transience of Ornstein-Uhlenbeck type process...Yamamuro in [1] defines strong and weak transience of Markov processes; gives a criterion for strong transience of Feller processes; and further, discusses strong and weak transience of Ornstein-Uhlenbeck type processes. In this article, the authors weaken the Feller property of the result in [1] to weak Feller property and discuss the strong transience of operator-self-similar Markov processes.展开更多
The purpose of this paper is to analyse mathematical models used in environmental modelling. Following a brief survey of the development in modelling scale- and time-dependent dispersion processes in the environment, ...The purpose of this paper is to analyse mathematical models used in environmental modelling. Following a brief survey of the development in modelling scale- and time-dependent dispersion processes in the environment, this paper compares three similarity solutions, one of which is a solution of the generalized Feller equation （GF） with fractal parameters, and the other two for the newly-developed generalized Fokker-Planck equation （GFP）. The three solutions are derived with parameters having physical significance. Data from field experiments are used to verify the solutions. The analyses indicate that the solutions of both GF and GFP represent the physically meaningful natural processes, and simulate the realistic shapes of tracer breakthrough curves.展开更多
This paper is devoted to the functional analytic approach to the problem of existence of Markov processes with Dirichlet boundary condition, oblique derivative boundary condition and first-order Wentzell boundary cond...This paper is devoted to the functional analytic approach to the problem of existence of Markov processes with Dirichlet boundary condition, oblique derivative boundary condition and first-order Wentzell boundary condition for second-order, uniformly elliptic differential operators with discontinuous coefficients. More precisely, we construct Feller semigroups associated with absorption, reflection, drift and sticking phenomena at the boundary. The approach here is distinguished by the extensive use of the ideas and techniques characteristic of the recent developments in the Calderon- Zygmund theory of singular integral operators with non-smooth kernels.展开更多
In this paper, we shall study how energy functionals and Revuz measures change under time change of Markov processes and provide an intuitive and direct approach to the computation of the Levy system and jumping measu...In this paper, we shall study how energy functionals and Revuz measures change under time change of Markov processes and provide an intuitive and direct approach to the computation of the Levy system and jumping measure of time changed process.展开更多
This paper considers a stochastic Lienard equation with Markovian switching. The Feller continuity of its solution is proved by the coupling method and a truncation argument. The existence of a stationary solution for...This paper considers a stochastic Lienard equation with Markovian switching. The Feller continuity of its solution is proved by the coupling method and a truncation argument. The existence of a stationary solution for the equation is also proved under the Foster-Lyapunov drift condition.展开更多
This paper is devoted to the functional analytic approach to the problem of the existence of Markov processes in probability theory. More precisely, we construct Feller semigroups with Dirichlet conditions for second-...This paper is devoted to the functional analytic approach to the problem of the existence of Markov processes in probability theory. More precisely, we construct Feller semigroups with Dirichlet conditions for second-order, uniformly elliptic integro-differential operators with discontinuous coefficients. In other words, we prove that there exists a Feller semigroup corresponding to such a diffusion phenomenon that a Markovian particle moves both by jumps and continuously in the state space until it dies at the time when it reaches the boundary.展开更多
This work focuses on stochastic Lienard equations with state-dependent switching. First, the existence and uniqueness of a strong solution are obtained by successive construction method. Next, strong Feller property i...This work focuses on stochastic Lienard equations with state-dependent switching. First, the existence and uniqueness of a strong solution are obtained by successive construction method. Next, strong Feller property is proved by introducing certain auxiliary processes and using the Radon-Nikodym derivatives and truncation arguments. Based on these results, positive Harris recurrence and exponential ergodicity are obtained under the Foster-Lyapunov drift conditions. Finally, examples using van der Pol equations are presented for illustrations, and the corresponding Foster-Lyapunov functions for the examples are constructed explicitly.展开更多
