Related papers: Time irregularity of generalized Ornstein--Uhlenbe…
The paper is concerned with spatial and time regularity of solutions to linear stochastic evolution equation perturbed by L\'evy white noise "obtained by subordination of a Gaussian white noise". Sufficient conditions for spatial continuity…
In this paper we consider the existence of weakly c\`adl\`ag versions of a solution to a linear equation in a Hilbert space $H$, driven by a Levy process taking values in a Hilbert space $U$. In particular we are interested in diagonal type…
We establish the first existence and uniqueness result for mild solutions of abstract stochastic evolution equations driven by arbitrary cylindrical L\'evy processes in Hilbert spaces. The coefficients are assumed to satisfy global…
Explicit coupling property and gradient estimates are investigated for the linear evolution equations on Hilbert spaces driven by an additive cylindrical L\'evy process. The results are efficiently applied to establish the exponential…
We investigate the symmetry of the linear q-difference equations which are associated with some q-Painlev\'e equations. We apply it for adjustment of the expression of the time evolution on the q-Painlev\'e equations in terms of the Weyl…
We study an infinite-dimensional Ornstein-Uhlenbeck process $(X_t)$ in a given Hilbert space $H$. This is driven by a cylindrical symmetric L\'evy process without a Gaussian component and taking values in a Hilbert space $U$ which usually…
The generalized time-dependent harmonic oscillator is studied. Though several approaches to the solution of this model have been available, yet a new approach is presented here, which is very suitable for the study of cyclic solutions and…
We give a representation of the solution for a stochastic linear equation of the form $X_t=Y_t+\int_{(0,t]}X_{s-} \mathrm {d}{Z}_s$ where $Z$ is a c\'adl\'ag semimartingale and $Y$ is a c\'adl\'ag adapted process with bounded variation on…
In this paper we analyse time change equations (TCEs) for L\'evy-type processes in detail. To this end we establish a connection between TCEs and classical one-dimensional initial value problems (IVPs) which are easier to handle. Properties…
We present a time change construction of affine processes with state-space $\mathbb{R}_+^m\times \mathbb{R}^n$. These processes were systematically studied in (Duffie, Filipovi\'c and Schachermayer, 2003) since they contain interesting…
We propose a novel class of tempo-spatial Ornstein-Uhlenbeck processes as solutions to L\'evy-driven Volterra equations with additive noise and multiplicative drift. After formulating conditions for the existence and uniqueness of…
A neutral particle with general spin and magnetic moment moving in an arbitrarily varying magnetic field is studied. The time evolution operator for the Schr\"odinger equation can be obtained if one can find a unit vector that satisfies the…
We analyze the time--dependent solutions of the pseudo--differential L\'evy--Schr\"odinger wave equation in the free case, and we compare them with the associated L\'evy processes. We list the principal laws used to describe the time…
Mathematical models with time dependent parameters are of great interest in financial Mathematics because they capture real life scenarios in the financial market. In this study, via the Lie group technique, we analyse evolution-type…
We study the general properties of spectral curves associated to doubly-periodic solutions of Korteweg-deVries, sine-Gordon, Non-linear Schr\"odinger and 1D Toda equations, and construct examples of arbitrary genus.
In this work, we consider the stochastic Cauchy problem driven by the canonical $\alpha$-stable cylindrical L\'evy process. This noise naturally generalises the cylindrical Brownian motion or space-time Gaussian white noise. We derive a…
Motivated by recent proposals (Bialynicki-Birula, Mycielski; Haag, Bannier; Weinberg; Doebner, Goldin) for nonlinear quantum mechanical evolution equations for pure states some principal difficulties in the framework of usual quantum…
In this article, the existence of a unique solution in the variational approach of the stochastic evolution equation $$\dX(t) = F(X(t)) \dt + G(X(t)) \dL(t)$$ driven by a cylindrical L\'evy process $L$ is established. The coefficients $F$…
We study the possibility of a gradual improvement as time progresses of the regularity of solutions to evolution problems of parabolic type driven by L\'evy-type operators, not necessarily translation invariant. In the course of our…
By using the existing sharp estimates of density function for rotationally invariant symmetric $\alpha$-stable L\'{e}vy processes and rotationally invariant symmetric truncated $\alpha$-stable L\'{e}vy processes, we obtain that Harnack…