Related papers: Exponential moments of affine processes

A general theory is derived for the moments of the first passage time of a one-dimensional Markov process in presence of a weak time-dependent forcing. The linear corrections to the moments can be expressed by quadratures of the potential…

We prove strong convergence for a large class of finite element methods for the time-dependent Joule heating problem in three spatial dimensions with mixed boundary conditions on Lipschitz domains. We consider conforming subspaces for the…

We investigate the Cauchy problem for a semilinear spatio--temporal fractional diffusion equation with a time-dependent forcing term: \[ \partial_t^\alpha u + (-\Delta)^{\mathsf{s}} u = |u|^p + t^{\sigma}\,\mathbf{w}(x), \quad (t,x) \in…

Motivated by the Maximum Theorem for convex functions (in the setting of linear spaces) and for subadditive functions (in the setting of Abelian semigroups), we establish a Maximum Theorem for the class of generalized convex functions,…

In this paper, we prove sharp blow-up and global existence results for a time fractional diffusion-wave equation with a nonlinear memory term in a bounded domain, where the fractional derivative in time is taken in the sense of Caputo type.…

It has been known since work of Lichtenstein [42] and Gunther [29] in the 1920's that the $3D$ incompressible Euler equation is locally well-posed in the class of velocity fields with H\"older continuous gradient and suitable decay at…

We give a conjecture for the moments of the Dedekind zeta function of a Galois extension via the hybrid product method. The moments of the product of primes are evaluated using the Montgomery-Vaughan mean value theorem whilst for the…

We examine the Ising chain in a transverse field at zero temperature from the point of view of a family of moment formalisms based upon the cumulant generating function, where we find exact solutions for the generating functions and…

The moments of the real eigenvalues of real Ginibre matrices are investigated from the viewpoint of explicit formulas, differential and difference equations, and large $N$ expansions. These topics are inter-related. For example, a third…

It is shown that the expressions for the tangential pressure, the anisotropy factor and the radial pressure in the Einstein equations may serve as generating functions for stellar models. The latter can incorporate an equation of state when…

The problem of what moments can exist for the coding radius of a finitary map between two i.i.d. processes, has been extensively studied in the case of $\mathbb{Z}$-processes. Here we treat this problem for factor maps between…

We study optimal multiple stopping of strong Markov processes with random refraction periods. The refraction periods are assumed to be exponentially distributed with a common rate and independent of the underlying dynamics. Our main tool is…

We introduce a class of probability measure-valued diffusions, coined polynomial, of which the well-known Fleming--Viot process is a particular example. The defining property of finite dimensional polynomial processes considered by Cuchiero…

The Penrose-Fife system for phase transitions is addressed. Dirichlet boundary conditions for the temperature are assumed. Existence of global and exponential attractors is proved. Differently from preceding contributions, here the energy…

We first derive the recurisions for integer moments of two-type continuous-state branching processes in L\'{e}vy random environments. Result shows that the $n$th moment of the process is a polynomial of the initial value of the process with…

This paper derives new maximal inequalities for empirical processes associated with separately exchangeable random arrays. For fixed index dimension $K\ge 1$, we establish a global maximal inequality bounding the $q$-th moment…

We solve the convergence case of the generalized Baker-Schmidt problem for simultaneous approximation on affine subspaces, under natural diophantine type conditions. In one of our theorems, we do not require monotonicity on the…

This paper is concerned with the blowup phenomena for initial-boundary value problem for certain semi linear parabolic, dispersive and hyperbolic equations in cone-like domain. The result proposes a unified treatment of estimates for…

We prove fluctuation bounds for the particle current in totally asymmetric zero range processes in one dimension with nondecreasing, concave jump rates whose slope decays exponentially. Fluctuations in the characteristic directions have…

This paper develops power series expansions of a general class of moment functions, including transition densities and option prices, of continuous-time Markov processes, including jump--diffusions. The proposed expansions extend the ones…