Related papers: Analysis of jump processes with nondegenerate jump…
We address a class of Markov jump linear systems that are characterized by the underlying Markov process being time-inhomogeneous with a priori unknown transition probabilities. Necessary and sufficient conditions for uniform stochastic…
We prove a full Harnack inequality for local minimizers, as well as weak solutions to nonlocal problems with non-standard growth. The main auxiliary results are local boundedness and a weak Harnack inequality for functions in a…
In a setting, where only exit measures are given, as they are associated with a right continuous strong Markov process on a separable metric space, we provide simple criteria for scaling invariant H\"older continuity of bounded harmonic…
We prove the existence and pointwise lower and upper bounds for the fundamental solution of the degenerate second order partial differential equation related to Geman-Yor stochastic processes, that arise in models for option pricing theory…
In the framework of nonparametric multivariate function estimation we are interested in structural adaptation. We assume that the function to be estimated possesses the single-index structure where neither the link function nor the index…
Fueled in part by recent applications in neuroscience, the multivariate Hawkes process has become a popular tool for modeling the network of interactions among high-dimensional point process data. While evaluating the uncertainty of the…
A new coupling argument is introduced to establish Driver's integration by parts formula and shift Harnack inequality. Unlike known coupling methods where two marginal processes with different starting points are constructed to move…
This paper reviews developments in statistics for spatial point processes obtained within roughly the last decade. These developments include new classes of spatial point process models such as determinantal point processes, models…
We complete the local regularity program for weak solutions to linear parabolic nonlocal equations with bounded measurable coefficients. Within the variational framework we prove the parabolic Harnack inequality and H\"older regularity…
We obtain a new general extension theorem in Banach spaces for operators which are not required to be symmetric, and apply it to obtain Harnack estimates and a priori regularity for solutions of fractional powers of several second order…
A set of pointwise estimates are established for local solutions to nonlocal diffusion equations with a drift term. In particular, our Harnack estimates are the first ones for such equations, and our H\"older regularity refines certain…
This work examines a class of switching jump diffusion processes. The main effort is devoted to proving the maximum principle and obtaining the Harnack inequalities. Compared with the diffusions and switching diffusions, the associated…
We study the local regularity and multifractal nature of the sample paths of jump diffusion processes, which are solutions to a class of stochastic differential equations with jumps. This article extends the recent work of Barral {\it et…
We study the harmonic moments of Galton-Watson processes, possibly non homogeneous, with positive values. Good estimates of these are needed to compute unbiased estimators for non canonical branching Markov processes, which occur, for…
We focus on the estimation of the intensity of a Poisson process in the presence of a uniform noise. We propose a kernel-based procedure fully calibrated in theory and practice. We show that our adaptive estimator is optimal from the oracle…
In this paper, we study the transition densities of pure-jump symmetric Markov processes in $ {{\mathbb R}}^d$, whose jumping kernels are comparable to radially symmetric functions with mixed polynomial growths. Under some mild assumptions…
In this paper, we consider a one-dimensional diffusion process with jumps driven by a Hawkes process. We are interested in the estimations of the volatility function and of the jump function from discrete high-frequency observations in a…
For $L^2$-normalized joint eigenfunctions in a quantum integrable system, [GT20] gave polynomial improvements over the standard H\"omander bounds for typical points. In this paper, we improve their result by establishing a sharp bound of…
For any 0 < alpha <2, a truncated symmetric alpha-stable process is a symmetric Levy process in R^d with a Levy density given by c|x|^{-d-alpha} 1_{|x|< 1} for some constant c. In this paper we study the potential theory of truncated…
We present a general approach to obtain a weak Harnack inequality for rough hypoellipitic equations, e.g. kinetic equations. The proof is constructive and does not study the commutator structure but rather compares the rough solution with a…