Related papers: Special, conjugate and complete scale functions fo…

We consider some classes of Levy processes for which the estimate of Krylov and Safonov (as in [BL02]) fails and thus it is not possible to use the standard iteration technique to obtain a-priori Holder continuity estimates of harmonic…

This paper is devoted to investigating the sequence of some linear functionals in the space $BV$ of finite variation functions. We prove that under certain conditions this sequence is bounded. We also prove that this result is sharp. In…

A multidimensional generalization of the Bernstein class of functions and the properties of functions of the introduced class are examined. In particular, a new proof of the integral representation of Bernstein functions of many variables…

The multidimensional functional calculus of semigroup generators, based on the class of Bernstein functions in several variables is developed, the spectral mapping theorems for joint spectra have been stated, the condition for holomorphy of…

In this work, we investigate the fine regularity of L\'evy processes using the 2-microlocal formalism. This framework allows us to refine the multifractal spectrum determined by Jaffard and, in addition, study the oscillating singularities…

By killing a stable L\'{e}vy process when it leaves the positive half-line, or by conditioning it to stay positive, or by conditioning it to hit 0 continuously, we obtain three different positive self-similar Markov processes which…

Calibrating a L\'evy process usually requires characterizing its jump distribution. Traditionally this problem can be solved with nonparametric estimation using the empirical characteristic functions (ECF), assuming certain regularity, and…

Schuermann's theory of quantum Levy processes, and more generally the theory of quantum stochastic convolution cocycles, is extended to the topological context of compact quantum groups and operator space coalgebras. Quantum stochastic…

We employ the functional renormalization group approach formulated on the Schwinger-Keldysh contour to calculate real-time correlation functions in scalar field theories. We provide a detailed description of the formalism, discuss suitable…

For a spectrally negative positive self-similar Markov process with an a.s. finite overall supremum we provide, in tractable detail, a kind of conditional Wiener-Hopf factorization at the maximum of the absorption time at zero, the…

Specializations of Schur functions are exploited to define and evaluate the Schur functions s_\lambda[\alpha X] and plethysms s_\lambda[\alpha s_\nu(X))] for any \alpha - integer, real or complex. Plethysms are then used to define pairs of…

Motivated by the construction of the It\^o stochastic integral, we consider a step function method to discretize and simulate volatility modulated L\'evy semistationary processes. Moreover, we assess the accuracy of the method with a…

The Entropy method provides a powerful framework for proving scalar concentration inequalities by establishing functional inequalities like Poincare and log-Sobolev inequalities. These inequalities are especially useful for deriving…

In this paper, we use the Malliavin calculus techniques to obtain an anticipative version of the change of variable formula for L\'evy processes. Here the coefficients are in the domain of the anihilation (gradient) operator in the "future…

For a finite group scheme, the subadditive functions on finite dimensional representations are studied. It is shown that the projective variety of the cohomology ring can be recovered from the equivalence classes of subadditive functions.…

We study low-lying zeros of $L$-functions attached to holomorphic cusp forms of level $1$ and large weight. In this family, the Katz--Sarnak heuristic with orthogonal symmetry type was established in the work of Iwaniec, Luo and Sarnak for…

Let $X$ denotes a discrete linearly ordered Abelian group, and let $X_+$ be the positive cone in $X$. In this note we compute the Fredholm index and study spectral properties of Wiener-Hopf operators $W_kg=1_{X_+}(k\ast g)$, $k\in l_2(X_+)$…

We obtain a vector-valued subordination principle for $(g_{\alpha}, g_{\alpha})$-regularized resolvent families which unified and improves various previous results in the literature. As a consequence we establish new relations between…

Wiener-Hopf plus Hankel operators acting between Lebesgue spaces on the real line are studied in view of their invertibility, one sided-invertibility, Fredholm, and semi-Fredholm properties. This is done in two different cases: (i) when the…

This study aims on proposing a new structure for constructing Bernstein-like bases. The structure uses an auxiliary function and a shape parameter to construct a new family of bases from any family of blending functions. The new family of…