Related papers: On monotone convolution and monotone infinite divi…
We characterise, in terms of their transition laws, the class of one-dimensional L\'evy processes whose graph has a continuously differentiable (planar) convex hull. We show that this phenomenon is exhibited by a broad class of infinite…
Under an appropriate regular variation condition, the affinely normalized partial sums of a sequence of independent and identically distributed random variables converges weakly to a non-Gaussian stable random variable. A functional version…
This paper improves a previously established test involving only coefficients to decide a priori whether or not non-trivial symmetries of a large class of space-time dependent diffusion processes on the real line exist. When the existence…
Given two random variables $X$ and $Y$, stochastic monotonicity describes a monotone influence of $X$ on $Y$. We prove two different characterizations of stochastically monotone $2$-copulas using the isomorphism between $2$-copulas and…
We demonstrate the large deviation property for the mild solutions of stochastic evolution equations with monotone nonlinearity and multiplica- tive noise. This is achieved using the recently developed weak convergence method, in studying…
In this paper we investigate the long time behavior of solutions to fractional in time evolution equations which appear as results of random time changes in Markov processes. We consider inverse subordinators as random times and use the…
Evolutionary synthesis models have been used to study the physical properties of unresolved populations in a wide range of scenarios. Unfortunately, their self-consistency are difficult to test and there are some theoretical open questions…
The discussion is limited to first-class parametrized systems, where the definition of time evolution and observables is not trivial, and to finite dimensional systems in order that technicalities do not obscure the conceptual framework.…
In this paper we explore solvability of steady-state variational inequalities with multivalued operators. Moreover, we are studying the connections between the class of radially semi-continuous operators with semi-bounded variation and…
Certain Markov processes, or deterministic evolution equations, have the property that they are dual to a stochastic process that exhibits extinction versus unbounded growth, i.e., the total mass in such a process either becomes zero, or…
We establish distributional limit theorems for the shape statistics of a concave majorant (i.e. the fluctuations of its length, its supremum, the time it is attained and its value at $T$) of any L\'evy process on $[0,T]$ as $T\to\infty$.…
This work is concerned with the stability properties of linear stochastic differential equations with random (drift and diffusion) coefficient matrices, and the stability of a corresponding random transition matrix (or exponential…
The class of evolving groups is defined and investigated, as well as their connections to examples in the field of Galois cohomology. Evolving groups are proved to be Sylow Tower groups in a rather strong sense. In addition, evolving groups…
A classical inequality, which is known for families of monotone functions, is generalized to a larger class of families of measurable functions. Moreover we characterize all the families of functions for which the equality holds. We apply…
We continue the study of properties related to monotone countable paracompactness, investigating various monotone versions of $\delta$-normality. We factorize monotone normality and stratifiability in terms of these weaker properties.
We study small time bounds for transition densities of convolution semigroups corresponding to pure jump L\'evy processes in $\mathbb{R}^{d}$, $d \geq 1$, including those with jumping kernels exponentially and subexponentially localized at…
The principle of linearized stability and instability is established for a classical model describing the spatial movement of an age-structured population with nonlinear vital rates. It is shown that the real parts of the eigenvalues of the…
We study (weakly) continuous convolution semigroups of probability measures on a Lie group G or a homogeneous space G/K, where K is a compact subgroup. We show that such a convolution semigroup is the convolution product of its initial…
In this paper, we derive comparison results for terminal values of $d$-dimensional special semimartingales and also for finite-dimensional distributions of multivariate L\'{e}vy processes. The comparison is with respect to nondecreasing,…
We prove two "master" convolution theorems for multivariate determinantal polynomials. The methods used include basic properties of what we call a "minor-orthogonal" ensemble as well as properties of the mixed discriminant of matrices. We…