Random Times for Markov Processes with Killing

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-...

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Main Authors: Yuri G. Kondratiev, José Luís da Silva
Format: Article
Language:English
Published: MDPI AG 2021-12-01
Series:Fractal and Fractional
Subjects:
Online Access:https://www.mdpi.com/2504-3110/5/4/254
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author Yuri G. Kondratiev
José Luís da Silva
author_facet Yuri G. Kondratiev
José Luís da Silva
author_sort Yuri G. Kondratiev
collection DOAJ
description 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.
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spelling doaj.art-3aa084e2948f46be89f3ec40edf6ffab2023-11-23T08:24:24ZengMDPI AGFractal and Fractional2504-31102021-12-015425410.3390/fractalfract5040254Random Times for Markov Processes with KillingYuri G. Kondratiev0José Luís da Silva1Department of Mathematics, University of Bielefeld, D-33615 Bielefeld, GermanyCIMA, University of Madeira, Campus da Penteada, 9020-105 Funchal, PortugalWe 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.https://www.mdpi.com/2504-3110/5/4/254Markov processeskilling potentialsinverse subordinatorsAnderson problem
spellingShingle Yuri G. Kondratiev
José Luís da Silva
Random Times for Markov Processes with Killing
Fractal and Fractional
Markov processes
killing potentials
inverse subordinators
Anderson problem
title Random Times for Markov Processes with Killing
title_full Random Times for Markov Processes with Killing
title_fullStr Random Times for Markov Processes with Killing
title_full_unstemmed Random Times for Markov Processes with Killing
title_short Random Times for Markov Processes with Killing
title_sort random times for markov processes with killing
topic Markov processes
killing potentials
inverse subordinators
Anderson problem
url https://www.mdpi.com/2504-3110/5/4/254
work_keys_str_mv AT yurigkondratiev randomtimesformarkovprocesseswithkilling
AT joseluisdasilva randomtimesformarkovprocesseswithkilling