Related papers: Structure of infinitely divisible semimartingales
This paper summarizes substantive new results derived by a student team (the first three authors) under the direction of the fourth author at the 2005 session of the KSU REU ``Brainstorming and Barnstorming''. The main results are a…
We extend the theory of atomized semilattices to the infinite setting. We show that it is well-defined and that every semilattice is atomizable. We also study atom redundancy, focusing on complete and finitely generated semilattices and…
Further properties of a recently proposed higher order infinite spin particle model are derived. Infinitely many classically equivalent but different Hamiltonian formulations are shown to exist. This leads to a condition of uniqueness in…
This article deals with IDT processes, i.e. processes which are infinitely divisible with respect to time. Given an IDT process $(X_{t},\,t\geq0)$, there exists a unique (in law) L\'evy process $(L_{t}; t\geq0)$ which has the same…
We study analytically and numerically the extreme value distribution of observables defined along the temporal evolution of a dynamical system. The convergence to the Gumbel law of observable recurrences gives information on the fractal…
Evans (1992) described the semi-group of a superprocess with quadratic branching mechanism under a martingale change of measure in terms of the semi-group of an immortal particle and the semigroup of the superprocess prior to the change of…
This article studies the dynamics of a finite chain with infinite components. The equation which permits us to find the probability distribution of the chain length is constructed and analysed. This research is a continuation of paper…
We show that every interval in the homomorphism order of finite undirected graphs is either universal or a gap. Together with density and universality this "fractal" property contributes to the spectacular properties of the homomorphism…
The following article treats about convex geometries which are lower semi-modular and join semi-distributive lattices. Firstly, it is shown that there is a class $K$ of infinite convex geometries which can be build out of finite ones by…
We define a large class of multifractal random measures and processes with arbitrary log-infinitely divisible exact or asymptotic scaling law. These processes generalize within a unified framework both the recently defined log-normal…
The incomplete version of the Macdonald function has various appellations in literature and earns a well-deserved reputation of being a computational challenge. This paper ties together the previously disjoint literature and presents the…
We study dynamical semigroups of positive, but not completely positive maps on finite-dimensional bipartite systems and analyze properties of their generators in relation to non-decomposability and bound-entanglement. An example of…
We show existence of an infinitesimally invariant measure $m$ for a large class of divergence and non-divergence form elliptic second order partial differential operators with locally Sobolev regular diffusion coefficient and drift of some…
We give a bare-hands approach to the martingale representation theorem for integer valued random measures, which allows for a wide class of infinite activity jump processes, as well as all processes with well-ordered jumps.
In this article, we develop a functional-analytic framework to establish existence, uniqueness, regularity of disintegration, and statistical properties of equilibrium states for a broad class of dynamical systems, potentially discontinuous…
The concept of a L\'evy subordinator is generalized to a family of non-decreasing stochastic processes, which are parameterized in terms of two Bernstein functions. Whereas the independent increments property is only maintained in the…
The existence of indistinguishable quantum particles provides an explanation for various physical phenomena we observe in nature. We lay out a path for the study of indistinguishable particles in general probabilistic theories (GPTs) via…
In [2] the notion of stickiness for stochastic processes was introduced. It was also shown that stickiness implies absense of arbitrage in a market with proportional transaction costs. In this paper, we investigate the notion of stickiness…
We construct a class of superprocesses by taking the high density limit of a sequence of interacting-branching particle systems. The spatial motion of the superprocess is determined by a system of interacting diffusions, the branching…
The main scope of this paper is to introduce valuation semirings in general and discrete valuation semirings in particular. In order to do that, first we define valuation maps and investigate them. Then we define valuation semirings with…