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math.PR2026
Quantitative averaging of Markov-modulated additive functionals and Wentzell boundary homogenization
Alexis Anagnostakis, Fausto Colantoni
Let be a positive continuous additive functional of a strong Markov process and an independent finite-state Markov chain. For bounded , we study \[ J_\varepsilon(t)=\int…
math.PR2026
Time-dependent Robin heat equation via Markovian switching
Fausto Colantoni
This paper investigates the heat equation on a bounded domain with a Robin boundary condition, where the reactivity parameter (or killing rate) is modeled as a continuous-time Mark…