Related papers: On a theorem in multi-parameter potential theory
We extend the idea of tempering stable Levy processes to tempering more general classes of Levy processes. We show that the original process can be decomposed into the sum of the tempered process and an independent point process of large…
We give a simple proof of a crucial lemma that is established in [1, Lemma 2.1] by induction, and plays important roles in that paper and [2].
Let $X$ be a real L\'evy process and let $\Xpos $ be the process conditioned to stay positive. We assume that $ 0 $ is regular for $(-\infty, 0)$ and $(0, +\infty) $ with respect to $X$. Using elementary excursion theory arguments, we…
In this paper, we study the existence of the transition densities of one-dimensional L\'evy processes. Compared with past results, our results contain the L\'evy processes whose L\'evy symbols have logarithm behavior at infinity. Our…
Nonlinear conservation laws driven by L\'evy processes have solutions which, in the case of supercritical nonlinearities, have an asymptotic behavior dictated by the solutions of the linearized equations. Thus the explicit representation of…
Under mild assumptions, we establish a Liouville theorem for the "Laplace" equation $Au=0$ associated with the infinitesimal generator $A$ of a L\'evy process: If $u$ is a weak solution to $Au=0$ which is at most of (suitable) polynomial…
A dynamical model based on a continuous addition of colored shot noises is presented. The resulting process is colored and non-Gaussian. A general expression for the characteristic function of the process is obtained, which, after a scaling…
The Langevin equation greatly simplifies the mathematical expression of the effects of thermal noise by using only two terms, a dissipation term, and a random-noise term. The Langevin description was originally applied to a system in…
We establish two equivalent versions of the Darling--Erd\H{o}s theorem for L\'evy processes in the domain of attraction of a stable process at zero with index $\alpha\in(0,2)$. In the course of our proof we obtain a number of maximal and…
In this paper, we prove certain theorems about three consecutive primes.
We give conditions for when two Euler products are the same given that they satisfy a functional equation and their coefficients are not too large and do not differ from each other by too much. Additionally, we prove a number of…
Based on the concept of self-decomposability, we extend some recent multivariate L\'evy models built using multivariate subordination with the aim of capturing situations in which a sudden event in one market is propagated onto related…
We present a novel approach to the Liouville problem for the stationary Navier-Stokes equations. As an application of our method, we prove conditional Liouville theorems with assumptions on the antiderivative of the velocity that represent…
We give a sufficient condition for the local limit theorem. To construct it, we employ infinite times of convolutions of probability density functions.
The additivity principle allows to compute the current distribution in many one-dimensional (1D) nonequilibrium systems. Using simulations, we confirm this conjecture in the 1D Kipnis-Marchioro-Presutti model of heat conduction for a wide…
In this paper we consider a multivariate risk model with common renewal process, while the logarithmic returns of the insurers investment portfolio, are described by a Levy process. In the two main results are established an asymptotic…
We establish a multivariate empirical process central limit theorem for stationary $\R^d$-valued stochastic processes $(X_i)_{i\geq 1}$ under very weak conditions concerning the dependence structure of the process. As an application we can…
In this paper, the weak convergence of impulsive recurrent process with semi-Markov switching in the scheme of Levy approximation is proved. Singular perturbation problem for the compensating operator of the extended Markov renewal process…
The article proves an assertion analogous to the Littlewood-Paley theorem for the orthoprojectors onto mutually orthogonal subspaces of piecewise polynomial functions on the cube $ I^d. $ This assertion provides an upper estimate for the…
In this paper, we address the additivity of $n$-multiplicative isomorphisms and $n$-multiplicative derivations on Gamma rings. We proved that, if $\M$ is a $\Gamma$-ring satisfying the some conditions, then any $n$-multiplicative…