Related papers: On a theorem in multi-parameter potential theory

Additive relations are defined over additive monoids and additive operation is introduced over these new relations then we build algebraic system of equations. We can generate profuse equations by additive relations of two variables. To…

We define a L\'evy process on a smooth manifold $M$ with a connection as a projection of a solution of a Marcus stochastic differential equation on a holonomy bundle of $M$, driven by a holonomy-invariant L\'evy process on a Euclidean…

In this paper we study the asymptotic properties of the power variations of stochastic processes of the type X=Y+L, where L is an alpha-stable Levy process, and Y a perturbation which satisfies some mild Lipschitz continuity assumptions. We…

We derive general sufficient conditions for the existence of c\`adl\`ag and continuous modifications of L\'evy-driven mixed moving average processes. The conditions are explicit and easy to verify and applied to supOU, well-balanced supOU,…

Computational materials design often profits from the fact that some complicated contributions are not calculated for the real material, but replaced by results of models. We turn this approximation into a very general and in principle…

We present an adequacy theorem for a concurrent extension of probabilistic GCL. The underlying denotational semantics is based on the so-called mixed powerdomains, which combine non-determinism with probabilistic behaviour. The theorem…

We consider finite and infinite systems of particles on the real line and half-line evolving in continuous time. Hereby, the particles are driven by i.i.d. L\'{e}vy processes endowed with rank-dependent drift and diffusion coefficients. In…

We give a short and self-contained proof of Levi's Extension Lemma for pseudoline arrangements.

We relax a number of assumptions in Alexeev and Tapon (2012) in order to account for non-normally distributed, skewed, multi-regime, and leptokurtic asset return distributions. We calibrate a Markov-modulated Levy process model to equity…

We consider, and make precise, a certain extension of the Radon-Nikodym derivative operator, to functions which are additive, but not necessarily sigma-additive, on a subset of a given sigma-algebra. We give applications to probability…

We provide a framework for empirical process theory of locally stationary processes using the functional dependence measure. Our results extend known results for stationary Markov chains and mixing sequences by another common possibility to…

We give new characterizations of the Midy's property and using these results we obtain a new proof of a special case of the Dirichlet's theorem about primes in arithmetic progression.

We consider the exponential functional $A_{\infty}=\int_0^{\infty} e^{\xi_s} ds$ associated to a Levy process $(\xi_t)_{t \geq 0}$. We find the asymptotic behavior of the tail of this random variable, under some assumptions on the process…

By studying an admissible family of branching mechanisms introduced in Li (2014), we obtain a pruning procedure on L\'evy trees. Then we could construct a decreasing L\'evy-CRT-valued process $\{{\mathcal T}_t\}$ by pruning L\'evy trees and…

In this study, the theorem on necessary and sufficient conditions for the solvability of inverse problem for Sturm-Liouville operator with discontinuous coefficient is proved and the algorithm of reconstruction of potential from spectral…

We obtain an analog of Shvedov theorem for convex multivariate approximation by algebras of continuous functions.

We establish a connection between the scattering inverse problem and the determination of the distribution of the position of the Levy process at the exit time of a bounded interval in term of its Levy exponent.

We give an elementary proof of Kelley's theorem based on a minimax argument. Some applications to related problems are also developed.

Markov processes are used in a wide range of disciplines, including finance. The transition densities of these processes are often unknown. However, the conditional characteristic functions are more likely to be available, especially for…

Building on the concept of pretentious multiplicative functions, we give a new and largely elementary proof of the best result known on the counting function of primes in arithmetic progressions.