Related papers: On Wiener-Hopf factors for stable processes

Stirling approximation of the factorials and multinominal coefficients are generalized based on the one-parameter ($\kappa$) deformed functions introduced by Kaniadakis [Phys. Rev. E \textbf{66} (2002) 056125]. We have obtained the relation…

In this paper we introduce a new class of L\'evy processes which we call hypergeometric-stable L\'evy processes, because they are obtained from symmetric stable processes through several transformations and where the Gauss hypergeometric…

In this paper, we investigate the boundedness of bilinear Calder\'on-Zygmund operators $T$ from ${L^{p_1}\left(w_1\right)} \times {L^{p_2}\left(w_2\right)}$ to ${L^{p,\infty}\left(v_{\vec{w}}\right)}$ with the stopping time method, where $1…

Consider the max-stable process $\eta(t) = \max_{i\in\mathbb N} U_i \rm{e}^{\langle X_i, t\rangle - \kappa(t)}$, $t\in\mathbb{R}^d$, where $\{U_i, i\in\mathbb{N}\}$ are points of the Poisson process with intensity $u^{-2}\rm{d} u$ on…

We generate the fractional Poisson process by subordinating the standard Poisson process to the inverse stable subordinator. Our analysis is based on application of the Laplace transform with respect to both arguments of the evolving…

A one-parameter family of coupled flows depending on a parameter $\kappa>0$ is introduced which reduces when $\kappa=1$ to the coupled flow of a metric $\omega$ with a $(1,1)$-form $\alpha$ due recently to Y. Li, Y. Yuan, and Y. Zhang. It…

Let $d\ge1$. Consider a stable-like operator of variable order \begin{align*} \mathcal{A}f(x) & =\int_{\mathbb{R}^{d} \backslash\{0\}} \left[f(x+h) -f(x) -\mathbf{1}_{\{|h|\le1\}}h \cdot\nabla f(x)\right]\frac{n(x,h)}{|h|^{d+\alpha(x)}}…

We consider a positive recurrent one-dimensional diffusion process with continuous coefficients and we establish stable central limit theorems for a certain type of additive functionals of this diffusion. In other words we find some…

We study some Dirichlet problem for a $p$--Laplacian type operator in the setting of Orlicz--Zygmund space $L^q\log^{-\alpha}L(\Omega,\mathbb R^N)$, $q >1$ and $\alpha>0$. More precisely, our aim is to establish which assuptions on the…

In this paper we introduce a ten-parameter family of L\'{e}vy processes for which we obtain Wiener-Hopf factors and distribution of the supremum process in semi-explicit form. This family allows an arbitrary behavior of small jumps and…

We characterize the Leray--Hopf solutions of the 2D inhomogeneous Navier--Stokes system that become strong for positive times. This characterization relies on the strong energy inequality and the regularity properties of the pressure. As an…

We construct a Hunt process that can be described as an isotropic $\alpha$-stable L\'evy process reflected from the complement of a bounded open Lipschitz set. In fact, we introduce a new analytic method for concatenating Markov processes.…

This work focuses on the study of solitary wave solutions to a nonlocal, nonlinear Schr\"odinger system in $1$+$1$ dimensions with arbitrary nonlinearity parameter $\kappa$. Although the system we study here was first reported by Yang…

We prove a law of large numbers and functional central limit theorem for a class of multivariate Hawkes processes with time-dependent reproduction rate. We address the difficulties induced by the use of non-convolutive Volterra processes by…

We show that if M is a stable unsuperstable homogeneous structure, then for most kappa < |M|, the number of elementary submodels of M of power kappa is 2^kappa .

This paper establishes global weighted Calder\'on-Zygmund type regularity estimates for weak solutions of a class of generalized Stokes systems in divergence form. The focus of the paper is on the case that the coefficients in the…

In this paper, we introduce a linear stochastic volatility model driven by $\alpha$-stable processes, which admits a unique positive solution. To preserve positivity, we modify the classical forward Euler-Maruyama scheme and analyze its…

In 2002, Fatiha Alabau, Piermarco Cannarsa and Vilmos Komornik investigated the extent of asymptotic stability of the null solution for weakly coupled partially damped equations of the second order in time. The main point is that the…

In this paper we construct scalar cumulants for stable random matrix models with single trace interactions of arbitrarily high even order by Weingarten calculus. We obtain explicit and convergent expansions for these scalar cumulants in the…

In math.AC/9608214 it was shown that fields of generalized power series cannot admit an exponential function. In this paper, we construct fields of generalized power series with bounded support which admit an exponential. We give a natural…