Related papers: Potential theory of infinite dimensional L\'evy pr…

An $L^2$ version of the classical Denjoy-Carleman theorem regarding quasi-analytic functions was proved by P. Chernoff on $\mathbb R^n$ using iterates of the Laplacian. We give a simple proof of this theorem which generalizes the result on…

In this paper, we shall introduce the Tanaka formula from viewpoint of the Doob-Meyer decomposition. For symmetric L\'evy processes, if the local time exists, Salminen and Yor (2007) obtained the Tanaka formula by using the potential…

We study the thermodynamic formalism of locally compact Markov shifts with transient potential functions. In particular, we show that the Ruelle operator admits positive continuous eigenfunctions and positive Radon eigenmeasures in forms of…

We summarise some of our recent works on $L_\infty$-algebras and quasi-groups with regard to higher principal bundles and their applications in twistor theory and gauge theory. In particular, after a lightning review of $L_\infty$-algebras,…

We prove a generalisation of Fernique's theorem which applies to a class of (measurable) functionals on abstract Wiener spaces by using the isoperimetric inequality. Our motivation comes from rough path theory where one deals with iterated…

This is a survey, which is a continuation of the previous survey of the author about applications of Carleman estimates to Inverse Problems, J. Inverse and Ill-Posed Problems, 21, 477-560, 2013. It is shown here that Tikhonov functionals…

We address a two-dimensional nonlinear elliptic problem with a finite-amplitude periodic potential. For a class of separable symmetric potentials, we study the bifurcation of the first band gap in the spectrum of the linear Schr\"{o}dinger…

We consider the Schroedinger equation with a supersymmetric random potential, where the superpotential is a Levy noise. We focus on the problem of computing the so-called complex Lyapunov exponent, whose real and imaginary parts are,…

In the framework of Potential Theory we prove existence or the Perron-Weiner-Brelot-Bauer solution to the Dirichlet problem related to a family of totally degenerate, in the sense of Bony, differential operators. We also state and prove a…

Motivated by a common Mathematical Finance topic, we discuss the reciprocal of the exit time from a cone of planar Brownian motion which also corresponds to the exponential functional of an associated Brownian motion. We prove a conjecture…

This paper studies the invertibility property of continuous time moving average processes driven by a L\'evy process. We provide of sufficient conditions for the recovery of the driving noise. Our assumptions are specified via the kernel…

We review the probabilistic properties of Ornstein-Uhlenbeck processes in Hilbert spaces driven by L\'{e}vy processes. The emphasis is on the different contexts in which these processes arise, such as stochastic partial differential…

We present the model theoretic concepts that allow mathematics to be developed with the notion of the potential infinite instead of the actual infinite. The potential infinite is understood as a dynamic notion, being an indefinitely…

We develop a theory of Brownian motion of a massive particle, including the effects of inertia (Kramers' problem), in spaces with curvature and torsion. This is done by invoking the recently discovered generalized equivalence principle,…

We calculate the one-loop effective potential at finite temperature for the Horava-Lifshitz-like QED and Yukawa-like theories for arbitrary values of the critical exponent and the space-time dimension. Additional remarks on the zero…

We obtain Liouville type theorems for degenerate elliptic equation with a drift term and a potential. The diffusion is driven by H\"ormander operators. We show that the conditions imposed on the coefficients of the operator are optimal.…

We develop an existence, regularity and potential theory for nonlinear integrodifferential equations involving measure data. The nonlocal elliptic operators considered are possibly degenerate and cover the case of the fractional…

For a given L\'{e}vy process $X=(X_t)_{t\in\mathbb{R}_+}$ and for fixed $s\in \mathbb{R}_{+}\cup\{\infty\}$ and $t\in\mathbb{R}_+$ we analyse the {\it future drawdown extremes} that are defined as follows: \begin{eqnarray*} \overline…

In the setting of finite reflection groups, we prove that the projection of a Brownian motion onto a closed Weyl chamber is another Brownian motion normally reflected on the walls of the chamber. Our proof is probabilistic and the…

We introduce the basic concepts related to subharmonic functions and potentials, mainly for the case of the complex plane and prove the Riesz decomposition theorem. Beyond the elementary facts of the theory we deviate slightly from the…