We evaluated,for the first time in Turkey,the productivity of a feller buncher during clear-cut operations of two Brutian pine stands located in Canakkale,northwestern Turkey with different diameter classes and terrai...We evaluated,for the first time in Turkey,the productivity of a feller buncher during clear-cut operations of two Brutian pine stands located in Canakkale,northwestern Turkey with different diameter classes and terrain conditions.In the first stand with 24.6 cm average DBH,the feller buncher cut full trees and moved them to roadside.In the second stand with 34.3 cm average DBH,the feller buncher cut trees in two stages due to their larger diameters and the relatively steep and rough terrain conditions of the site.The effects of specific stand features,DBH and tree height measurements were assessed through statistical analysis in relation to productivity.The results indicate that the average productivity for the first stand was about 118 m^3h^-1,while it was about 80 m3h-1 in the second stand.Even though tree diameter and volume were higher in the second stand,productivity decreased by32.3%due to extra time spent on the two-stage cutting operation.The results revealed that harvesting operations should be planned carefully and the right equipment selected by accounting for different tree sizes,terrain conditions and machine specifications in order to better understand their effects on production.展开更多
Consider the two-dimensional, incompressible Navier-Stokes equations on torus T^2= [-π, π]^2 driven by a degenerate multiplicative noise in the vorticity formulation（abbreviated as SNS）： dwt = ν？w_tdt ＋B（Kw_t...Consider the two-dimensional, incompressible Navier-Stokes equations on torus T^2= [-π, π]^2 driven by a degenerate multiplicative noise in the vorticity formulation（abbreviated as SNS）： dwt = ν？w_tdt ＋B（Kw_t, w_t）dt ＋ Q（w_t）dW t. We prove that the solution to SNS is continuous differentiable in initial value. We use the Malliavin calculus to prove that the semigroup{P_t}_t≥0 generated by the SNS is asymptotically strong Feller. Moreover, we use the coupling method to prove that the solution to SNS has a weak form of irreducibility.Under almost the same Hypotheses as that given by Odasso, Prob. Theory Related Fields, 140： 41–82（2005）with a different method, we get an exponential ergodicity under a stronger norm.展开更多
文摘We introduce the notion of the contraction integrated semigroups and give the Lumber-Phillips characterization of the generator, and also the charaterazied generators of isometric integrated semigroups. For their application, a necessary and sufficient condition for q-matrices Q generating a contraction integrated semigroup is given, and a necessary and sufficient condition for a transition function to be a Feller-Reuter-Riley transition function is also given in terms of its q-matrix.
文摘In this paper we consider the stability for diffusion processes with state-dependent switching. We first prove their Feller continuity by the coupling methods. Furthermore, we also prove their strong Feller continuity and their exponential ergodicity under some reasonable conditions. Finally, we append a very brief discussion about the regularity of these processes.
基金the National Natural Science Foundation of China, Grant No. 19901001
文摘In this paper, we consider the Markov process （X^∈（t）, Z^∈（t）） corresponding to a weakly coupled elliptic PDE system with a small parameter ∈ 〉 0. We first prove that （X^∈（t）, Z^∈（t）） has the Feller continuity by the coupling method, and then prove that （X^∈（t）, Z^∈（t）） has an invariant measure μ^∈（·） by the Foster-Lyapunov inequality. Finally, we establish a large deviations principle for μ^∈（·） as the small parameter e tends to zero.
基金the Natural Science Foundation of Hubei Province.
文摘Describes the representation of moment generating function for the S-lambda type random variables. Higher order asymptotic formula for generalized Feller operators; Regular n-r order moment for the random variables.
基金the National Natural Science Foundation of China (Grant No. 10671037)the Basic Research Foundation of Beijing Institute of Technology (Grant No. 200507A4203)
文摘In this paper we consider the Feller property and the exponential ergodicity for general diffusion processes with state-dependent switching. We prove their Feller continuity by means of intro- ducing some auxiliary processes and by making use of the Radon-Nikodym derivatives. Furthermore, we also prove their strong Feller continuity and their exponential ergodicity under some reasonable conditions.
