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We establish a novel characterisation of the law of the convex minorant of any L\'evy process. Our self-contained elementary proof is based on the analysis of piecewise linear convex functions and requires only very basic properties of…

Probability · Mathematics 2022-07-06 Jorge Ignacio González Cázares , Aleksandar Mijatović

In this paper we generalize the martingale of Kella and Whitt to the setting of L\'{e}vy-type processes and show that the (local) martingales obtained are in fact square integrable martingales which upon dividing by the time index converge…

Probability · Mathematics 2017-11-22 Offer Kella , Onno Boxma

Ito's construction of Markovian solutions to stochastic equations driven by a L\'evy noise is extended to nonlinear distribution dependent integrands aiming at the effective construction of linear and nonlinear Markov semigroups and the…

Probability · Mathematics 2022-05-03 Vassili N. Kolokoltsov

The quantum Brownian motion of a charged particle in the electromagnetic vacuum fluctuations is investigated near a perfectly reflecting flat boundary, taking into account the smooth switching process in the measurement. Constructing a…

Quantum Physics · Physics 2009-11-13 Masafumi Seriu , Chun-Hsien Wu

We consider non-local Ornstein-Uhlenbeck (OU) operators that correspond to Ornstein-Uhlenbeck processes driven by L\'evy processes. These are ergodic Markov processes and the OU operator is in general non-normal in the $L^2$ space weighted…

Probability · Mathematics 2026-04-14 Rohan Sarkar

We present basic properties of Dipolar SLEs, a new version of stochastic Loewner evolutions (SLE) in which the critical interfaces end randomly on an interval of the boundary of a planar domain. We present a general argument explaining why…

Mathematical Physics · Physics 2011-02-16 M. Bauer , D. Bernard , J. Houdayer

We prove smoothing properties of nonlocal transition semigroups associated to a class of stochastic differential equations (SDE) driven by additive pure-jump L\'evy noise. In particular, we assume that the L\'evy process driving the SDE is…

Probability · Mathematics 2012-08-15 Seiichiro Kusuoka , Carlo Marinelli

This paper provides a framework for investigations in fluctuation theory for L\'evy processes with matrix-exponential jumps. We present a matrix form of the components of the infinitely divisible factorization. Using this representation we…

Probability · Mathematics 2014-12-09 Ievgen Karnaukh

In this article, we present a multiscale characterization of the streamwise velocity of a turbulent channel flow. We study the 2nd and 4th order structure functions and the flatness for scales ranging from the dissipative to the integral…

Fluid Dynamics · Physics 2025-06-09 Carlos Granero-Belinchon , Stéphane G. Roux , Nicolas B. Garnier

This paper is devoted to the definition and analysis of the spectral shift function (SSF) associated with non-self-adjoint perturbations of self-adjoint operators. Motivated by applications in scattering theory, we consider both trace-class…

Mathematical Physics · Physics 2026-03-24 Vincent Bruneau , Nicolas Frantz , François Nicoleau

We develop an approach to Malliavin calculus for L\'evy processes from the perspective of expressing a random variable $Y$ by a functional $F$ mapping from the Skorohod space of c\`adl\`ag functions to $\mathbb{R}$, such that $Y=F(X)$ where…

Probability · Mathematics 2014-10-31 Alexander Steinicke

In this paper we find the Laplace transforms of the weighted occupation times for a spectrally negative L\'evy surplus process to spend below its running maximum up to the first exit times. The results are expressed in terms of generalized…

Probability · Mathematics 2018-06-11 Bo Li , Yun Hua , Xiaowen Zhou

A full non-perturbative treatment of gauge theories requires to include matter fields on equal footing with the gauge fields. Scalar matter can act as a role model for generic matter, as many questions, e.g. confinement, can be posed…

High Energy Physics - Lattice · Physics 2011-09-06 Axel Maas

Given a direct system of Hilbert spaces $s\mapsto \mathcal H_s$ (with isometric inclusion maps $\iota_s^t:\mathcal H_s\rightarrow \mathcal H_t$ for $s\leq t$) corresponding to quantum systems on scales $s$, we define notions of scale…

Operator Algebras · Mathematics 2018-03-14 Vaughan F. R. Jones

We consider the regularity of sample paths of Volterra-L\'{e}vy processes. These processes are defined as stochastic integrals $$ M(t)=\int_{0}^{t}F(t,r)dX(r), \ \ t \in \mathds{R}_{+}, $$ where $X$ is a L\'{e}vy process and $F$ is a…

Probability · Mathematics 2014-05-20 Eyal Neuman

Inhomogeneities in deposition may lead to formation of rough surfaces, whose height fluctuations can be probed directly by scanning microscopy, or indirectly by scattering. Analytical or numerical treatments of simple growth models suggest…

Condensed Matter · Physics 2009-10-28 Mehran Kardar

This article illustrates the application of multiple scales analysis to two archetypal quasilinear systems; i.e. to systems involving fast dynamical modes, called fluctuations, that are not directly influenced by fluctuation--fluctuation…

Fluid Dynamics · Physics 2019-03-14 G. Michel , G. P. Chini

The collective motion of epithelial cells is a fundamental biological process which plays a significant role in embryogenesis, wound healing and tumor metastasis. While it has been broadly investigated for over a decade both in vivo and in…

A soft-max function has two main efficiency measures: (1) approximation - which corresponds to how well it approximates the maximum function, (2) smoothness - which shows how sensitive it is to changes of its input. Our goal is to identify…

Machine Learning · Computer Science 2026-01-01 Alessandro Epasto , Mohammad Mahdian , Vahab Mirrokni , Manolis Zampetakis

A peculiar feature of It\^o's calculus is that it is an integral calculus that gives no explicit derivative with a systematic differentiation theory counterpart, as in elementary calculus. So, can we define a pathwise stochastic derivative…

Probability · Mathematics 2010-05-25 Hassan Allouba