Related papers: Exponential moments of affine processes

In [Fortini et al., Stoch. Proc. Appl. 100 (2002), 147--165] it is demonstrated that a recurrent Markov exchangeable process in the sense of Diaconis and Freedman is essentially a partially exchangeable process in the sense of de Finetti.…

In this paper, we are interested in the free Jacobi process starting at the unit of the compressed probability space where it takes values and associated with the parameter values $\lambda=1, \theta =1/2$. Firstly, we derive a…

The objective is to prove the asynchronous exponential growth of the growth-fragmentation equation in large weighted $L^1$ spaces and under general assumptions on the coefficients. The key argument is the creation of moments for the…

We provide explicit series expansions for the exponential and logarithm functions attached to a rank r Drinfeld module that generalize well known formulas for the Carlitz exponential and logarithm. Using these results we obtain a procedure…

We obtain an optimal deviation from the mean upper bound \begin{equation} D(x)\=\sup_{f\in \F}\mu\{f-\E_{\mu} f\geq x\},\qquad\ \text{for}\ x\in\R\label{abstr} \end{equation} where $\F$ is the class of the integrable, Lipschitz functions on…

By writing the flow equations for the continuum Legendre effective action (a.k.a. Helmholtz free energy) with respect to a particular form of smooth cutoff, and performing a derivative expansion up to some maximum order, a set of…

We derive an explicit formula for the Jacobi field that is acting in an extended Fock space and corresponds to an ($\R$-valued) L\'evy process on a Riemannian manifold. The support of the measure of jumps in the L\'evy--Khintchine…

We establish sharp upper bounds on shifted moments of quadratic Dirichlet $L$-functions over function fields. As an application, we prove some bounds for moments of quadratic Dirichlet character sums over function fields.

Under certain mild conditions, limit theorems for additive functionals of some $d$-dimensional self-similar Gaussian processes are obtained. These limit theorems work for general Gaussian processes including fractional Brownian motions,…

We study the creation and propagation of exponential moments of solutions to the spatially homogeneous $d$-dimensional Boltzmann equation. In particular, when the collision kernel is of the form $|v-v_*|^\beta b(\cos(\theta))$ for $\beta…

For functions defined via Dirichlet/generalized Dirichlet series in some half planes of the complex plane, we give a new simple elementary approach to obtain an Approximate Functional Equation(AFE for short) for the product of functions…

This is a comprehensive exposition of the classical moment problem using methods from the theory of finite difference operators. Among the advantages of this approach is that the Nevanlinna functions appear as elements of a transfer matrix…

In this paper we introduce a critical curve separating the asymptotic behavior of the moments of the symbiotic branching model, introduced by Etheridge and Fleischmann [Stochastic Process. Appl. 114 (2004) 127--160] into two regimes. Using…

We show that the derivative of the intersection and self-intersection local times of alpha-stable processes are exponentially integrable for certain parameter values. This includes the Brownian motion case. We also discuss related results…

We investigate a non-homogeneous nonlinear heat equation which involves degenerate or singular coefficients belonging to the $A_2$ class of functions. We prove the existence of a Fujita exponent and describe the dichotomy…

Truncated moment problems in the class of generalized Nevanlinna functions are investigated. General solvability criteria will be established, covering both the even and odd problems, including complete parametrizations of solutions. The…

This paper deals with the investigation of the computational solutions of an unified fractional reaction-diffusion equation, which is obtained from the standard diffusion equation by replacing the time derivative of first order by the…

We show the existence of unique global strong solutions of a class of stochastic differential equations on the cone of symmetric positive definite matrices. Our result includes affine diffusion processes and therefore extends considerably…

We study the Wiener-Hopf factorization for L\'evy processes $X_t$ with completely monotone jumps. Extending previous results of L.C.G. Rogers, we prove that the space-time Wiener-Hopf factors are complete Bernstein functions of both the…

We introduce affine Volterra processes, defined as solutions of certain stochastic convolution equations with affine coefficients. Classical affine diffusions constitute a special case, but affine Volterra processes are neither…