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Stochastic symmetries and related invariance properties of finite dimensional SDEs driven by general c\`adl\`ag semimartingales taking values in Lie groups are defined and investigated. In order to enlarge the class of possible symmetries…

Probability · Mathematics 2017-08-08 Sergio Albeverio , Francesco C. De Vecchi , Paola Morando , Stefania Ugolini

In this article, we show how relativistic alpha stable processes can be used to explain quasi-ballistic heat conduction in semiconductors. This is a method that can fit experimental results of ultrafast laser heating in alloys. It also…

Mesoscale and Nanoscale Physics · Physics 2020-04-15 Prakash Chakraborty , Bjorn Vermeersch , Ali Shakouri , Samy Tindel

The purpose of this note is to prove that the flatness of an invariant manifold for a semilinear stochastic partial differential equation driven by L\'{e}vy processes is at least equal to the number of driving sources with small jumps. We…

Probability · Mathematics 2025-11-21 Stefan Tappe

We use commutator techniques and calculations in solvable Lie groups to investigate certain evolution Partial Differential Equations (PDEs for short) that arise in the study of stochastic volatility models for pricing contingent claims on…

Analysis of PDEs · Mathematics 2016-05-11 Siyan Zhang , Anna L. Mazzucato , Victor Nistor

We consider the Euler scheme for stochastic differential equations with jumps, whose intensity might be infinite and the jump structure may depend on the position. This general type of SDE is explicitly given for Feller processes and a…

Probability · Mathematics 2020-04-17 Björn Böttcher , Alexander Schnurr

In this work, we present sufficient conditions for the existence of a stationary solution of an abstract stochastic Cauchy problem driven by an arbitrary cylindrical L\'evy process, and show that these conditions are also necessary if the…

Probability · Mathematics 2019-04-08 Umesh Kumar , Markus Riedle

The Landau Fermi-liquid and extended Gutzwiller periodic-orbit theories are presented for the semiclassical description of collective excitations in nuclei, which are close to main topics of the fruitful activity of S.T. Belyaev. Static…

Nuclear Theory · Physics 2013-08-19 A. G. Magner , D. V. Gorpinchenko , J. Bartel

We study the spatial decay behaviour of resolvent kernels for a large class of non-local L\'evy operators and bound states of the corresponding Schr\"odinger operators. Our findings naturally lead us to proving results for L\'evy measures,…

Spectral Theory · Mathematics 2025-02-28 Kamil Kaleta , René L. Schilling , Paweł Sztonyk

We study the long-time asymptotic behaviour of semigroups generated by non-local Schr\"odinger operators of the form $H = -L+V$; the free operator $L$ is the generator of a symmetric L\'evy process in $\mathbb R^d$, $d > 1$ (with…

Probability · Mathematics 2019-03-29 Kamil Kaleta , René L. Schilling

We explicitly construct the rank one primitive Stark (equivalently, Kolyvagin) system extending a constant multiple of Flach's zeta elements for semi-stable elliptic curves. As its arithmetic applications, we obtain the equivalence between…

Number Theory · Mathematics 2025-09-18 Chan-Ho Kim

L\'{e}vy flight models whose jumps have infinite moments are mathematically used to describe the superdiffusion in complex systems. Exponentially tempering the Levy measure of L\'{e}vy flights leads to the tempered stable L\'{e}vy processes…

Computational Physics · Physics 2016-05-19 Can Li , Weihua Deng

Let $L=-\Delta+V$ be a Schr\"odinger operator, where the potential $V$ belongs to the reverse H\"older class. By the subordinative formula, we introduce the fractional heat semigroup $\{e^{-t{L}^\alpha}\}_{t>0}, \alpha>0$, associated with…

Classical Analysis and ODEs · Mathematics 2021-04-06 P. Li , Z. Wang , T. Qian , C. Zhang

We study the Fisher-KPP equation where the Laplacian is replaced by the generator of a Feller semigroup with power decaying kernel, an important example being the fractional Laplacian. In contrast with the case of the stan- dard Laplacian…

Analysis of PDEs · Mathematics 2015-06-04 Xavier Cabre , Jean-Michel Roquejoffre

Large time behaviour of heat semigroups (and more generally, of positive selfadjoint semigroups) is studied. Convergence of the semigroup to the ground state and of averaged logarithms of kernels to the ground state energy is shown in the…

Functional Analysis · Mathematics 2012-12-19 Matthias Keller , Daniel Lenz , Hendrik Vogt , Radosław Wojciechowski

In this work, we study the stability and regularity of the system formed by the third-order vibration equation in Moore-Gilson-Thompson time coupled with the classical heat equation with Fourier's law. We consider fractional couplings. He…

We consider diffusion processes on metric graphs with semipermeable sticky membranes in each vertex. We prove that the process is governed by a Feller semigroup and find its asymptotic behavior as diffusion's speed increases to infinity…

Probability · Mathematics 2022-01-25 Adam Gregosiewicz

The paper deals with the long-term behavior of positive operator semigroups on spaces of bounded functions and of signed measures, which have applications to parabolic equations with unbounded coefficients and to stochastic analysis. The…

Functional Analysis · Mathematics 2021-11-09 Moritz Gerlach , Jochen Glück , Markus Kunze

Assume $G$ is a definable group in a stable structure $M$. Newelski showed that the semigroup $S_G(M)$ of complete types concentrated on $G$ is an inverse limit of the $\infty$-definable (in $M^{eq}$) semigroups $S_{G,\Delta}(M)$. He also…

Logic · Mathematics 2018-08-15 Yatir Halevi

The Computation of discrete Contractive semigroups becomes necessary when we deal with several types of evolution equations in Discretizable Hilbert spaces, in this work we study some properties of the discrete forms of the contractive…

Numerical Analysis · Mathematics 2010-12-24 Fredy Vides

We show the strong well-posedness of SDEs driven by general multiplicative L\'evy noises with Sobolev diffusion and jump coefficients and integrable drift. Moreover, we also study the strong Feller property, irreducibility as well as the…

Probability · Mathematics 2017-05-23 Longjie Xie , Xicheng Zhang
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