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We propose and study a certain discrete time counterpart of the classical Feynman--Kac semigroup with a confining potential in countable infinite spaces. For a class of long range Markov chains which satisfy the direct step property we prove sharp estimates for functions which are (sub-, super-)harmonic in infinite sets with respect to the discrete Feynman--Kac operators. These results are compared with respective estimates for the case of a nearest-neighbour random walk which evolves on a graph of finite geometry. We also discuss applications to the decay rates of solutions to equations involving graph Laplacians and to eigenfunctions of the discrete Feynman--Kac operators. We include such examples as non-local discrete Schrodinger operators based on fractional powers of the nearest-neighbour Laplacians and related quasi-relativistic operators. Finally, we analyse various classes of Markov chains which enjoy the direct step property and illustrate the obtained results by examples.
We study the adjoint of the double layer potential associated with the Laplacian (the adjoint of the Neumann-Poincare operator), as a map on the boundary surface $Gamma$ of a domain in $mathbb{R}^3$ with conical points. The spectrum of this operator
We construct concrete examples of time operators for both continuous and discrete-time homogeneous quantum walks, and we determine their deficiency indices and spectra. For a discrete-time quantum walk, the time operator can be self-adjoint if the ti
In this paper, we provide the spectral decomposition in Hilbert space of the $mathcal{C}_0$-semigroup $P$ and its adjoint $hatP$ having as generator, respectively, the Caputo and the right-sided Riemann-Liouville fractional derivatives of index $1<al
This article is concerned with the design and analysis of discrete time Feynman-Kac particle integration models with geometric interacting jump processes. We analyze two general types of model, corresponding to whether the reference process is in con
In this paper we investigate BSDEs where the driver contains a distributional term (in the sense of generalised functions) and derive general Feynman-Kac formulae related to these BSDEs. We introduce an integral operator to give sense to the equation