Stochastic Processes and their Applications最新文献

{"title":"Self-normalized partial sums of heavy-tailed time series","authors":"Muneya Matsui ,&nbsp;Thomas Mikosch ,&nbsp;Olivier Wintenberger","doi":"10.1016/j.spa.2025.104729","DOIUrl":"10.1016/j.spa.2025.104729","url":null,"abstract":"<div><div>We study the joint limit behavior of sums, maxima and <span><math><msup><mrow><mi>ℓ</mi></mrow><mrow><mi>p</mi></mrow></msup></math></span>-type moduli for samples taken from an <span><math><msup><mrow><mi>R</mi></mrow><mrow><mi>d</mi></mrow></msup></math></span>-valued regularly varying stationary sequence with infinite variance. As a consequence, we can determine the distributional limits for ratios of sums and maxima, studentized sums, and other self-normalized quantities in terms of hybrid characteristic-distribution functions and Laplace transforms. These transforms enable one to calculate moments of the limits and to characterize the differences between the iid and stationary cases in terms of indices which describe effects of extremal clustering on functionals acting on the dependent sequence.</div></div>","PeriodicalId":51160,"journal":{"name":"Stochastic Processes and their Applications","volume":"190 ","pages":"Article 104729"},"PeriodicalIF":1.1,"publicationDate":"2025-06-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144563183","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Conformal covariance of connection probabilities in the 2D critical FK-Ising model","authors":"Federico Camia ,&nbsp;Yu Feng","doi":"10.1016/j.spa.2025.104734","DOIUrl":"10.1016/j.spa.2025.104734","url":null,"abstract":"<div><div>We study connection probabilities between vertices of the square lattice for the critical random-cluster (FK) model with cluster weight 2, which is related to the critical Ising model. We consider the model on the plane and on domains conformally equivalent to the upper half-plane. We prove that, when appropriately rescaled, the connection probabilities between vertices in the domain or on the boundary have nontrivial limits, as the mesh size of the square lattice is sent to zero, and that those limits are conformally covariant. This provides an important step in the proof of the Delfino-Viti conjecture for FK-Ising percolation as well as an alternative proof of the conformal covariance of the Ising spin correlation functions. In an appendix, we also derive new exact formulas for some Ising boundary spin correlation functions.</div></div>","PeriodicalId":51160,"journal":{"name":"Stochastic Processes and their Applications","volume":"189 ","pages":"Article 104734"},"PeriodicalIF":1.1,"publicationDate":"2025-06-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144518428","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"The zero viscosity limit of stochastic Navier–Stokes flows","authors":"Daniel Goodair,&nbsp;Dan Crisan","doi":"10.1016/j.spa.2025.104717","DOIUrl":"10.1016/j.spa.2025.104717","url":null,"abstract":"<div><div>We introduce an analogue to Kato’s Criterion regarding the