English
Related papers

Related papers: A transformation for L\'evy processes with one-sid…

200 papers

Recently, G.~Yanev obtained a characterization of the exponential family of distributions in terms of a functional equation for certain mixture densities. The purpose of this note is twofold: we extend Yanev's theorem by relaxing a…

Probability · Mathematics 2022-03-22 Reza Rastegar , Alex Roitershtein

An approach to induction is presented, based on the idea of analysing the context of a given problem into `circumstances'. This approach, fully Bayesian in form and meaning, provides a complement or in some cases an alternative to that…

Data Analysis, Statistics and Probability · Physics 2007-05-23 P. G. L. Porta Mana , A. Månsson , G. Björk

For L\'evy processes with exponentially decaying tails of the L\'evy density, we derive integral representations for the joint cpdf $V$ of $(X_T, \bar X_T,\tau_T)$ (the process, its supremum evaluated at $T<+\infty$, and the first time at…

Probability · Mathematics 2023-12-11 Svetlana Boyarchenko , Sergei Levendorskii

There is an abundance of useful fluctuation identities for one-sided L\'evy processes observed up to an independent exponentially distributed time horizon. We show that all the fundamental formulas generalize to time horizons having matrix…

Probability · Mathematics 2021-01-21 Mogens Bladt , Jevgenijs Ivanovs

In this paper, we study the existence of the transition densities of one-dimensional L\'evy processes. Compared with past results, our results contain the L\'evy processes whose L\'evy symbols have logarithm behavior at infinity. Our…

Probability · Mathematics 2015-02-11 Tongkeun Chang

The transfer operator associated to a flow (continuous time dynamical system) is a one-parameter operator semigroup. We consider the operator-valued Laplace transform of this one-parameter semigroup. Estimates on the Laplace transform have…

Dynamical Systems · Mathematics 2019-02-20 Oliver Butterley

We prove asymptotic behaviour of transition density for a large class of spectrally one-sided L\'evy processes of unbounded variation satisfying mild condition imposed on the second derivative of the Laplace exponent, or equivalently, on…

Probability · Mathematics 2020-07-01 Łukasz Leżaj

Let $\{D(s), s \geq 0 \}$ be a L\'evy subordinator, that is, a non-decreasing process with stationary and independent increments and suppose that $D(0) = 0$. We study the first-hitting time of the process $D$, namely, the process $E(t) =…

Probability · Mathematics 2009-06-30 Mark S. Veillette , Murad S. Taqqu

In this paper we show that a non-local operator of certain type extends to the generator of a strong Markov process, admitting the transition probability density. For this transition probability density we construct the intrinsic upper and…

Probability · Mathematics 2014-12-31 Victoria Knopova , Alexei Kulik

We consider the class of (possibly killed) spectrally positive L\'evy process that have been time-changed by the inverse of an integral functional. Within this class we characterize the family of those processes which satisfy the following…

Probability · Mathematics 2022-09-20 Matija Vidmar

Markov-modulated L\'evy processes with two different regimes of restarting are studied. These regimes correspond to the completely renewed process and to the process of Markov modulation, accompanied by jumps. We give explicit expressions…

Probability · Mathematics 2018-11-26 Nikita Ratanov

In this paper, we identify Laplace transforms of occupation times of intervals until first passage times for spectrally negative L\'evy processes. New analytical identities for scale functions are derived and therefore the results are…

Probability · Mathematics 2012-07-09 Ronnie L. Loeffen , Jean-François Renaud , Xiaowen Zhou

For a spectrally negative L\'evy process $X$, we study the following distribution: $$ \mathbb{E}_x \left[ \mathrm{e}^{- q \int_0^t \mathbf{1}_{(a,b)} (X_s) \mathrm{d}s } ; X_t \in \mathrm{d}y \right], $$ where $-\infty \leq a < b < \infty$,…

Probability · Mathematics 2014-06-13 Hélène Guérin , Jean-François Renaud

The Laplace transform approach with convolution theorem is used to find the scattering phase shifts of a Mie-type potential. The normalized scattering wave functions are also studied. The bound state spectrum and the corresponding…

Quantum Physics · Physics 2017-09-06 Altug Arda , Tapas Das

A class of Laplace transforms is examined to show that particular cases of this class are associated with production-destruction and reaction-diffusion problems in physics, study of differences of independently distributed random variables…

Classical Analysis and ODEs · Mathematics 2009-11-11 A. M. Mathai , R. K. Saxena , H. J. Haubold

We compare two definitions of multistable L\'evy motions. Such processes are extensions of classical L\'evy motion where the stability index is allowed to vary in time. We show that the two multistable L\'evy motions have distinct…

Probability · Mathematics 2013-10-25 Ronan Le Guével , Jacques Lévy-Vehel , Lining Liu

In this paper a Malliavin calculus for L\'evy processes based on a family of true derivative operators is developed. The starting point is an extension to L\'evy processes of the pioneering paper by Carlen and Pardoux [8] for the Poisson…

Probability · Mathematics 2012-10-04 Jorge A. León , Josep L. Solé , Frederic Utzet , Josep Vives

Motivated by the recent results of Nualart and Xu \cite{Nualart} concerning limits laws for occupation times of one dimensional symmetric stable processes, this paper proves a decomposition for functionals of one dimensional symmetric…

Probability · Mathematics 2014-10-07 Luis Acuna Valverde

A Laplace transform that maps the topological recursion (TR) wavefunction to its $x$-$y$ swap dual is defined. This transform is then applied to the construction of quantum curves. General results are obtained, including a formula for the…

Mathematical Physics · Physics 2024-09-30 Quinten Weller

Let $\{D(s), s \geq 0\}$ be a non-decreasing L\'evy process. The first-hitting time process $\{E(t) t \geq 0\}$ (which is sometimes referred to as an inverse subordinator) defined by $E(t) = \inf \{s: D(s) > t \}$ is a process which has…

Probability · Mathematics 2009-04-28 Mark S. Veillette , Murad S. Taqqu