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math.PR2022
Strong Feller semigroups and Markov processes: A counter example
Lucian Beznea, Iulian Cîmpean, Michael Röckner
The aim of this note is to show, by providing an elementary way to construct counter-examples, that the strong Feller and the joint (space-time) continuity for a semigroup of Marko…
math.PR2022
From Monte Carlo to neural networks approximations of boundary value problems
Lucian Beznea, Iulian Cimpean, Oana Lupascu-Stamate +2
In this paper we study probabilistic and neural network approximations for solutions to Poisson equation subject to Holder data in general bounded domains of . We aim…
math.PR2022
Path continuity of Markov processes and locality of Kolmogorov operators
Lucian Beznea, Iulian Cîmpean, Michael Röckner
We prove that if we are given a generator of a cadlag Markov process and an open domain in the state space, on which the generator has the local property expressed in a suitabl…