Nonlinear Markov semigroups and interacting Lévy type processes

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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Source https://inria.hal.science/inria-00080360
Author Kolokoltsov, Vassili
Maintainer CCSD
Last Updated May 11, 2026, 17:36 (UTC)
Created May 11, 2026, 17:36 (UTC)
Identifier Report N°: RR-5932
Language en
Rights https://about.hal.science/hal-authorisation-v1/
contributor Max-plus algebras and mathematics of decision (MAXPLUS) ; Inria Paris-Rocquencourt ; Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria)
creator Kolokoltsov, Vassili
date 2006-05-11T00:00:00
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harvest_source_title test moissonnage SELUNE
metadata_modified 2025-02-26T00:00:00
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