文摘A new structure with the special property that catastrophes is imposed to ordinary Birth_Death processes is considered. The necessary and sufficient conditions of stochastically monotone, Feller and symmetric properties for the extended birth_death processes with catastrophes are obtained.
基金Supported by the Natural Science Foundation of Henan Province(2004601018).
文摘In this paper, the stochastic flow of mappings generated by a Feller convolution semigroup on a compact metric space is studied. This kind of flow is the generalization of superprocesses of stochastic flows and stochastic diffeomorphism induced by the strong solutions of stochastic differential equations.
基金supported in part by National Natural Science Foundation of China(Grant No. 11171024)supported in part by National Natural Science Foundation of China (Grant No.70871055)supported in part by National Science Foundationof US (Grant No. DMS-0907753)
文摘This work focuses on a class of jump-diffusions with state-dependent switching. First, compared with the existing results in the literature, in our model, the characteristic measure is allowed to be a-finite. The existence and uniqueness of the underlying process are obtained by representing the switching component as a stochastic integral with respect to a Poisson random measure and by using a successive approximation method. Then, the Feller property is proved by means of introducing auxiliary processes and by making use of Radon-Nikodym derivatives. Furthermore, the irreducibility and all compact sets being petite are demonstrated. Based on these results, the uniform ergodicity is established under a general Lyapunov condition. Finally, easily verifiable conditions for uniform ergodicity are established when the jump-diffusions are linearizable with respect to the variable x （the state variable corresponding to the jump-diffusion component） in a neighborhood of the infinity, and some examples are presented to illustrate the results.
基金Natural Science Foundation of Hunan University of Technology,China(No.2012HZX08)the Special Foundation of National Independent Innovation Demonstration Area Construction of Zhuzhou(Applied Basic Research),China
文摘A stochastic susceptible-infective-recovered(SIR)epidemic model with jumps was considered.The contributions of this paper are as follows.(1) The stochastic differential equation(SDE)associated with the model has a unique global positive solution;(2) the results reveal that the solution of this epidemic model will be stochastically ultimately bounded,and the non-linear SDE admits a unique stationary distribution under certain parametric conditions;(3) the coefficients play an important role in the extinction of the diseases.
基金Research supported in part by the National Natural Science Foundation of China and a grant from the Ministry of Education of China
文摘Yamamuro in [1] defines strong and weak transience of Markov processes; gives a criterion for strong transience of Feller processes; and further, discusses strong and weak transience of Ornstein-Uhlenbeck type processes. In this article, the authors weaken the Feller property of the result in [1] to weak Feller property and discuss the strong transience of operator-self-similar Markov processes.
基金Supported by the NNSF of China(30570426)Fok Ying Tung Education Foundation(101004)the Youth Foundation of Educational Department of Hunan Province in China(05B007).
文摘The purpose of this paper is to analyse mathematical models used in environmental modelling. Following a brief survey of the development in modelling scale- and time-dependent dispersion processes in the environment, this paper compares three similarity solutions, one of which is a solution of the generalized Feller equation （GF） with fractal parameters, and the other two for the newly-developed generalized Fokker-Planck equation （GFP）. The three solutions are derived with parameters having physical significance. Data from field experiments are used to verify the solutions. The analyses indicate that the solutions of both GF and GFP represent the physically meaningful natural processes, and simulate the realistic shapes of tracer breakthrough curves.
基金Supported in part by Grant-in-Aid for General Scientific Research (No. 16340031)Ministry of Education, Culture, Sports, Science and Technology, Japan
文摘This paper is devoted to the functional analytic approach to the problem of existence of Markov processes with Dirichlet boundary condition, oblique derivative boundary condition and first-order Wentzell boundary condition for second-order, uniformly elliptic differential operators with discontinuous coefficients. More precisely, we construct Feller semigroups associated with absorption, reflection, drift and sticking phenomena at the boundary. The approach here is distinguished by the extensive use of the ideas and techniques characteristic of the recent developments in the Calderon- Zygmund theory of singular integral operators with non-smooth kernels.
