Related papers: On monotone convolution and monotone infinite divi…
Classes of multivariate and cone valued infinitely divisible Gamma distributions are introduced. Particular emphasis is put on the cone-valued case, due to the relevance of infinitely divisible distributions on the positive semi-definite…
In the last years, many authors studied a class of continuous time semi-Markov processes obtained by time-changing Markov processes by hitting times of independent subordinators. Such processes are governed by integro-differential…
This paper shows a simple construction of the continuous involutions of real intervals in terms of the continuous even functions. We also study the smooth involutions defined by symmetric equations. Finally, we review some applications, in…
We derive a criterium for the almost sure finiteness of perpetual integrals of \LL processes for a class of real functions including all continuous functions and for general one-dimensional L\'evy processes that drifts to plus infinity.…
We introduce new entanglement monotones which generalize, to the case of many parties, those which give rise to the majorization-based partial ordering of bipartite states' entanglement. We give some examples of restrictions they impose on…
Menon's proof of the preservation of log-concavity of sequences under convolution becomes simpler when adapted to 2-sided infinite sequences. Under assumption of log-concavity of two 2-sided infinite sequences, the existence of the…
We consider arbitrary discrete probability laws on the real line. We obtain a criterion of their belonging to a new class of quasi-infinitely divisible laws, which is a wide natural extension of the class of well known infinitely divisible…
Existence, uniqueness and stability of the solutions of linear stochastic evolution equations are investigated. The results obtained are used to prove theorems on solvability of linear second order stochastic partial differential equations…
We introduce a special class of real semiflows, which is used to define a general type of evolution semigroups, associated to not necessarily exponentially bounded evolution families. Giving spectral characterizations of the corresponding…
The subject of this paper is the study of convolution semigroups of states on a locally compact quantum group, generalising classical families of distributions of a L\'{e}vy process on a locally compact group. In particular a definitive…
We study monotone and convex stochastic orders for processes with independent increments. Our contributions are twofold: First, we relate stochastic orders of the Poisson component to orders of their (generalized) L\'evy measures. The…
Based on the convergence of their infinitesimal generators in the mixed topology, we provide a stability result for strongly continuous convex monotone semigroups on spaces of continuous functions. In contrast to previous results, we do not…
The concept of a L\'evy subordinator is generalized to a family of non-decreasing stochastic processes, which are parameterized in terms of two Bernstein functions. Whereas the independent increments property is only maintained in the…
Moments are expectation values of products of powers of position and momentum, taken over quantum states (or averages over a set of classical particles). For free particles, the evolution in the quantum case is closely related to that of a…
Non-closedness of subexponentiality by the convolution operation is well-known. We go a step further and show that subexponentiality and non-subexponentiality are generally changeable by the convolution. We also give several conditions, by…
We analyze the notions of monotonicity and complete monotonicity for Markov Chains in continuous-time, taking values in a finite partially ordered set. Similarly to what happens in discrete-time, the two notions are not equivalent. However,…
We show the convolution equivalence property of univariate tempered stable distributions in the sense of Rosi\'nsky (2007). This makes rigorous various classic heuristic arguments on the asymptotic similarity between the probability and…
We consider generalized solutions of the Perona-Malik equation in dimension one, defined as all possible limits of solutions to the semi-discrete approximation in which derivatives with respect to the space variable are replaced by…
In this paper, we establish the existence of moments and moment estimates for L\'evy-type processes. We discuss whether the existence of moments is a time dependent distributional property, give sufficient conditions for the existence of…
We study some classes of semi-linear differential equations including both well-posed and ill-posed cases that can generate cocycles (or cocycle correspondences with generating cocycles). Under exponential dichotomy condition with other…