Related papers: Note on radial Dunkl processes

We introduce the liquid bin model as a continuous-time deterministic dynamics, arising as the hydrodynamic limit of a discrete-time stochastic interacting particle system called the infinite bin model. For the liquid bin model, we prove the…

We consider weak solutions to dispersive partial differential equations with periodic boundary conditions and initial data with jump discontinuities. These are already known to be continuous at irrational times and piecewise constant at…

Suppose that $d\geq1$ and $\alpha\in (1, 2)$. Let $Y$ be a rotationally symmetric $\alpha$-stable process on $\R^d$ and $b$ a $\R^d$-valued measurable function on $\R^d$ belonging to a certain Kato class of $Y$. We show that $\rd X^b_t=\rd…

The motivation of this paper is to prove verification theorems for stochastic optimal control of finite dimensional diffusion processes without control in the diffusion term, in the case that the value function is assumed to be continuous…

Dunkl processes are generalizations of Brownian motion obtained by using the differential-difference operators known as Dunkl operators as a replacement of spatial partial derivatives in the heat equation. Special cases of these processes…

In this article, we consider the radial Dunkl geometric case $k=1$ corresponding to flat Riemannian symmetric spaces in the complex case and we prove exact estimates for the positive valued Dunkl kernel and for the radial heat kernel. Dans…

We consider deterministic fast-slow dynamical systems on $\mathbb{R}^m\times Y$ of the form \[ \begin{cases} x_{k+1}^{(n)} = x_k^{(n)} + n^{-1} a(x_k^{(n)}) + n^{-1/\alpha} b(x_k^{(n)}) v(y_k)\;,\quad y_{k+1} = f(y_k)\;, \end{cases} \]…

In two recent papers [5] and [6], we generalized some classical results of Harmonic Analysis using probabilistic approach by means of a d- dimensional rotationally symmetric stable process. These results allow one to discuss some…

We consider the fractional heat equation associated with the Dunkl Laplacian and prove that the weak solutions to this equation converge to the fundamental solution as time becomes large, provided the initial data is an integrable function…

We prove existence of boundary limits of ratios of positive harmonic functions for a wide class of Markov processes with jumps and irregular domains, in the context of general metric measure spaces. As a corollary, we prove uniqueness of…

Saxl's conjecture (2012) asserts that for the staircase partition $\rho_k = (k, k-1, \ldots, 1)$, the tensor square of the corresponding irreducible representation of the symmetric group $S_{T_k}$ contains every irreducible representation…

We study a stochastic process $X_t$ related to the Bessel and the Rayleigh processes, with various applications in physics, chemistry, biology, economics, finance and other fields. The stochastic differential equation is $dX_t = (nD/X_t) dt…

We examine the non-exit probability of a multidimensional Brownian motion from a growing truncated Weyl chamber. Different regimes are identified according to the growth speed, ranging from polynomial decay over stretched-exponential to…

Combining probabilistic and analytic tools from potential theory, we investigate Dirichlet problems associated with the Dunkl Laplacian $\Delta_k$. We establish, under some conditions on the open set $D\subset\R^d$, the existence of a…

We consider a run-and-tumble particle on a finite interval $[a,b]$ with two absorbing end points. The particle has an internal velocity state that switches between three values $v,0,-v$ at exponential times, thus incorporating positive…

We establish the existence and uniqueness for a one-dimensional stochastic differential equation driven by a Brownian motion and a pure jump {\levy} process. It is shown that under fairly general conditions on the coefficients, pathwise…

This is the second, and last paper in which we address the behavior of oriented first passage percolation on the hypercube in the limit of large dimensions. We prove here that the extremal process converges to a Cox process with exponential…

We prove two bounds for discrete moments of Weyl sums. The first one can be obtained using a standard approach. The second one involves an observation how this method can be improved, which leads to a sharper bound in certain ranges. The…

In this letter we prove existence and uniqueness of strong solutions to multi-dimensional SDEs with discontinuous drift and finite activity jumps.

Weyl theory for Dirac systems with rectangular matrix potentials is non-classical. The corresponding Weyl functions are rectangular matrix functions. Furthermore, they are non-expansive in the upper semi-plane. Inverse problems are treated…