inviscid convergence of weak solutions of the stochastic Navier–Stokes equations to the strong solution of the deterministic Euler equation. Our assumptions cover additive, multiplicative and transport type noise models. This is achieved firstly for the typical noise scaling of <span><math><msup><mrow><mi>ν</mi></mrow><mrow><mfrac><mrow><mn>1</mn></mrow><mrow><mn>2</mn></mrow></mfrac></mrow></msup></math></span>, before considering a new parameter which approaches zero with viscosity but at a potentially different rate. We determine the implications of this for our criterion and clarify a sense in which the scaling by <span><math><msup><mrow><mi>ν</mi></mrow><mrow><mfrac><mrow><mn>1</mn></mrow><mrow><mn>2</mn></mrow></mfrac></mrow></msup></math></span> is optimal. The criterion applies in both two and three dimensions, with some technical simplifications in the 2D case.</div></div>","PeriodicalId":51160,"journal":{"name":"Stochastic Processes and their Applications","volume":"189 ","pages":"Article 104717"},"PeriodicalIF":1.1,"publicationDate":"2025-06-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144366774","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Γ-expansion of the measure-current large deviations rate functional of non-reversible finite-state Markov chains","authors":"S. Kim ,&nbsp;C. Landim","doi":"10.1016/j.spa.2025.104733","DOIUrl":"10.1016/j.spa.2025.104733","url":null,"abstract":"&lt;div&gt;&lt;div&gt;Consider a sequence of continuous-time Markov chains &lt;span&gt;&lt;math&gt;&lt;mrow&gt;&lt;mo&gt;(&lt;/mo&gt;&lt;msubsup&gt;&lt;mrow&gt;&lt;mi&gt;X&lt;/mi&gt;&lt;/mrow&gt;&lt;mrow&gt;&lt;mi&gt;t&lt;/mi&gt;&lt;/mrow&gt;&lt;mrow&gt;&lt;mrow&gt;&lt;mo&gt;(&lt;/mo&gt;&lt;mi&gt;n&lt;/mi&gt;&lt;mo&gt;)&lt;/mo&gt;&lt;/mrow&gt;&lt;/mrow&gt;&lt;/msubsup&gt;&lt;mo&gt;:&lt;/mo&gt;&lt;mi&gt;t&lt;/mi&gt;&lt;mo&gt;≥&lt;/mo&gt;&lt;mn&gt;0&lt;/mn&gt;&lt;mo&gt;)&lt;/mo&gt;&lt;/mrow&gt;&lt;/math&gt;&lt;/span&gt; evolving on a fixed finite state space &lt;span&gt;&lt;math&gt;&lt;mi&gt;V&lt;/mi&gt;&lt;/math&gt;&lt;/span&gt;. Let &lt;span&gt;&lt;math&gt;&lt;msub&gt;&lt;mrow&gt;&lt;mi&gt;I&lt;/mi&gt;&lt;/mrow&gt;&lt;mrow&gt;&lt;mi&gt;n&lt;/mi&gt;&lt;/mrow&gt;&lt;/msub&gt;&lt;/math&gt;&lt;/span&gt; be the measure-current large deviations rate functional for &lt;span&gt;&lt;math&gt;&lt;msubsup&gt;&lt;mrow&gt;&lt;mi&gt;X&lt;/mi&gt;&lt;/mrow&gt;&lt;mrow&gt;&lt;mi&gt;t&lt;/mi&gt;&lt;/mrow&gt;&lt;mrow&gt;&lt;mrow&gt;&lt;mo&gt;(&lt;/mo&gt;&lt;mi&gt;n&lt;/mi&gt;&lt;mo&gt;)&lt;/mo&gt;&lt;/mrow&gt;&lt;/mrow&gt;&lt;/msubsup&gt;&lt;/math&gt;&lt;/span&gt;, as &lt;span&gt;&lt;math&gt;&lt;mrow&gt;&lt;mi&gt;t&lt;/mi&gt;&lt;mo&gt;→&lt;/mo&gt;&lt;mi&gt;∞&lt;/mi&gt;&lt;/mrow&gt;&lt;/math&gt;&lt;/span&gt;. Under a hypothesis on the jump rates, we prove that &lt;span&gt;&lt;math&gt;&lt;msub&gt;&lt;mrow&gt;&lt;mi&gt;I&lt;/mi&gt;&lt;/mrow&gt;&lt;mrow&gt;&lt;mi&gt;n&lt;/mi&gt;&lt;/mrow&gt;&lt;/msub&gt;&lt;/math&gt;&lt;/span&gt; can be written as &lt;span&gt;&lt;math&gt;&lt;mrow&gt;&lt;msub&gt;&lt;mrow&gt;&lt;mi&gt;I&lt;/mi&gt;&lt;/mrow&gt;&lt;mrow&gt;&lt;mi&gt;n&lt;/mi&gt;&lt;/mrow&gt;&lt;/msub&gt;&lt;mo&gt;=&lt;/mo&gt;&lt;msup&gt;&lt;mrow&gt;&lt;mi&gt;I&lt;/mi&gt;&lt;/mrow&gt;&lt;mrow&gt;&lt;mrow&gt;&lt;mo&gt;(&lt;/mo&gt;&lt;mn&gt;0&lt;/mn&gt;&lt;mo&gt;)&lt;/mo&gt;&lt;/mrow&gt;&lt;/mrow&gt;&lt;/msup&gt;&lt;mspace&gt;&lt;/mspace&gt;&lt;mo&gt;+&lt;/mo&gt;&lt;mspace&gt;&lt;/mspace&gt;&lt;msub&gt;&lt;mrow&gt;&lt;mo&gt;∑&lt;/mo&gt;&lt;/mrow&gt;&lt;mrow&gt;&lt;mn&gt;1&lt;/mn&gt;&lt;mo&gt;≤&lt;/mo&gt;&lt;mi&gt;p&lt;/mi&gt;&lt;mo&gt;≤&lt;/mo&gt;&lt;mi&gt;q&lt;/mi&gt;&lt;/mrow&gt;&lt;/msub&gt;&lt;mrow&gt;&lt;mo&gt;(&lt;/mo&gt;&lt;mn&gt;1&lt;/mn&gt;&lt;mo&gt;/&lt;/mo&gt;&lt;msubsup&gt;&lt;mrow&gt;&lt;mi&gt;θ&lt;/mi&gt;&lt;/mrow&gt;&lt;mrow&gt;&lt;mi&gt;n&lt;/mi&gt;&lt;/mrow&gt;&lt;mrow&gt;&lt;mrow&gt;&lt;mo&gt;(&lt;/mo&gt;&lt;mi&gt;p&lt;/mi&gt;&lt;mo&gt;)&lt;/mo&gt;&lt;/mrow&gt;&lt;/mrow&gt;&lt;/msubsup&gt;&lt;mo&gt;)&lt;/mo&gt;&lt;/mrow&gt;&lt;mspace&gt;&lt;/mspace&gt;&lt;msup&gt;&lt;mrow&gt;&lt;mi&gt;I&lt;/mi&gt;&lt;/mrow&gt;&lt;mrow&gt;&lt;mrow&gt;&lt;mo&gt;(&lt;/mo&gt;&lt;mi&gt;p&lt;/mi&gt;&lt;mo&gt;)&lt;/mo&gt;&lt;/mrow&gt;&lt;/mrow&gt;&lt;/msup&gt;&lt;/mrow&gt;&lt;/math&gt;&lt;/span&gt; for some rate functionals &lt;span&gt;&lt;math&gt;&lt;msup&gt;&lt;mrow&gt;&lt;mi&gt;I&lt;/mi&gt;&lt;/mrow&gt;&lt;mrow&gt;&lt;mrow&gt;&lt;mo&gt;(&lt;/mo&gt;&lt;mi&gt;p&lt;/mi&gt;&lt;mo&gt;)&lt;/mo&gt;&lt;/mrow&gt;&lt;/mrow&gt;&lt;/msup&gt;&lt;/math&gt;&lt;/span&gt;. The weights &lt;span&gt;&lt;math&gt;&lt;msubsup&gt;&lt;mrow&gt;&lt;mi&gt;θ&lt;/mi&gt;&lt;/mrow&gt;&lt;mrow&gt;&lt;mi&gt;n&lt;/mi&gt;&lt;/mrow&gt;&lt;mrow&gt;&lt;mrow&gt;&lt;mo&gt;(&lt;/mo&gt;&lt;mi&gt;p&lt;/mi&gt;&lt;mo&gt;)&lt;/mo&gt;&lt;/mrow&gt;&lt;/mrow&gt;&lt;/msubsup&gt;&lt;/math&gt;&lt;/span&gt; correspond to the time-scales at which the sequence of Markov chains &lt;span&gt;&lt;math&gt;&lt;msubsup&gt;&lt;mrow&gt;&lt;mi&gt;X&lt;/mi&gt;&lt;/mrow&gt;&lt;mrow&gt;&lt;mi&gt;t&lt;/mi&gt;&lt;/mrow&gt;&lt;mrow&gt;&lt;mrow&gt;&lt;mo&gt;(&lt;/mo&gt;&lt;mi&gt;n&lt;/mi&gt;&lt;mo&gt;)&lt;/mo&gt;&lt;/mrow&gt;&lt;/mrow&gt;&lt;/msubsup&gt;&lt;/math&gt;&lt;/span&gt; evolves among the metastable wells, and the rate functionals &lt;span&gt;&lt;math&gt;&lt;msup&gt;&lt;mrow&gt;&lt;mi&gt;I&lt;/mi&gt;&lt;/mrow&gt;&lt;mrow&gt;&lt;mrow&gt;&lt;mo&gt;(&lt;/mo&gt;&lt;mi&gt;p&lt;/mi&gt;&lt;mo&gt;)&lt;/mo&gt;&lt;/mrow&gt;&lt;/mrow&gt;&lt;/msup&gt;&lt;/math&gt;&lt;/span&gt; characterise the asymptotic Markovian dynamics among these wells. This expansion provides therefore an alternative description of the metastable behaviour of a sequence of Markovian dynamics. Together with the results in Bertin et al. (2024) and Landim (2023) this work finishes the project of characterising the hierarchical metastable behaviour of finite-state Markov chains by means of the &lt;span&gt;&lt;math&gt;&lt;mi&gt;Γ&lt;/mi&gt;&lt;/math&gt;&lt;/span&gt;-expansion of large deviations rate functionals. In addition, we present optimal conditions under which the measure (Donsker–Varadhan) or the measure-current large deviations