scholarly journals Random Times for Markov Processes with Killing

2021 ◽  
Vol 5 (4) ◽  
pp. 254
Author(s):  
Yuri G. Kondratiev ◽  
José Luís da Silva

We consider random time changes in Markov processes with killing potentials. We study how random time changes may be introduced in these Markov processes with killing potential and how these changes may influence their time behavior. As applications, we study the parabolic Anderson problem, the non-local Schrödinger operators as well as the generalized Anderson problem.

2016 ◽  
Vol 96 (8) ◽  
pp. 1390-1400 ◽  
Author(s):  
Yuri Kondratiev ◽  
Stanislav Molchanov ◽  
Sergey Pirogov ◽  
Elena Zhizhina

2017 ◽  
Vol 48 (4) ◽  
pp. 515-551
Author(s):  
Siva Athreya ◽  
Koushik Ramachandran

2018 ◽  
Vol 8 (1) ◽  
pp. 165-189 ◽  
Author(s):  
Kamil Kaleta ◽  
Mateusz Kwaśnicki ◽  
József Lőrinczi

2018 ◽  
Vol 17 (1) ◽  
pp. 191-208 ◽  
Author(s):  
Niels Jacob ◽  
◽  
Feng-Yu Wang ◽  
◽  

2019 ◽  
Vol 20 (05) ◽  
pp. 2050034
Author(s):  
Anatoly N. Kochubei ◽  
Yuri G. Kondratiev ◽  
José L. da Silva

In this paper, we investigate the time asymptotic behavior of solutions to fractional in time evolution equations which appear as results of random time changes in Markov processes. We consider inverse subordinators as random times and use the subordination principle for the solutions to forward Kolmogorov equations. The classes of subordinators for which asymptotic analysis may be realized are described.


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