Related papers: Two kinds of conditionings for stable L\'evy proce…
As in the classical case of L\'evy processes on a group, L\'evy processes on a Voiculescu dual group are constructed from conditionally positive functionals. It is essential for this construction that Schoenberg correspondence holds for…
We analyze entropy solutions for a class of Levy mixed hyperbolicparabolic equations containing a non-local (or fractional) diffusion operator originating from a pure jump Levy process. For these solutions we establish uniqueness (L1…
Suppose that $\mathsf{S}$ is a closed set of the unit sphere $\mathbb{S}^{d-1} = \{x\in \mathbb{R}^d: |x| =1\}$ in dimension $d\geq2$, which has positive surface measure. We construct the law of absorption of an isotropic stable L\'evy…
This paper considers $L_2$ and BIBO stability and stabilization issues for systems with time-varying delays which can be of retarded or neutral type. An important role is played by a nominal system with fixed delays which are close to the…
A mathematical model of dynamic interaction between mining and processing industries is formalized and studied in the paper. The process of interaction is described by a system of two delay differential equations. The criterion for…
Spherical Bondi accretion is used in astrophysics as an approximation to investigate many types of accretion processes. Two-phase accretion flows that transition from neutral to ionized have observational support in high-mass star…
Let $V$ be a two sided random walk and let $X$ denote a real valued diffusion process with generator ${1/2}e^{V([x])}\frac{d}{dx}(e^{-V([x])}\frac{d}{dx})$. This process is known to be the continuous equivalent of the one dimensional random…
We demonstrate occurrence of bimodality and dynamical hysteresis in a system describing an overdamped quartic oscillator perturbed by additive white and asymmetric L\'evy noise. Investigated estimators of the stationary probability density…
We establish stability criterion for a two-class retrial system with Poisson inputs, general class-dependent service times and class-dependent constant retrial rates. We also characterise an interesting phenomenon of partial stability when…
Thermodynamic stable interaction pair potentials which are not of the form ``positive function + real continuous function of positive type'' are presented in dimension one. Construction of such a potential in dimension two is sketched.…
Stable laws can be tempered by modifying the L\'evy measure to cool the probability of large jumps. Tempered stable laws retain their signature power law behavior at infinity, and infinite divisibility. This paper develops random walk…
This paper derives a differential contraction condition for the existence of an orbitally-stable limit cycle in an autonomous system. This transverse contraction condition can be represented as a pointwise linear matrix inequality (LMI),…
We prove stability for a class of heterogeneous catalysis models in the $L_p$-setting. We consider a setting in a finite three-dimensional pore of cylinder-like geometry, with the lateral walls acting as a catalytic surface. Under a…
We establish two equivalent versions of the Darling--Erd\H{o}s theorem for L\'evy processes in the domain of attraction of a stable process at zero with index $\alpha\in(0,2)$. In the course of our proof we obtain a number of maximal and…
Solutions to the interval observation problem for delayed impulsive and switched systems with $L_1$-performance are provided. The approach is based on first obtaining stability and $L_1/\ell_1$-to-$L_1/\ell_1$ performance analysis…
When is it possible to interpret a given Markov process as a L\'evy-like process? Since the class of L\'evy processes can be defined by the relation between transition probabilities and convolutions, the answer to this question lies in the…
For a one-dimensional L\'{e}vy process, we derive an explicit formula for the probability of first hitting a specified point among a fixed finite set. Moreover, using this formula, we obtain an explicit expression for each entry of the…
Markov-modulated L\'evy processes with two different regimes of restarting are studied. These regimes correspond to the completely renewed process and to the process of Markov modulation, accompanied by jumps. We give explicit expressions…
In contrast to their seemingly simple and shared structure of independence and stationarity, L\'evy processes exhibit a wide variety of behaviors, from the self-similar Wiener process to piecewise-constant compound Poisson processes.…
For a converging sequence of exponential L\'evy models, we give conditions under which the associated sequence of option prices converges. We also study the behaviour of the prices when no such convergence holds. We then consider two…