TY  - JOUR
A1  - Klein, Markus
A1  - Leonard, Christian
A1  - Rosenberger, Elke
T1  - Agmon-type estimates for a class of jump processes
JF  - Mathematische Nachrichten
N2  - In the limit 0 we analyse the generators H of families of reversible jump processes in Rd associated with a class of symmetric non-local Dirichlet-forms and show exponential decay of the eigenfunctions. The exponential rate function is a Finsler distance, given as solution of a certain eikonal equation. Fine results are sensitive to the rate function being C2 or just Lipschitz. Our estimates are analogous to the semiclassical Agmon estimates for differential operators of second order. They generalize and strengthen previous results on the lattice Zd. Although our final interest is in the (sub)stochastic jump process, technically this is a pure analysis paper, inspired by PDE techniques.
KW  - Decay of eigenfunctions
KW  - semiclassical Agmon estimate
KW  - Finsler distance
KW  - jump process
KW  - Dirichlet-form
Y1  - 2014
U6  - https://doi.org/10.1002/mana.201200324
SN  - 0025-584X
SN  - 1522-2616
VL  - 287
IS  - 17-18
SP  - 2021
EP  - 2039
PB  - Wiley-VCH
CY  - Weinheim
ER  - 
TY  - JOUR
A1  - Conforti, Giovanni
A1  - Leonard, Christian
A1  - Murr, Rüdiger
A1  - Roelly, Sylvie
T1  - Bridges of Markov counting processes. Reciprocal classes and duality formulas
JF  - Electronic communications in probability
N2  - Processes sharing the same bridges are said to belong to the same reciprocal class. In this article we analyze reciprocal classes of Markov counting processes by identifying their reciprocal invariants and we characterize them as the set of counting processes satisfying some duality formula.
KW  - Counting process
KW  - bridge
KW  - reciprocal class
KW  - duality formula
Y1  - 2015
U6  - https://doi.org/10.1214/ECP.v20-3697
SN  - 1083-589X
VL  - 20
PB  - Univ. of Washington, Mathematics Dep.
CY  - Seattle
ER  - 
TY  - INPR
A1  - Conforti, Giovanni
A1  - Léonard, Christian
A1  - Murr, Rüdiger
A1  - Roelly, Sylvie
T1  - Bridges of Markov counting processes : reciprocal classes and duality formulas
N2  - Processes having the same bridges are said to belong to the same reciprocal class. In this article we analyze reciprocal classes of Markov counting processes by identifying their reciprocal invariants and we characterize them as the set of counting processes satisfying some duality formula.
T3  - Preprints des Instituts für Mathematik der Universität Potsdam - 3 (2014) 9 
KW  - counting process
KW  - bridge
KW  - reciprocal class
KW  - duality formula
Y1  - 2014
U6  - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-71855
SN  - 2193-6943
VL  - 3
IS  - 9
PB  - Universitätsverlag Potsdam
CY  - Potsdam
ER  - 
TY  - INPR
A1  - Klein, Markus
A1  - Léonard, Christian
A1  - Rosenberger, Elke
T1  - Agmon-type estimates for a class of jump processes
N2  - In the limit we analyze the generators of families of reversible jump processes in the n-dimensional space associated with a class of symmetric non-local Dirichlet forms and show exponential decay of the eigenfunctions. The exponential rate function is a Finsler distance, given as solution of certain eikonal equation. Fine results are sensitive to the rate functions being twice differentiable or just Lipschitz. Our estimates are similar to the semiclassical Agmon estimates for differential operators of second order. They generalize and strengthen previous results on the lattice.
T3  - Preprints des Instituts für Mathematik der Universität Potsdam - 1 (2012) 6 
KW  - finsler distance
KW  - decay of eigenfunctions
KW  - jump process
KW  - Dirichlet form
Y1  - 2012
U6  - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-56995
ER  - 
TY  - INPR
A1  - Léonard, Christian
A1  - Roelly, Sylvie
A1  - Zambrini, Jean-Claude
T1  - Temporal symmetry of some classes of stochastic processes
N2  - In this article we analyse the structure of Markov processes and reciprocal processes to underline their time symmetrical properties, and to compare them. Our originality consists in adopting a unifying approach of reciprocal processes, independently of special frameworks in which the theory was developped till now (diffusions, or pure jump processes). This leads to some new results, too.
T3  - Preprints des Instituts für Mathematik der Universität Potsdam - 2 (2013) 7 
KW  - Markov processes
KW  - reciprocal processes
KW  - time symmetry
Y1  - 2013
U6  - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-64599
SN  - 2193-6943
ER  -