Related papers: Selfdecomposable Laws Associated with Hyperbolic F…
We consider a refracted jump diffusion process having two-sided jumps with rational Laplace transforms. For such a process, by applying a straightforward but interesting approach, we derive formulas for the Laplace transform of its…
The classification problem is solved for some type of nonlinear lattices. These lattices are closely related to the lattices of Ruijsenaars-Toda type and define the Backlund auto-transformations for the class of two-component hyperbolic…
We show the continuous dependence of solutions of linear nonautonomous second order parabolic partial differential equations (PDEs) with bounded delay on coefficients and delay. The assumptions are very weak: only convergence in the weak-*…
Multistable L\'evy motions are extensions of L\'evy motions where the stability index is allowed to vary in time. Several constructions of these processes have been introduced recently, based on Poisson and Ferguson-Klass-LePage series…
We provide asymptotic results and develop high frequency statistical procedures for time-changed L\'evy processes sampled at random instants. The sampling times are given by first hitting times of symmetric barriers whose distance with…
Diffusion of electrons in two-dimensional disordered systems with spin-orbit interactions is investigated numerically. Asymptotic behaviors of the second moment of the wave packet and of the temporal auto-correlation function are examined.…
We give tight upper and lower bounds of the cardinality of the index sets of certain hyperbolic crosses which reflect mixed Sobolev-Korobov-type smoothness and mixed Sobolev-analytic-type smoothness in the infinite-dimensional case where…
We consider some special classes of L\'evy processes with no gaussian component whose L\'evy measure is of the type $\pi(dx)=e^{\gamma x}\nu(e^x-1) dx$, where $\nu$ is the density of the stable L\'evy measure and $\gamma$ is a positive…
In this paper we develop an $L_2$-theory for stochastic partial differential equations driven by L\'evy processes. The coefficients of the equations are random functions depending on time and space variables, and no smoothness assumption of…
We develop a dynamical system approach for the Zhang's model of Self-Organized Criticality, for which the dynamics can be described either in terms of Iterated Function Systems, or as a piecewise hyperbolic dynamical system of skew-product…
The transport of platelets in blood is commonly assumed to obey an advection-diffusion equation. Here we propose a disruptive view, by showing that the random part of their velocity is governed by a fat-tailed probability distribution,…
In this paper we investigate some properties, including causality, of a particular class of relativistic dissipative fluid theories of divergence type. This set is defined as those theories coming from a statistical description of matter,…
We explore the relationship between recursive distributional equations and convergence results for finite difference schemes of parabolic partial differential equations (PDEs). We focus on a family of random processes called symmetric…
It is known that in many cases distributions of exponential integrals of Levy processes are infinitely divisible and in some cases they are also selfdecomposable. In this paper, we give some sufficient conditions under which distributions…
The Humbert-Bessel are multi-index functions with various applications in electromagnetism. New families of functions sharing some similarities with Bessel functions are often introduced in the mathematical literature, but at a closer…
A simple Kronig-Penney model for one-dimensional (1D) mesoscopic systems with $\delta $ peak potentials is used to study numerically the influence of a spatial disorder on the conductance fluctuations and distribution at different regimes.…
We derive a self-consistent hydrodynamic theory of coupled binary-fluid-surfactant systems from the underlying microscopic physics using Rayleigh's variational principle. At the microscopic level, surfactant molecules are modelled as…
We consider exponential functionals of a multi-dimensional Brownian motion with drift, defined via a collection of linear functionals. We give a characterization of the Laplace transform of their joint law as the unique bounded solution, up…
We continue the investigation of the correspondence between systems of conservation laws and congruences of lines in projective space. Relationship between "additional" conservation laws and hypersurfaces conjugate to a congruence is…
We study the distribution and various properties of exponential functionals of hypergeometric Levy processes. We derive an explicit formula for the Mellin transform of the exponential functional and give both convergent and asymptotic…