Related papers: Cylindrical Levy processes in Banach spaces

We investigate the long-time behavior of solutions to a stochastically forced one-dimensional Navier-Stokes system, describing the motion of a compressible viscous fluid, in the case of linear pressure law. We prove existence of an…

We investigate the Cauchy problem on the cylinder, namely the semi-periodic problem where there is periodicity in the $x$-direction and decay in the $y$-direction, for the Kadomtsev-Petviashvili II equation by the inverse spectral transform…

This paper deals with functions that defined in metric spaces and valued in complete paranormed vector spaces or valued in Banach spaces, and obtains some necessary and sufficient conditions for weak convergence of finite measures.

Let $X$ be a Banach space, $\Sigma$ be a $\sigma$-algebra, and $m:\Sigma\to X$ be a (countably additive) vector measure. It is a well known consequence of the Davis-Figiel-Johnson-Pelcz\'{y}nski factorization procedure that there exist a…

This paper proposes a log-linear model for the latent intensity functions of a replicated spatio-temporal point process. By simultaneously fitting correlated spatial and temporal Karhunen-Lo\`eve expansions, the model produces spatial and…

We propose to use L\'evy {\alpha}-stable distributions for constructing priors for Bayesian inverse problems. The construction is based on Markov fields with stable-distributed increments. Special cases include the Cauchy and Gaussian…

We find necessary and sufficient conditions for almost sure finiteness of integral functionals of spectrally positive L\'evy processes. Via Lamperti type transforms, these results can be applied to obtain new integral tests on extinction…

We consider the Schroedinger equation with a supersymmetric random potential, where the superpotential is a Levy noise. We focus on the problem of computing the so-called complex Lyapunov exponent, whose real and imaginary parts are,…

This article extends weak convergence bounds of Markov transition kernels to convergence bounds on the variance of the Markov kernel applied to Lipschitz functions. In the reversible case, weak convergence rates of the transition kernels…

A simple construction of Euclidean invariant and reflection positive measures on the cylindrical compactification is performed under a weaker hypothesis than has recently been obtained. Moreover, the results are extended to the case when…

We study one-dimensional Levy processes with Levy-Khintchine exponent psi(xi^2), where psi is a complete Bernstein function. These processes are subordinate Brownian motions corresponding to subordinators, whose Levy measure has completely…

We investigate the branching structure coded by the excursion above zero of a spectrally positive Levy process. The main idea is to identify the level of the Levy excursion as the time and count the number of jumps upcrossing the level. By…

We consider Fokker-Planck equations in the whole Euclidean space, driven by Levy processes, under the action of confining drifts, as in the classical Ornstein-Ulhenbeck model. We introduce a new PDE method to get exponential or…

This paper is devoted to establishing the full scaling limit theorems for multivariate Hawkes processes. Under some mild conditions on the exciting kernels, we develop a new way to prove that after a suitable time-spatial scaling, the…

This paper proves that, under a monotonicity condition, the invariant probability measure of a McKean--Vlasov process can be approximated by weighted empirical measures of some processes including itself. These processes are described by…

Distributional properties -including Laplace transforms- of integrals of Markov processes received a lot of attention in the literature. In this paper, we complete existing results in several ways. First, we provide the analytical solution…

Quadratic systems generated using Yang-Baxter equations are integrable in a sense, but we display a deterioration in the possession of the Painlev\'e property as the number of equations in each `integrable system' increases. Certain…

This paper considers discretization of the L\'evy process appearing in the Lamperti representation of a strictly positive self-similar Markov process. Limit theorems for the resulting approximation are established under some regularity…

We develop a family of infinite-dimensional Banach manifolds of measures on an abstract measurable space, employing charts that are "balanced" between the density and log-density functions. The manifolds, $(\tilde{M}_{\lambda},\lambda\in…

In many branches of engineering, Banach contraction mapping theorem is employed to establish the convergence of certain deterministic algorithms. Randomized versions of these algorithms have been developed that have proved useful in…