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The aim of this article is to define some new families of the special numbers. These numbers provide some further motivation for computation of combinatorial sums involving binomial coefficients and the Euler kind numbers of negative order.…
We develop a formalism with two different UV cutoff scales, one for space and one for time, appropriate for the richer structure of non-Lorentz invariant quantum field theories. In this formalism there are two different beta-functions for…
What is the analogue of L\'evy processes for random surfaces? Motivated by scaling limits of random planar maps in random geometry, we introduce and study L\'evy looptrees and L\'evy maps. They are defined using excursions of general L\'evy…
The purpose of this paper is to construct the law of a L\'evy process conditioned to avoid zero, under mild technicals conditions, two of them being that the point zero is regular for itself and the L\'evy process is not a compound Poisson…
In the paper, we develop a very fast and accurate method for pricing double barrier options with continuous monitoring in wide classes of L\'evy models; the calculations are in the dual space, and the Wiener-Hopf factorization is used. For…
Using generalized Blumenthal--Getoor indices, we obtain criteria for the finiteness of the $p$-variation of L\'evy-type processes. This class of stochastic processes includes solutions of Skorokhod-type stochastic differential equations…
We develop the theory of hyperelliptic Kleinian functions. As applications we consider construction of the explicit matrix realization of the hyperelliptic Kummer varieties, differential operators to have the hyperelliptic curve as spectral…
L\'evy-driven Ornstein-Uhlenbeck (OU) processes represent an intriguing class of stochastic processes that have garnered interest in the energy sector for their ability to capture typical features of market dynamics. However, in the current…
In this paper approximation methods for infinite-dimensional Levy processes, also called (time-dependent) Levy fields, are introduced. For square integrable fields beyond the Gaussian case, it is no longer given that the one-dimensional…
Self-similar processes are useful in modeling diverse phenomena that exhibit scaling properties. Operator scaling allows a different scale factor in each coordinate. This paper develops practical methods for modeling and simulating…
We present a new method for sampling the Levy area for a two-dimensional Wiener process conditioned on its endpoints. An efficient sampler for the Levy area is required to implement a strong Milstein numerical scheme to approximate the…
Spectral function is a key tool for understanding the behavior of Bose-Einstein condensates of cold atoms in random potentials generated by a laser speckle. In this paper we introduce a new method for computing the spectral functions in…
We establish left and right canonical factorizations of Hilbert-space operator-valued functions G(z) that are analytic on neighborhoods of the complex unit circle and the origin 0, and that have the form G(z)=I+F(z) with F(z) taking…
We study the Wiener--Hopf factorization and the distribution of extrema for general stable processes. By connecting the Wiener--Hopf factors with a certain elliptic-like function we are able to obtain many explicit and general results, such…
In this article we prove new results regarding the existence of Bernstein processes associated with the Cauchy problem of certain forward-backward systems of decoupled linear deterministic parabolic equations defined in Euclidean space of…
We derive logarithmically enhanced two-loop virtual electroweak corrections for arbitrary fermion-scattering processes at the TeV scale. This extends results previously obtained for massless fermion scattering to processes that involve also…
One of the main purposes of this article is to give functional equations and differential equations between Bernstein basis functions and generating functions of B-spline curves. Using these equations, very useful formulas containing the…
For spectrally negative L\'evy processes, we prove several fluctuation results involving a general draw-down time, which is a downward exit time from a dynamic level that depends on the running maximum of the process. In particular, we find…
We introduce a class of functions near zero on the logarithmic cover of the complex plane that have convergent expansions into generalized power series. The construction covers cases where non-integer powers of $z$ and also terms containing…
The optimal stopping problem for a Hunt processes on $\R$ is considered via the representation theory of excessive functions. In particular, we focus on infinite horizon (or perpetual) problems with one-sided structure, that is, there…