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math-ph2019
Coarse-graining via EDP-convergence for linear fast-slow reaction systems
Alexander Mielke, Artur Stephan
We consider linear reaction systems with slow and fast reactions, which can be interpreted as master equations or Kolmogorov forward equations for Markov processes on a finite stat…
math.PR2019★ 1 cited
Combinatorial considerations on the invariant measure of a stochastic matrix
Artur Stephan
The invariant measure is a fundamental object in the theory of Markov processes. In finite dimensions a Markov process is defined by transition rates of the corresponding stochasti…
math.FA2019
Trotter product formula and linear evolution equations on Hilbert spaces On the occasion of the 100th birthday of Tosio Kato
Hagen Neidhardt, Artur Stephan, Valentin Zagrebnov
The paper is devoted to evolution equations of the form t u(t) = --(A + B(t))u(t), t I = [0, T ], on separable Hilbert spaces where A is a non-negative s…