rate functional determines the original dynamics, and calculate the first and second derivatives of the measure large deviations rate functional, thereby generalising the resul","PeriodicalId":51160,"journal":{"name":"Stochastic Processes and their Applications","volume":"189 ","pages":"Article 104733"},"PeriodicalIF":1.1,"publicationDate":"2025-06-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144492180","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Global strong solution for the stochastic tamed Chemotaxis–Navier–Stokes system in R3","authors":"Fan Xu,&nbsp;Lei Zhang,&nbsp;Bin Liu","doi":"10.1016/j.spa.2025.104732","DOIUrl":"10.1016/j.spa.2025.104732","url":null,"abstract":"<div><div>In this work, we consider the 3D Cauchy problem for a coupled system arising in biomathematics, consisting of a chemotaxis model with a cubic logistic source and the stochastic tamed Navier–Stokes equations (STCNS, for short). Our main goal is to establish the existence and uniqueness of a global strong solution (strong in both the probabilistic and PDE senses) for the 3D STCNS system with large initial data. To achieve this, we first introduce a triple approximation scheme by using the Friedrichs mollifier, frequency truncation operators, and cut-off functions. This scheme enables the construction of sufficiently smooth approximate solutions and facilitates the effective application of the entropy-energy method. Then, based on a newly derived stochastic version of the entropy-energy inequality, we further establish some a priori higher-order energy estimates, which together with the stochastic compactness method, allow us to construct the strong solution for the STCNS system.</div></div>","PeriodicalId":51160,"journal":{"name":"Stochastic Processes and their Applications","volume":"189 ","pages":"Article 104732"},"PeriodicalIF":1.1,"publicationDate":"2025-06-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144472109","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Covariance operator estimation via adaptive thresholding","authors":"Omar Al-Ghattas,&nbsp;Daniel Sanz-Alonso","doi":"10.1016/j.spa.2025.104705","DOIUrl":"10.1016/j.spa.2025.104705","url":null,"abstract":"<div><div>This paper studies sparse covariance operator estimation for nonstationary processes with sharply varying marginal variance and small correlation lengthscale. We introduce a covariance operator estimator that adaptively thresholds the sample covariance function using an estimate of the variance component. Building on recent results from empirical process theory, we derive an operator norm bound on the estimation error in terms of the sparsity level of the covariance and the expected supremum of a normalized process. Our theory and numerical simulations demonstrate the advantage of adaptive threshold estimators over universal threshold and sample covariance estimators in nonstationary settings.