Nonlinear Markov semigroups and interacting Lévy type processes

Abstract : 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 semigroups 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
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[Research Report] RR-5932, INRIA. 2006
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Soumis le : mardi 20 juin 2006 - 11:39:31
Dernière modification le : vendredi 25 mai 2018 - 12:02:03
Document(s) archivé(s) le : lundi 20 septembre 2010 - 15:57:38



  • HAL Id : inria-00080360, version 2



Vassili Kolokoltsov. Nonlinear Markov semigroups and interacting Lévy type processes. [Research Report] RR-5932, INRIA. 2006. 〈inria-00080360v2〉



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