Nonlinear Markov semigroups and interacting Lévy type processesстатья
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Автор:
Kolokoltsov V.N.
Журнал:
Journal of Statistical Physics
Том:
126
Номер:
3
Год издания:
2007
Издательство:
Kluwer Academic/Plenum Publishers
Местоположение издательства:
United States
Первая страница:
585
Последняя страница:
642
DOI:
10.1007/s10955-006-9211-y
Аннотация:
Semigroups of positivity preserving linear operators on measures of a measurable space X describe the evolutions of probability distributions of Markov processes on X. Their dual semigroups of positivity preserving linear operators on the space of measurable bounded functions B(X) on X describe the evolutions of averages over the trajectories of these Markov processes. In this paper we introduce and study the general class of semigroups of non-linear positivity preserving transformations on measures that is non-linear Markov or Feller semigroups. An explicit structure of generators of such groups is given in case when X is the Euclidean space R d (or more generally, a manifold) showing how these semigroups arise from the general kinetic equations of statistical mechanics and evolutionary biology that describe the dynamic law of large numbers for Markov models of interacting particles. Well posedness results for these equations are given together with applications to interacting particles: dynamic law of large numbers and central limit theorem, the latter being new already for the standard coagulation-fragmentation models. © 2006 Springer Science+Business Media, LLC.
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