</div></div>","PeriodicalId":51160,"journal":{"name":"Stochastic Processes and their Applications","volume":"189 ","pages":"Article 104705"},"PeriodicalIF":1.1,"publicationDate":"2025-06-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144471521","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Heat kernel estimates for regional fractional Laplacians with multi-singular critical potentials in C1,β open sets","authors":"Renming Song ,&nbsp;Peixue Wu ,&nbsp;Shukun Wu","doi":"10.1016/j.spa.2025.104727","DOIUrl":"10.1016/j.spa.2025.104727","url":null,"abstract":"<div><div>Let <span><math><mi>D</mi></math></span> be an open set of <span><math><msup><mrow><mi>R</mi></mrow><mrow><mi>d</mi></mrow></msup></math></span>, <span><math><mrow><mi>α</mi><mo>∈</mo><mrow><mo>(</mo><mn>0</mn><mo>,</mo><mn>2</mn><mo>)</mo></mrow></mrow></math></span> and let <span><math><msubsup><mrow><mi>L</mi></mrow><mrow><mi>α</mi></mrow><mrow><mi>D</mi></mrow></msubsup></math></span> be the generator of the censored <span><math><mi>α</mi></math></span>-stable process in <span><math><mi>D</mi></math></span>. In this paper, we establish sharp two-sided heat kernel estimates for <span><math><mrow><msubsup><mrow><mi>L</mi></mrow><mrow><mi>α</mi></mrow><mrow><mi>D</mi></mrow></msubsup><mo>−</mo><mi>κ</mi></mrow></math></span>, with <span><math><mi>κ</mi></math></span> being a non-negative critical potential and <span><math><mi>D</mi></math></span> being a <span><math><msup><mrow><mi>C</mi></mrow><mrow><mn>1</mn><mo>,</mo><mi>β</mi></mrow></msup></math></span> open set, <span><math><mrow><mi>β</mi><mo>∈</mo><mrow><mo>(</mo><msub><mrow><mrow><mo>(</mo><mi>α</mi><mo>−</mo><mn>1</mn><mo>)</mo></mrow></mrow><mrow><mo>+</mo></mrow></msub><mo>,</mo><mn>1</mn><mo>]</mo></mrow></mrow></math></span>. The potential <span><math><mi>κ</mi></math></span> can exhibit multi-singularities and our regularity assumption on <span><math><mi>D</mi></math></span> is weaker than the regularity assumed in earlier literature on heat kernel estimates of fractional Laplacians.</div></div>","PeriodicalId":51160,"journal":{"name":"Stochastic Processes and their Applications","volume":"189 ","pages":"Article 104727"},"PeriodicalIF":1.1,"publicationDate":"2025-06-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144322960","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"New continuity results for a class of time fractional stochastic heat equations in bounded and unbounded domains","authors":"Nguyen Huy Tuan ,&nbsp;Erkan Nane","doi":"10.1016/j.spa.2025.104687","DOIUrl":"10.1016/j.spa.2025.104687","url":null,"abstract":"&lt;div&gt;&lt;div&gt;In this paper, we consider a class of time fractional stochastic heat type equation &lt;span&gt;&lt;span&gt;&lt;span&gt;&lt;math&gt;&lt;mrow&gt;&lt;msubsup&gt;&lt;mrow&gt;&lt;mi&gt;∂&lt;/mi&gt;&lt;/mrow&gt;&lt;mrow&gt;&lt;mi&gt;t&lt;/mi&gt;&lt;/mrow&gt;&lt;mrow&gt;&lt;mi&gt;α&lt;/mi&gt;&lt;/mrow&gt;&lt;/msubsup&gt;&lt;msub&gt;&lt;mrow&gt;&lt;mi&gt;u&lt;/mi&gt;&lt;/mrow&gt;&lt;mrow&gt;&lt;mi&gt;α&lt;/mi&gt;&lt;/mrow&gt;&lt;/msub&gt;&lt;mo&gt;=&lt;/mo&gt;&lt;msub&gt;&lt;mrow&gt;&lt;mi&gt;∂&lt;/mi&gt;&lt;/mrow&gt;&lt;mrow&gt;&lt;mi&gt;x&lt;/mi&gt