Related papers: Regularity of harmonic functions for a class of si…
The stability analysis of a class of discontinuous discrete-time systems is studied in this paper. The system under study is modeled as a feedback interconnection of a linear system and a set-valued nonlinearity. An equivalent…
We study invariant boundary conditions for one dimensional discrete Gaussian Markov processes, basic toy models of spatial Markov processes in statistical mechanics. More precisely, we give a decomposition of boundary objects in a non…
In this paper we study the following stochastic Hamiltonian system in ${\mathbb R}^{2d}$ (a second order stochastic differential equation), $$ d \dot X_t=b(X_t,\dot X_t)d t+\sigma(X_t,\dot X_t)d W_t,\ \ (X_0,\dot X_0)=(x,v)\in{\mathbb…
It was recently proved that any strictly stationary stochastic process can be viewed as an autoregressive process of order one with coloured noise. Furthermore, it was proved that, using this characterisation, one can define closed form…
Motivated by the mean value property of harmonic functions, we introduce the local and global median value properties for continuous functions of two variables. We show that the Dirichlet problem associated with the local median value…
Conditioning stable L\'evy processes on zero probability events recently became a tractable subject since several explicit formulas emerged from a deep analysis using the Lamperti transformations for self-similar Markov processes. In this…
We consider the stochastic Ginzburg-Landau equation in a bounded domain. We assume the stochastic forcing acts only on high spatial frequencies. The low-lying frequencies are then only connected to this forcing through the non-linear…
We study symmetric Dirichlet forms on metric measure spaces, which may possess both strongly local and pure-jump parts. We introduce a new formulation of a tail condition for jump measures and weighted functional inequalities. Our framework…
It is noticed that a certain transform of the Mittag-Leffler function Ea is completely monotone for a in [1,2]. Using the explicit expressions of its Bernstein density, an identity in law between suprema of completely asymmetric Levy…
Harmonic functions of two variables are exactly those that admit a conjugate, namely a function whose gradient has the same length and is everywhere orthogonal to the gradient of the original function. We show that there are also partial…
In this work we extend the theory of the classical Hardy space $H^1$ to the rational Dunkl setting. Specifically, let $\Delta$ be the Dunkl Laplacian on a Euclidean space $\mathbb{R}^N$. On the half-space $\mathbb{R}_+\times\mathbb{R}^N$,…
It is proved that harmonic functions are characterized by harmonicity of their spherical means, for which purpose the iterated spherical means are used. The similar characterization of solutions to the modified Helmholtz equation…
All beta-type functions, which are p-homogeneous, are determined. Applying this result, we show that a beta-type function is a homogeneous mean iff it is the harmonic one. A reformulation of a result due to Heuvers in terms of a Cauchy…
We consider the class of stationary-increment harmonizable stable processes with infinite control measure, which most notably includes real harmonizable fractional stable motions. We give conditions for the integrability of the paths of…
We prove sharp analytic regularity and decay at infinity of solutions of variable coefficients nonlinear harmonic oscillators. Namely, we show holomorphic extension to a sector in the complex domain, with a corresponding Gaussian decay,…
By using coupling arguments, Harnack type inequalities are established for a class of stochastic (functional) differential equations with multiplicative noises and non-Lipschitzian coefficients. To construct the required couplings, two…
Long memory processes driven by L\'evy noise with finite second-order moments have been well studied in the literature. They form a very rich class of processes presenting an autocovariance function which decays like a power function. Here,…
This work presents a study of perturbations of symmetric Boolean functions. In particular, it establishes a connection between exponential sums of these perturbations and Diophantine equations of the form $$ \sum_{l=0}^n \binom{n}{l}…
In this paper, we prove that any subset with an appropriate sub-linear horizontal growth has a non-zero stationary harmonic measure. On the other hand, we also show any subset with super-linear horizontal growth will have a $0$ stationary…
We study various regularization operators on plurisubharmonic functions that preserve Lelong classes with growth given by certain compact convex sets. The purpose is to show that the weighted Siciak-Zakharyuta functions associated with…