Related papers: Rescaled Levy-Loewner hulls and random growth
This paper is about lower and upper bounds for the Hausdorff dimension of the level and collision sets of a class of Feller processes. Our approach is motivated by analogous results for L\'evy processes by Hawkes (for level sets), Taylor…
A scaling on some space is a measurable action of the group of positive real numbers. A measure on a measurable space equipped with a scaling is said to be $\alpha$-homogeneous for some nonzero real number $\alpha$ if the mass of any…
We prove one-to-one correspondences between certain decreasing Loewner chains in the upper half-plane, a special class of real-valued Markov processes, and quantum stochastic processes with monotonically independent additive increments.…
We establish explicit quenched asymptotics for pure-jump symmetric L\'evy processes in general Poissonian potentials, which is closely related to large time asymptotic behavior of solutions to the nonlocal parabolic Anderson problem with…
In the paper, a class of second-order McKean-Vlasov stochastic evolution equation driven by Poisson jumps with non-Lipschitz conditions is considered. The existence and uniqueness of the mild solution is established by means of the…
A nested family of growing or shrinking planar domains is called a Laplacian growth process if the normal velocity of each domain's boundary is proportional to the gradient of the domain's Green function with a fixed singularity on the…
We study the macroscopic evolution of the growing cluster in the exactly solvable corner growth model with independent exponentially distributed waiting times. The rates of the exponentials are given by an addivitely separable function of…
This work is devoted to the Lipschitz contraction and the long time behavior of certain Markov processes. These processes diffuse and jump. They can represent some natural phenomena like size of cell or data transmission over the Internet.…
We present an overview of the broad class of financial models in which the prices of assets are L\'evy-Ito processes driven by an $n$-dimensional Brownian motion and an independent Poisson random measure. The Poisson random measure is…
In previous work [AHP24], we proved a finite-time large deviation principle in the Hausdorff metric for multiradial Schramm-Loewner evolution, SLE$(\kappa)$, as $\kappa \to 0$, with good rate function being the multiradial Loewner energy.…
Literature is full of inference techniques developed to estimate the parameters of stochastic dynamical systems driven by the well-known Brownian noise. Such diffusion models are often inappropriate models to properly describe the dynamics…
Multivariate Bessel processes, otherwise known as radial Dunkl processes, are stochastic processes defined in a Weyl chamber that are repelled from the latter's boundary by a singular drift with a strength given by the multiplicity function…
We study a real-valued L\'evy-type process $X$, which is locally $\alpha$-stable in the sense that its jump kernel is a combination of a `principal' (state dependent) $\alpha$-stable part with a `residual' lower order part. We show that…
We focus on the estimation of the intensity of a Poisson process in the presence of a uniform noise. We propose a kernel-based procedure fully calibrated in theory and practice. We show that our adaptive estimator is optimal from the oracle…
Multistable L\'evy motions are extensions of L\'evy motions where the stability index is allowed to vary in time. Several constructions of these processes have been introduced recently, based on Poisson and Ferguson-Klass-LePage series…
Two coupled spatial birth-and-death Markov evolutions on $\mathbb{R}^d$ are obtained as unique weak solutions to the associated Fokker-Planck equations. Such solutions are constructed by its associated sequence of correlation functions…
Additives of sparingly soluble components are known to slow down or completely inhibit Ostwald ripening in dispersed systems. In this paper, our earlier model of stabilization against Ostwald ripening is revisited and extended. In a…
We present a study of dynamical scaling and front motion in a one dimensional system that describes Rayleigh-Benard convection in a rotating cell. We use a model of three competing modes proposed by Busse and Heikes to which spatial…
We consider extremal processes and random walks generated by heavy-tailed random vectors taking values in $\mathbb{R}^d$ endowed with the $\ell_p$ metric. We establish limit theorems for the associated paths in the triangular array setting…
Let $S$ be a semi direct product $S=N\rtimes A$ where $N$ is a connected and simply connected, non-abelian, nilpotent meta-abelian Lie group and $A$ is isomorphic with $\R^k,$ $k>1.$ We consider a class of second order left-invariant…