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This paper studies transition probabilities from a Borel subset of a Polish space to a product of two Borel subsets of Polish spaces. For such transition probabilities it introduces and studies semi-uniform Feller continuity and a weaker property called WTV-continuity. This paper provides several equivalent definitions of semi-uniform Feller continuity and describes the preservation property of WTV-continuity under integration. The motivation for this study came from the theory of Markov decision processes with incomplete information, and this paper provides fundamental results useful for this theory.
We show that the Markov semigroups generated by a large class of singular stochastic PDEs satisfy the strong Feller property. These include for example the KPZ equation and the dynamical $Phi^4_3$ model. As a corollary, we prove that the Brownian bri
This paper studies average-cost Markov decision processes with semi-uniform Feller transition probabilities. This class of MDPs was recently introduced by the authors to study MDPs with incomplete information. This paper studies the validity of optim
This paper deals with control of partially observable discrete-time stochastic systems. It introduces and studies the class of Markov Decision Processes with Incomplete information and with semi-uniform Feller transition probabilities. The important
We provide existence, uniqueness and stability results for affine stochastic Volterra equations with $L^1$-kernels and jumps. Such equations arise as scaling limits of branching processes in population genetics and self-exciting Hawkes processes in m
In this paper we address an open question formulated in [17]. That is, we extend the It{^o}-Tanaka trick, which links the time-average of a deterministic function f depending on a stochastic process X and F the solution of the Fokker-Planck equation