Related papers: On Wiener-Hopf factors for stable processes

We consider a new family of $\R^d$-valued L\'{e}vy processes that we call Lamperti stable. One of the advantages of this class is that the law of many related functionals can be computed explicitely (see for instance \cite{cc}, \cite{ckp},…

We consider weak solutions to a class of Dirichlet boundary value problems invloving the $p$-Laplace operator, and prove that the second weak derivatives are in $L^{q}$ with $q$ as large as it is desirable, provided $p$ is sufficiently…

Dilative stability generalizes the property of selfsimilarity for infinitely divisible stochastic processes by introducing an additional scaling in the convolution exponent. Inspired by results of Igl\'oi, we will show how dilatively stable…

We establish interior $C^{1,\alpha}$ regularity estimates for some $\alpha > 0$, for solutions of the fractional $p$-Laplace equation $(-\Delta_p)^s u = 0$ when $p$ is in the range $p \in [2,2/(1-s))$.

This paper continues the research project launched in [Constr. Approx. (2025) https://doi.org/10.1007/s00365-023-09675-9] and aimed at studying time-inhomogeneous one-dimensional branching processes (mainly on a continuous but also on a…

Here we propose a different perspective of the deep factorisation in Kyprianou (2015) based on determining potentials. Indeed, we factorise the inverse of the MAP-exponent associated to a stable process via the Lamperti-Kiu transform. Here…

In this paper we use infinitary Turing machines with tapes of length $\kappa$ and which run for time $\kappa$ as presented, e.g., by Koepke \& Seyfferth, to generalise the notion of type two computability to $2^{\kappa}$, where $\kappa$ is…

Let $\alpha\in(0,2)$ and $X_t$ be a symmetric $\alpha$-stable process. We define the scattering length $\Gamma(v)$ of the positive potential $v$ and prove several of its basic properties. We use the scattering length to findestimates for…

First derivatives with respect to the parameters of the Whittaker function $\mathrm{W}_{\kappa ,\mu }\left( x\right) $ are calculated. Using the confluent hypergeometric function, these derivarives can be expressed as infinite sums of…

We consider the conventional Laplace transform of $f(x)$, denoted by $\mathcal{L}[f(x); p]~\equiv~F(p)=\int_{0}^{\infty} e^{-p x} f(x) dx$ with ${\rm \mathfrak{Re}}(p) > 0$. For $0 < \alpha < 1$ we furnish the closed form expressions for…

We consider a process $(X_t)_{t\in[0,T)}$ given by the SDE $dX_t = \alpha b(t)X_t dt + \sigma(t) dB_t$, $t\in[0,T)$, with initial condition $X_0=0$, where $T\in(0,\infty]$, $\alpha\in R$, $(B_t)_{t\in[0,T)}$ is a standard Wiener process,…

We study invariants under gauge transformations of linear partial differential operators on two variables. Using results of BK-factorization, we construct hierarchy of general invariants for operators of an arbitrary order. Properties of…

In this paper we study the Wiener-Hopf factorization for a class of L\'evy processes with double-sided jumps, characterized by the fact that the density of the L\'evy measure is given by an infinite series of exponential functions with…

This paper is concerned with the evolution dynamics of local times of a spectrally positive stable process in the spatial direction. The main results state that conditioned on the finiteness of the first time at which the local time at zero…

We prove a new integrability principle for gradient variational problems in $\mathbb{R}^2$, showing that solutions are explicitly parameterized by $\kappa$-harmonic functions, that is, functions which are harmonic for the laplacian with…

We derive an explicit representation for the transition law of a $p$-tempered $\alpha$-stable process of Ornstein-Uhlenbeck-type and use it to develop a methodology for simulation. Our results apply in both the univariate and multivariate…

We study the distribution of the negative Wiener-Hopf factor for a class of two-sided jumps L\'evy processes whose positive jumps have a rational Laplace transform. The positive Wiener-Hopf factor for this class of processes was studied by…

A backward stable numerical calculation of a function with condition number $\kappa$ will have a relative accuracy of $\kappa\epsilon_{\text{machine}}$. Standard formulations and software implementations of finite-strain elastic materials…

Motivated by the notion of isotropic $\alpha$-stable L\'evy processes confined, by reflections, to a bounded open Lipschitz set $D\subset \mathbb{R}^d$, we study some related analytical objects. Thus, we construct the corresponding…

A statistical algorithm for estimating the characteristic parameter $\alpha$ of the stable law is presented and the estimate of its quadratic deviation is obtained in the paper. This algorithm is applied in the description of the…