基金the National Natural Science Foundation of China (Grant No. 10771131)the National Basic Research Program of China (973 Program) (Grant No. 2007CB814904)
文摘In this paper, we shall study how energy functionals and Revuz measures change under time change of Markov processes and provide an intuitive and direct approach to the computation of the Levy system and jumping measure of time changed process.
文摘This paper considers a stochastic Lienard equation with Markovian switching. The Feller continuity of its solution is proved by the coupling method and a truncation argument. The existence of a stationary solution for the equation is also proved under the Foster-Lyapunov drift condition.
基金Supported in part by Grant-in-Aid for General Scientific Research (No. 16340031)Ministry of Education,Culture, Sports, Science and Technology, Japan
文摘This paper is devoted to the functional analytic approach to the problem of the existence of Markov processes in probability theory. More precisely, we construct Feller semigroups with Dirichlet conditions for second-order, uniformly elliptic integro-differential operators with discontinuous coefficients. In other words, we prove that there exists a Feller semigroup corresponding to such a diffusion phenomenon that a Markovian particle moves both by jumps and continuously in the state space until it dies at the time when it reaches the boundary.
基金Supported by the National Natural Science Foundation of China(No.11171024)the National Science Foundation,United States(No.DMS-0907753)
文摘This work focuses on stochastic Lienard equations with state-dependent switching. First, the existence and uniqueness of a strong solution are obtained by successive construction method. Next, strong Feller property is proved by introducing certain auxiliary processes and using the Radon-Nikodym derivatives and truncation arguments. Based on these results, positive Harris recurrence and exponential ergodicity are obtained under the Foster-Lyapunov drift conditions. Finally, examples using van der Pol equations are presented for illustrations, and the corresponding Foster-Lyapunov functions for the examples are constructed explicitly.
文摘We evaluated,for the first time in Turkey,the productivity of a feller buncher during clear-cut operations of two Brutian pine stands located in Canakkale,northwestern Turkey with different diameter classes and terrain conditions.In the first stand with 24.6 cm average DBH,the feller buncher cut full trees and moved them to roadside.In the second stand with 34.3 cm average DBH,the feller buncher cut trees in two stages due to their larger diameters and the relatively steep and rough terrain conditions of the site.The effects of specific stand features,DBH and tree height measurements were assessed through statistical analysis in relation to productivity.The results indicate that the average productivity for the first stand was about 118 m^3h^-1,while it was about 80 m3h-1 in the second stand.Even though tree diameter and volume were higher in the second stand,productivity decreased by32.3%due to extra time spent on the two-stage cutting operation.The results revealed that harvesting operations should be planned carefully and the right equipment selected by accounting for different tree sizes,terrain conditions and machine specifications in order to better understand their effects on production.
基金supported by the National Natural Science Foundation of China(No.11371041,11431014)the Key Laboratory of Random Complex Structures and Data Science,Academy of Mathematics and Systems Science,Chinese Academy of Sciences(No.2008DP173182)+3 种基金supported by NSFC(No.11501195)a Scientific Research Fund of Hunan Provincial Education Department(No.17C0953)the Youth Scientific Research Fund of Hunan Normal University(No.Math140650)the Construct Program of the Key Discipline in Hunan Province
文摘Consider the two-dimensional, incompressible Navier-Stokes equations on torus T^2= [-π, π]^2 driven by a degenerate multiplicative noise in the vorticity formulation（abbreviated as SNS）： dwt = ν？w_tdt ＋B（Kw_t, w_t）dt ＋ Q（w_t）dW t. We prove that the solution to SNS is continuous differentiable in initial value. We use the Malliavin calculus to prove that the semigroup{P_t}_t≥0 generated by the SNS is asymptotically strong Feller. Moreover, we use the coupling method to prove that the solution to SNS has a weak form of irreducibility.Under almost the same Hypotheses as that given by Odasso, Prob. Theory Related Fields, 140： 41–82（2005）with a different method, we get an exponential ergodicity under a stronger norm.
