Related papers: Wentzel-Freidlin estimates for jump processes in s…

We extend the Carne--Varopoulos upper bound on the probability transitions of a Markov chain to a certain class of nonreversible processes by introducing the definition of a ``centering measure.'' In the case of random walks on a group, we…

We use a version of the Trotter-Kato approximation theorem for strongly continuous semigroups in order to study flows on growing networks. For that reason we use the abstract notion of direct limits in the sense of category theory.

For a given homogeneous Poisson point process in $\mathbb{R}^d$ two points are connected by an edge if their distance is bounded by a prescribed distance parameter. The behaviour of the resulting random graph, the Gilbert graph or random…

We study Fourier multipliers which result from modulating jumps of L\'evy processes. Using the theory of martingale transforms we prove that these operators are bounded in $L^p(\Rd)$ for $1<p<\infty$ and we obtain the same explicit bound…

Using the results of X. Fernique on the compactness of distributions of cadlag random functions, we derive some cadlaguity moment estimates for stochastic processes with jumps.

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 introduce diffusions on a space of interval partitions of the unit interval that are stationary with the Poisson-Dirichlet laws with parameters $(\alpha,0)$ and $(\alpha,\alpha)$. The construction has two steps. The first is a general…

Assuming the Riemann Hypothesis we obtain an upper bound for the moments of the Riemann zeta-function on the critical line. Our bound is nearly as sharp as the conjectured asymptotic formulae for these moments. The method extends to moments…

This paper provides a framework for investigations in fluctuation theory for L\'evy processes with matrix-exponential jumps. We present a matrix form of the components of the infinitely divisible factorization. Using this representation we…

Given a simple transient random walk $(S_n)_{n\geq 0}$ in $\mathbf{Z}$ and a stationary sequence of real random variables $(\xi(s))_{s\in \mathbf{Z}}$, we investigate the extremes of the sequence $(\xi(S_n))_{n\geq 0}$. Under suitable…

We develop a path integral framework for determining most probable paths in a class of systems of stochastic differential equations with piecewise-smooth drift and additive noise. This approach extends the Freidlin-Wentzell theory of large…

We consider a stochastic process driven by a diffusion and jumps. We devise a technique, which is based on a discrete record of observations, for identifying the times when jumps larger than a suitably defined threshold occurred. The…

In this work, we are concerned with the structure of sparse semigroups and some applications of them to Weierstrass points. We manage to describe, classify and find an upper bound for the genus of sparse semigroups. We also study the…

We give necessary and sufficient conditions guaranteeing that the coupling for L\'evy processes (with non-degenerate jump part) is successful. Our method relies on explicit formulae for the transition semigroup of a compound Poisson process…

In this paper, we consider parameter estimation for stochastic differential equations driven by Wiener processes and compound Poisson processes. We assume unknown parameters corresponding to coefficients of the drift term, diffusion term,…

We prove an upper bound for the $\varepsilon$-mixing time of the symmetric exclusion process on any graph G, with any feasible number of particles. Our estimate is proportional to $\mathsf{T}_{\mathsf{RW}(G)}\ln(|V|/\varepsilon)$, where |V|…

The main purpose of present paper is to determine some lower bounds for the quotient of the normalized hyper-Bessel function and its partial sum, as well as for the quotient of the derivative of normalized hyper-Bessel function and its…

We study the ground states of the pieces' model in the Fermi-Dirac statistics in the thermodynamic limit. In other words, we consider the minimizing configurations of $ n $ interacting fermions in an interval $ \Lambda $ divided into pieces…

We propose a new estimation scheme for estimation of the volatility parameters of a semimartingale with jumps based on a jump-detection filter. Our filter uses all of data to analyze the relative size of increments and to discriminate jumps…

We establish exact rates of convergence in the $p$-Wasserstein distance for the empirical measure of a class of non-symmetric jump processes, which are subordinated to a diffusion process on a compact Riemannian manifold. For the quadratic…