Related papers: Lipschitz minorants of Brownian Motion and Levy pr…

For $\alpha >0$, the $\alpha$-Lipschitz minorant of a function $f : \mathbb{R} \rightarrow \mathbb{R}$ is the greatest function $m : \mathbb{R} \rightarrow \mathbb{R}$ such that $m \leq f$ and $\vert m(s) - m(t) \vert \leq \alpha \vert s-t…

This article provides an overview of recent work on descriptions and properties of the convex minorant of random walks and L\'evy processes which summarize and extend the literature on these subjects. The results surveyed include point…

Let $B = (B_t)_{t \in {\bf R}}$ be a symmetric Brownian motion, i.e. $(B_t)_{t \in {\bf R}_+}$ and $(B_{-t})_{t \in {\bf R}_+}$ are independent Brownian motions starting at $0$. Given $a \ge b>0$, we describe the law of the random set…

Let $0 \leq \alpha<n$, $M_{\alpha}$ be the fractional maximal operator, $M^{\sharp}$ be the sharp maximal operator and $b$ be the locally integrable function. Denote by $[b, M_{\alpha}]$ and $[b, M^{\sharp}]$ be the commutators of the…

This article contains both a point process and a sequential description of the greatest convex minorant of Brownian motion on a finite interval. We use these descriptions to provide new analysis of various features of the convex minorant…

Let $M$ and $\tau$ be the supremum and its time of a L\'evy process $X$ on some finite time interval. It is shown that zooming in on $X$ at its supremum, that is, considering $((X_{\tau+t\varepsilon}-M)/a_\varepsilon)_{t\in\mathbb R}$ as…

Given a connected finite graph $G$, an integer-valued function $f$ on $V(G)$ is called $M$-Lipschitz if the value of $f$ changes by at most $M$ along the edges of $G$. In 2013, Peled, Samotij, and Yehudayoff showed that random $M$-Lipschitz…

We start by defining a subordinator by means of the lower-incomplete gamma function. It can be considered as an approximation of the stable subordinator, easier to be handled thank to its finite activity. A tempered version is also…

We study minimal thinness in the half-space $H:=\{x=(\wt{x}, x_d):\, \wt{x}\in \R^{d-1}, x_d>0\}$ for a large class of rotationally invariant L\'evy processes, including symmetric stable processes and sums of Brownian motion and independent…

Let $f: \mathbb{R}^d \to\mathbb{R}$ be a Lipschitz function. If $B$ is a bounded self-adjoint operator and if $\{A_k\}_{k=1}^d$ are commuting bounded self-adjoint operators such that $[A_k,B]\in L_1(H),$ then…

We establish the Lifschitz-type singularity around the bottom of the spectrum for the integrated density of states for a class of subordinate Brownian motions in presence of the nonnegative Poissonian random potentials, possibly of infinite…

For a fixed constant $\lambda > 0$ and a bounded Lipschitz domain $\Omega \subset \mathbb{R}^n$ with $n \geq 2$, we establish that almost-minimizers (functions satisfying a sort of variational inequality) of the Alt-Caffarelli type…

In this paper, we extend recent work on the functions that we call Bernstein-gamma to the class of bivariate Bernstein-gamma functions. In the more general bivariate setting, we determine Stirling-type asymptotic bounds which generalise,…

The Malliavin derivative for a L\'evy process $(X_t)$ can be defined on the space $\DD_{1,2}$ using a chaos expansion or in the case of a pure jump process also via an increment quotient operator \cite{sole-utzet-vives}. In this paper we…

We estimate a median of $f(X_t)$ where $f$ is a Lipschitz function, $X$ is a L\'evy process and $t$ an arbitrary time. This leads to concentration inequalities for $f(X_t)$. In turn, corresponding fluctuation estimates are obtained under…

We study one-dimensional Levy processes with Levy-Khintchine exponent psi(xi^2), where psi is a complete Bernstein function. These processes are subordinate Brownian motions corresponding to subordinators, whose Levy measure has completely…

Let $\xi$ be a L\'{e}vy process and $I_\xi(t):=\int_{0}^te^{-\xi_s}\mathrm{d} s$, $t\geq 0,$ be the exponential functional of L\'{e}vy processes on deterministic horizon. Given that $\lim_{t\to \infty}\xi_t=-\infty$ we evaluate for general…

We consider the functional $\int_\Omega g(\nabla u+\textbf X^\ast)d\mathscr L^{2n}$ where $g$ is convex and $\textbf X^\ast(x,y)=2(-y,x)$ and we study the minimizers in $BV(\Omega)$ of the associated Dirichlet problem. We prove that, under…

In this paper, we consider transient subordinate Brownian motion X in R^d, d \geq 1, where the Laplace exponent \phi of the corresponding subordinator satisfies some mild conditions. The scaleinvariant Harnack inequality is proved for X. We…

In this note, in particular, we establish the following result: Let $X$ be a real Banach space, $\varphi\in X^*\setminus \{0\}$ and $\psi:X\to {\bf R}$ a Lipschitzian functional with Lipschitz constant equal to $\varphi\|_X^{*}$. Then, we…