Related papers: Levy processes and Schroedinger equation
In this paper, we derive a Chen-Strichartz formula for stochastic differential equations driven by Levy processes, that is, we derive a series expansion of the logarithm of the flowmap of the stochastic differential equation in terms of…
Of the two main objectives we pursue in this paper, the first one consists in the studying operators of the form $(\partial_t-i\triangle_{\Gamma})^{\alpha},\,\,\alpha=1/2,-1/2,-1,\ldots,$ where $\triangle_{\Gamma}$ is the Laplace-Beltrami…
We study existence and stability properties of ground-state standing waves for two-dimensional nonlinear Schr\"odinger equation with a point interaction and a focusing power nonlinearity. The Schr\"odinger operator with a point interaction…
Using a new state-dependent, $\lambda$-deformable, linear functional operator, ${\cal Q}_{\psi}^{\lambda}$, which presents a natural $C^{\infty}$ deformation of quantization, we obtain a uniquely selected non--linear, integro--differential…
We generalize the Lewis-Riesenfeld technique of solving the time-dependent Schrodinger equation to cases where the invariant has continuous eigenvalues. An explicit formula for a generalized Lewis-Riesenfeld phase is derived in terms of the…
In this work we consider the Cauchy problem for the cubic Schr\"odinger equation posed on cylinder $\mathbb{R}\times\mathbb{T}$ with fractional derivatives $(-\partial_y^2)^{\alpha},\, \alpha >0$, in the periodic direction. The spatial…
In this paper we give a simple and short proof of asymptotic stability of soliton for discrete nonlinear Schr\"odinger equation near anti-continuous limit. Our novel insight is that the analysis of linearized operator, usually…
We suppose that a L\'evy process is observed at discrete time points. A rather general construction of minimum-distance estimators is shown to give consistent estimators of the L\'evy-Khinchine characteristics as the number of observations…
We study a class of nonlocal reaction-diffusion equations with a harvesting term where the nonlocal operator is given by a Bernstein function of the Laplacian. In particular, it includes the fractional Laplacian, fractional relativistic…
We study the distribution of the exponential functional $I(\xi,\eta)=\int_0^{\infty} \exp(\xi_{t-}) \d \eta_t$, where $\xi$ and $\eta$ are independent L\'evy processes. In the general setting using the theories of Markov processes and…
Stochastic differential equations with Levy motion arise the mathematical models for various phenomenon in geophysical and biochemical sciences. The Fokker Planck equation for such a stochastic differential equations is a nonlocal partial…
We introduce a fractional stochastic heat equation with second order elliptic operator in divergence form, having a piecewise constant diffusion coefficient, and driven by an infinite-dimensional fractional Brownian motion. We characterize…
Three magnetic relativistic Schr\"odinger operators corresponding to the classical relativistic Hamiltonian symbol with magnetic vector and electric scalar potentials are considered, dependent on how to quantize the kinetic energy term…
Stochastically switching force terms appear frequently in models of biological systems under the action of active agents such as proteins. The interaction of switching force and Brownian motion can create an "effective thermal equilibrium"…
We revisit the Rellich inequality from the viewpoint of isolating the contributions from radial and spherical derivatives. This naturally leads to a comparison of the norms of the radial Laplacian and Laplace{Beltrami operators with the…
We classify L\'evy processes according to the solution spaces of the associated parabolic PIDEs. This classification reveals structural characteristics of the processes and is relevant for applications such as for solving PIDEs numerically…
We define a new type of self-similarity for one-parameter families of stochastic processes, which applies to a number of important families of processes that are not self-similar in the conventional sense. This includes a new class of…
We study the regularity of solutions to the integro-differential equation $Af-\lambda f=g$ associated with the infinitesimal generator $A$ of a L\'evy process. We show that gradient estimates for the transition density can be used to derive…
The article is devoted to the solvability of a system of integro-differential equations in the case of the difference of the standard Laplacian and the bi-Laplacian in the diffusion terms. The proof of the existence of solutions is based on…
We study the low energy asymptotics of periodic and random Laplace operators on Cayley graphs of amenable, finitely generated groups. For the periodic operator the asymptotics is characterised by the van Hove exponent or zeroth…