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Let $M$ be a compact Riemannian manifold without boundary, $X$ a smooth vector field on $M$. Consider the Brownian motion $t\mapsto B_t$ on $M$ with drift $X$, so that its generator is $L=\Delta +X$. ...

Let $Z=\sqrt{2}\mathbb Z$, and consider the sequence on $\mathbb{Z}$ $$\xi(k)= 1_{Z\cap [k,k+1]\neq\emptyset}.$$(remark that the intersection is either empty or with one point.) Thanks to the comments,...

Consider the piecewise-deterministic Markov process on $\mathbf{R}$ which moves according to the vector field $\phi (x) = 1$, experiences events at rate $\lambda(x) = 1$, and at events, jumps ...

Let $\lambda_k,\mu_k\in\mathbb R_{\ge0}$ $(k\ge1)$ be nonnegative real numbers such that $\sum_{k=1}^\infty k\lambda_k<\infty,$ let $S=\mathbb Z_{\ge0}$ be the nonnegative integers, let $T=\mathbb ...