Related papers: L\'evy Ratchet in a Weak Noise Limit: Theory and S…
We construct superharmonic functions and give sharp bounds for the expected exit time and probability of survival for isotropic unimodal L\'evy processes
We analyze a specific class of random systems that are driven by a symmetric L\'{e}vy stable noise, where Langevin representation is absent. In view of the L\'{e}vy noise sensitivity to environmental inhomogeneities, the pertinent random…
We analyze a class of linear partial differential equations that arise as deterministic descriptions of the scaling limits of L\'evy walks, in which transport is driven by a convex combination of fractional material derivatives and a source…
This paper considers discretization of the L\'evy process appearing in the Lamperti representation of a strictly positive self-similar Markov process. Limit theorems for the resulting approximation are established under some regularity…
This paper studies a class of optimal multiple stopping problems driven by L\'evy processes. Our model allows for a negative effective discount rate, which arises in a number of financial applications, including stock loans and real…
We study a Langevin equation describing the stochastic motion of a particle in one dimension with coordinate $x$, which is simultaneously exposed to a space-dependent friction coefficient $\gamma(x)$, a confining potential $U(x)$ and…
This work is a numerical experiment of stochastic motion of conservative Hamiltonian system or weakly damped Brownian particles. The objective is to prove the existence of path probability and to compute its values. By observing a large…
We consider nonparametric statistical inference for L\'evy processes sampled irregularly, at low frequency. The estimation of the jump dynamics as well as the estimation of the distributional density are investigated. Non-asymptotic risk…
We study sums of independent and identically distributed random velocities in special relativity. We show that the resulting one-dimensional velocity distributions are not only stable under relativistic velocity addition but define a…
Lévy flights in steeper than harmonic potentials have been shown to exhibit finite variance and a critical time at which a bifurcation from an initial mono-modal to a terminal bimodal distribution occurs (Chechkin et al., Phys. Rev. E…
This theoretical particle physics thesis is an investigation into old and new symmetries of Nature. Known symmetries and conservation laws serve as a guide for dark and visible sector model building. New symmetries of Nature are proposed,…
The blow-up phenomena of stochastic semilinear parabolic equations with additive as well as linear multiplicative L\'evy noises are investigated in this work. By suitably modifying the concavity method in the stochastic context, we…
We investigate the first-passage dynamics of symmetric and asymmetric L\'evy flights in a semi-infinite and bounded intervals. By solving the space-fractional diffusion equation, we analyse the fractional-order moments of the first-passage…
On the basis of the linear hydrodynamic equations, we present an analytical theory for the low-Reynolds-number motion of a solid particle moving inside a larger spherical elastic cavity which can be seen as a model system for a fluid…
We study the problem of parameter estimation for discretely observed stochastic processes driven by additive small L\'{e}vy noises. We do not impose any moment condition on the driving L\'{e}vy process. Under certain regularity conditions…
We establish a systematic solution method for optimal stopping problems of spectrally negative L\'evy processes. Our approach relies essentially on the potential theory, in particular the Riesz decomposition and the maximum principle. Using…
Properties of stochastic systems are defined by the noise type and deterministic forces acting on the system. In out-of-equilibrium setups, e.g., for motions under action of L\'evy noises, the existence of the stationary state is not only…
We model an overdamped Brownian particle that is subject to resetting facilitated by a ratchet potential on a spatially periodic domain. This asymmetric potential switches on with a constant rate, but switches off again only upon the…
Interferometric methods for detecting the motion of a levitated nanoparticle provide a route to the quantum ground state, but such methods are currently limited by mode mismatch between the reference beam and the dipolar field scattered by…
We present theoretical and experimental results of L\'evy flights of light originating from a random walk of photons in a hot atomic vapor. In contrast to systems with quenched disorder, this system does not present any correlations between…