Related papers: On monotone convolution and monotone infinite divi…
The continuous dependence of solutions to certain (non-autonomous, partial, integro-differential-algebraic, evolutionary) equations on the coefficients is addressed. We give criteria that guarantee that convergence of the coefficients in…
This article carries out a qualitative analysis on a system of integral equations of the Hardy--Sobolev type. Namely, results concerning Liouville type properties and the fast and slow decay rates of positive solutions for the system are…
Continuous time random walks and Langevin equations are two classes of stochastic models for describing the dynamics of particles in the natural world. While some of the processes can be conveniently characterized by both of them, more…
We introduce a multistable subordinator, which generalizes the stable subordinator to the case of time-varying stability index. This enables us to define a multifractional Poisson process. We study properties of these processes and…
We derive explicitly the coupling property for the transition semigroup of a L\'{e}vy process and gradient estimates for the associated semigroup of transition operators. This is based on the asymptotic behaviour of the symbol or the…
We establish a novel characterisation of the law of the convex minorant of any L\'evy process. Our self-contained elementary proof is based on the analysis of piecewise linear convex functions and requires only very basic properties of…
A map is given showing that convolutions of independent random variables over a finite group and matrix multiplications of doubly stochastic matrices are homomorphic. As an application, a short proof is given to the theorem that the…
In the probability theory limit distributions (or probability measures) are often characterized by some convolution equations (factorization properties) rather than by Fourier transforms (the characteristic functionals). In fact, usually…
We study the question of existence of positive steady states of nonlinear evolution equations. We recast the steady state equation in the form of eigenvalue problems for a parametrised family of unbounded linear operators, which are…
We give a complete list of the Lebesgue-Jordan decomposition of Boolean and monotone stable distributions and a complete list of the mode of them. They are not always unimodal.
The Linearization Theorem for proper Lie groupoids organizes and generalizes several results for classic geometries. Despite the various approaches and recent works on the subject, the problem of understanding invariant linearization…
The practically important classes of equal-input and of monotone Markov matrices are revisited, with special focus on embeddability, infinite divisibility, and mutual relations. Several uniqueness results for the classic Markov embedding…
We compare two definitions of multistable L\'evy motions. Such processes are extensions of classical L\'evy motion where the stability index is allowed to vary in time. We show that the two multistable L\'evy motions have distinct…
Many trace inequalities can be expressed either as concavity/convexity theorems or as monotonicity theorems. A classic example is the joint convexity of the quantum relative entropy which is equivalent to the Data Processing Inequality. The…
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…
A discrete time branching process where the offspring distribution is generation-dependent, and the number of reproductive individuals is controlled by a random mechanism is considered. This model is a Markov chain but, in general, the…
We define convexity canonically in the setting of monoids. We show that many classical results from convex analysis hold for functions defined on such groups and semigroups, rather than only on vector spaces. Some examples and…
In this paper we consider convergence of moments in the small-time limit theorems for L\'evy processes. We provide precise asymptotics for all the absolute moments of positive order. The convergence of moments in limit theorems holds…
The $x$-dependence of the symmetries of (1+1)-dimensional scalar translationally invariant evolution equations is described. The sufficient condition of (quasi)polynomiality in time $t$ of the symmetries of evolution equations with constant…
In this paper we show that a process modeled by a strongly continuous real-valued semigroup (that has a space convolution operator as infinitesimal generator) cannot satisfy causality. We present and analyze a causal model of diffusion that…