;&lt;mi&gt;x&lt;/mi&gt;&lt;/mrow&gt;&lt;/msub&gt;&lt;msub&gt;&lt;mrow&gt;&lt;mi&gt;u&lt;/mi&gt;&lt;/mrow&gt;&lt;mrow&gt;&lt;mi&gt;α&lt;/mi&gt;&lt;/mrow&gt;&lt;/msub&gt;&lt;mo&gt;+&lt;/mo&gt;&lt;msubsup&gt;&lt;mrow&gt;&lt;mi&gt;I&lt;/mi&gt;&lt;/mrow&gt;&lt;mrow&gt;&lt;mi&gt;t&lt;/mi&gt;&lt;/mrow&gt;&lt;mrow&gt;&lt;mn&gt;1&lt;/mn&gt;&lt;mo&gt;−&lt;/mo&gt;&lt;mi&gt;α&lt;/mi&gt;&lt;/mrow&gt;&lt;/msubsup&gt;&lt;mrow&gt;&lt;mo&gt;[&lt;/mo&gt;&lt;mi&gt;λ&lt;/mi&gt;&lt;mi&gt;σ&lt;/mi&gt;&lt;mrow&gt;&lt;mo&gt;(&lt;/mo&gt;&lt;msub&gt;&lt;mrow&gt;&lt;mi&gt;u&lt;/mi&gt;&lt;/mrow&gt;&lt;mrow&gt;&lt;mi&gt;α&lt;/mi&gt;&lt;/mrow&gt;&lt;/msub&gt;&lt;mo&gt;)&lt;/mo&gt;&lt;/mrow&gt;&lt;mover&gt;&lt;mrow&gt;&lt;mi&gt;W&lt;/mi&gt;&lt;/mrow&gt;&lt;mrow&gt;&lt;mo&gt;̇&lt;/mo&gt;&lt;/mrow&gt;&lt;/mover&gt;&lt;mrow&gt;&lt;mo&gt;(&lt;/mo&gt;&lt;mi&gt;t&lt;/mi&gt;&lt;mo&gt;,&lt;/mo&gt;&lt;mspace&gt;&lt;/mspace&gt;&lt;mi&gt;x&lt;/mi&gt;&lt;mo&gt;)&lt;/mo&gt;&lt;/mrow&gt;&lt;mo&gt;]&lt;/mo&gt;&lt;/mrow&gt;&lt;/mrow&gt;&lt;/math&gt;&lt;/span&gt;&lt;/span&gt;&lt;/span&gt;where &lt;span&gt;&lt;math&gt;&lt;mrow&gt;&lt;msubsup&gt;&lt;mrow&gt;&lt;mi&gt;∂&lt;/mi&gt;&lt;/mrow&gt;&lt;mrow&gt;&lt;mi&gt;t&lt;/mi&gt;&lt;/mrow&gt;&lt;mrow&gt;&lt;mi&gt;α&lt;/mi&gt;&lt;/mrow&gt;&lt;/msubsup&gt;&lt;mo&gt;,&lt;/mo&gt;&lt;mn&gt;0&lt;/mn&gt;&lt;mo&gt;&lt;&lt;/mo&gt;&lt;mi&gt;α&lt;/mi&gt;&lt;mo&gt;&lt;&lt;/mo&gt;&lt;mn&gt;1&lt;/mn&gt;&lt;/mrow&gt;&lt;/math&gt;&lt;/span&gt; is the Caputo fractional derivative, &lt;span&gt;&lt;math&gt;&lt;mrow&gt;&lt;mi&gt;σ&lt;/mi&gt;&lt;mo&gt;:&lt;/mo&gt;&lt;mi&gt;R&lt;/mi&gt;&lt;mo&gt;→&lt;/mo&gt;&lt;mi&gt;R&lt;/mi&gt;&lt;/mrow&gt;&lt;/math&gt;&lt;/span&gt; is a Lipschitz continuous function, and &lt;span&gt;&lt;math&gt;&lt;mover&gt;&lt;mrow&gt;&lt;mi&gt;W&lt;/mi&gt;&lt;/mrow&gt;&lt;mrow&gt;&lt;mo&gt;̇&lt;/mo&gt;&lt;/mrow&gt;&lt;/mover&gt;&lt;/math&gt;&lt;/span&gt; is space–time white noise. These equations have significant applications in modeling temperature in thermal materials. Our main purpose in this paper is to study the continuity of solutions of fractional order Equation (1) with respect to &lt;span&gt;&lt;math&gt;&lt;mi&gt;α&lt;/mi&gt;&lt;/math&gt;&lt;/span&gt;. Two interesting questions for our problem are stated as follows. Let &lt;span&gt;&lt;math&gt;&lt;msub&gt;&lt;mrow&gt;&lt;mi&gt;u&lt;/mi&gt;&lt;/mrow&gt;&lt;mrow&gt;&lt;mi&gt;α&lt;/mi&gt;&lt;/mrow&gt;&lt;/msub&gt;&lt;/math&gt;&lt;/span&gt; and &lt;span&gt;&lt;math&gt;&lt;mi&gt;u&lt;/mi&gt;&lt;/math&gt;&lt;/span&gt; be the solution of Equation (1) for &lt;span&gt;&lt;math&gt;&lt;mrow&gt;&lt;mn&gt;0&lt;/mn&gt;&lt;mo&gt;&lt;&lt;/mo&gt;&lt;mi&gt;α&lt;/mi&gt;&lt;mo&gt;&lt;&lt;/mo&gt;&lt;mn&gt;1&lt;/mn&gt;&lt;/mrow&gt;&lt;/math&gt;&lt;/span&gt; and &lt;span&gt;&lt;math&gt;&lt;mrow&gt;&lt;mi&gt;α&lt;/mi&gt;&lt;mo&gt;=&lt;/mo&gt;&lt;mn&gt;1&lt;/mn&gt;&lt;/mrow&gt;&lt;/math&gt;&lt;/span&gt;, respectively. The first question is that : Does &lt;span&gt;&lt;math&gt;&lt;mrow&gt;&lt;msub&gt;&lt;mrow&gt;&lt;mi&gt;u&lt;/mi&gt;&lt;/mrow&gt;&lt;mrow&gt;&lt;msup&gt;&lt;mrow&gt;&lt;mi&gt;α&lt;/mi&gt;&lt;/mrow&gt;&lt;mrow&gt;&lt;mo&gt;′&lt;/mo&gt;&lt;/mrow&gt;&lt;/msup&gt;&lt;/mrow&gt;&lt;/msub&gt;&lt;mo&gt;→&lt;/mo&gt;&lt;msub&gt;&lt;mrow&gt;&lt;mi&gt;u&lt;/mi&gt;&lt;/mrow&gt;&lt;mrow&gt;&lt;mi&gt;α&lt;/mi&gt;&lt;/mrow&gt;&lt;/msub&gt;&lt;/mrow&gt;&lt;/math&gt;&lt;/span&gt; in an appropriate sense as &lt;span&gt;&lt;math&gt;&lt;mrow&gt;&lt;mi&gt;α&lt;/mi&gt;&lt;mo&gt;→&lt;/mo&gt;&lt;msup&gt;&lt;mrow&gt;&lt;mi&gt;α&lt;/mi&gt;&lt;/mrow&gt;&lt;mrow&gt;&lt;mo&gt;′&lt;/mo&gt;&lt;/mrow&gt;&lt;/msup&gt;&lt;/mrow&gt;&lt;/math&gt;&lt;/span&gt;? The second question is that: Does &lt;span&gt;&lt;math&gt;&lt;mrow&gt;&lt;msub&gt;&lt;mrow&gt;&lt;mi&gt;u&lt;/mi&gt;&lt;/mrow&gt;&lt;mrow&gt;&lt;mi&gt;α&lt;/mi&gt;&lt;/mrow&gt;&lt;/msub&gt;&lt;mo&gt;→&lt;/mo&gt;&lt;mi&gt;u&lt;/mi&gt;&lt;/mrow&gt;&lt;/math&gt;&lt;/span&gt; in an appropriate sense as &lt;span&gt;&lt;math&gt;&lt;mrow&gt;&lt;mi&gt;α&lt;/mi&gt;&lt;mo&gt;→&lt;/mo&gt;&lt;msup&gt;&lt;mrow&gt;&lt;mn&gt;1&lt;/mn&gt;&lt;/mrow&gt;&lt;mrow&gt;&lt;mo&gt;−&lt;/mo&gt;&lt;/mrow&gt;&lt;/msup&gt;&lt;/mrow&gt;&lt;/math&gt;&lt;/span&gt;? We will give affirmative answers to both of these questions. Furthermore, under some suitable assumptions on the initial datum, we provide the convergence rate estimates between &lt;span&gt;&lt;math&gt;&lt;msub&gt;&lt;mrow&gt;&lt;mi&gt;u&lt;/mi&gt;&lt;/mrow&gt;&lt;mrow&gt;&lt;mi&gt;α&lt;/mi&gt;&lt;/mrow&gt;&lt;/msub&gt;&lt;/math&gt;&lt;/span&gt; and &lt;span&gt;&lt;math&gt;&lt;msub&gt;&lt;mrow&gt;&lt;mi&gt;u&lt;/mi&gt;&lt;/m","PeriodicalId":51160,"journal":{"name":"Stochastic Processes and their Applications","volume":"189 ","pages":"Article 104687"},"PeriodicalIF":1.1,"publicationDate":"2025-06-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144306824","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Convergence rates for Chernoff-type approximations of convex monotone semigroups","authors":"Jonas Blessing ,&nbsp;Lianzi Jiang ,&nbsp;Michael Kupper ,&nbsp;Gechun Liang","doi":"10.1016/j.spa.2025.104700","DOIUrl":"10.1016/j.spa.2025.104700","url":null,"abstract":"<div><div>We provide explicit convergence rates for Chernoff-type approximations of convex monotone semigroups which have the form <span><math><mrow><mi>S</mi><mrow><mo>(</mo><mi>t</mi><mo>)</mo></mrow><mi>f</mi><mo>=</mo><msub><mrow><mo>lim</mo></mrow><mrow><mi>n</mi><mo>→</mo><mi>∞</mi></mrow></msub><mi>I</mi><msup><mrow><mrow><mo>(</mo><mfrac><mrow><mi>t</mi></mrow><mrow><mi>n</mi></mrow></mfrac><mo>)</mo></mrow></mrow><mrow><mi>n</mi></mrow></msup><mi>f</mi></mrow></math></span> for bounded continuous functions <span><math><mi>f</mi></math></span>. Under suitable conditions on the one-step operators <span><math><mrow><mi>I</mi><mrow><mo>(</mo><mi>t</mi><mo>)</mo></mrow></mrow></math></span> regarding the time regularity and consistency of the approximation scheme, we obtain <span><math><mrow><msub><mrow><mo>‖</mo><mi>S</mi><mrow><mo>(</mo><mi>t</mi><mo>)</mo></mrow><mi>f</mi><mo>−</mo><mi>I</mi><msup><mrow><mrow><mo>(</mo><mfrac><mrow><mi>t</mi></mrow><mrow><mi>n</mi></mrow></mfrac><mo>)</mo></mrow></mrow><mrow><mi>n</mi></mrow></msup><mi>f</mi><mo>‖</mo></mrow><mrow><mi>∞</mi></mrow></msub><mo>≤</mo><mi>c</mi><msup><mrow><mi>n</mi></mrow><mrow><mo>−</mo><mi>γ</mi></mrow></msup></mrow></math></span> for bounded Lipschitz continuous functions <span><math><mi>f</mi></math></span>, where <span><math><mrow><mi>c</mi><mo>≥</mo><mn>0</mn></mrow></math></span> and <span><math><mrow><mi>γ</mi><mo>&gt;</mo><mn>0</mn></mrow></math></span> are determined explicitly. Moreover, the mapping <span><math><mrow><mi>t</mi><mo>↦</mo><mi>S</mi><mrow><mo>(</mo><mi>t</mi><mo>)</mo></mrow><mi>f</mi></mrow></math></span> is Hölder continuous. These results are closely related to monotone approximation schemes for viscosity solutions but are obtained independently by following a recently developed semigroup approach to Hamilton–Jacobi–Bellman equations which uniquely characterizes semigroups via their <span><math><mi>Γ</mi></math></span>-generators. The different approach allows to consider convex rather than sublinear equations and the results can be extended to unbounded functions by modifying the norm with a suitable weight function. Furthermore, up to possibly different consistency errors for the operators <span><math><mrow><mi>I</mi><mrow><mo>(</mo><mi>t</mi><mo>)</mo></mrow></mrow></math></span>, the upper and lower bound for the error between the semigroup and the iterated operators are symmetric. The abstract results are applied to Nisio semigroups and limit theorems for convex expectations.</div></div>","PeriodicalId":51160,"journal":{"name":"Stochastic Processes and their Applications","volume":"189 ","pages":"Article 104700"},"PeriodicalIF":1.1,"publicationDate":"2025-06-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144288806","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Spectral bounds for exit times on metric measure Dirichlet spaces and applications","authors":"Phanuel Mariano ,&nbsp;Jing Wang","doi":"10.1016/j.spa.2025.104707","DOIUrl":"10.1016/j.spa.2025.104707","url":null,"abstract":"<div><div>Assuming the heat kernel on a doubling Dirichlet metric measure space has a sub-Gaussian bound, we prove an asymptotically sharp spectral upper bound on the survival probability of the associated diffusion process. As a consequence, we can show that the supremum of the mean exit time over all starting points is finite if and only if the bottom of the spectrum is positive. Among several applications, we show that the spectral upper bound on the survival probability implies a bound for the Hot Spots constant for Riemannian manifolds. Our results apply to interesting geometric settings including sub-Riemannian manifolds and fractals.</div></div>","PeriodicalId":51160,"journal":{"name":"Stochastic Processes and their Applications","volume":"189 ","pages":"Article 104707"},"PeriodicalIF":1.1,"publicationDate":"2025-06-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144322808","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}