English
Related papers

Related papers: Upper estimates of transition densities for stable…

200 papers

The experimental data available up to date in literature corresponding to the paramagnetic - spin density wave transition in nonsuperconducting LaOFeAs are discussed. In particular, we pay attention that upon spin density wave transition…

Superconductivity · Physics 2008-11-22 M. A. Korotin , S. V. Streltsov , A. O. Shorikov , V. I. Anisimov

We consider a functional obtained by adding a trace term to the Allen-Cahn phase segregation model and we prove some density estimates for the level sets of the interfaces. We treat in a unified way also the cases of possible degeneracy and…

Analysis of PDEs · Mathematics 2010-12-01 Yannick Sire , Enrico Valdinoci

A novel model of transport is proposed to explain power law current transients and memory phenomena observed in partially ordered arrays of semiconducting nanocrystals. The model describes electron transport by a stationary Levy process of…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 D. S. Novikov , M. Drndic , L. S. Levitov , M. A. Kastner , M. V. Jarosz , M. G. Bawendi

Discontinuous transitions into absorbing states require an effective mechanism that prevents the stabilization of low density states. They can be found in different systems, such as lattice models or stochastic differential equations (e.g.…

Statistical Mechanics · Physics 2015-08-12 Salete Pianegonda , Carlos E. Fiore

I present a theory of electron dynamics in semiconductors with slowly varying composition. I show that the frequency-dependent conductivity, required for the description of transport and optical properties, can be obtained from a knowledge…

Condensed Matter · Physics 2016-08-31 Michael R. Geller

A version of the saddle point method is developed, which allows one to describe exactly the asymptotic behavior of distribution densities of Levy driven stochastic integrals with deterministic kernels. Exact asymptotic behavior is…

Probability · Mathematics 2011-02-08 Victoria P. Knopova , Alexey M. Kulik

By the method of coupling and Girsanov transformation, Harnack inequalities [F.-Y. Wang, 1997] and strong Feller property are proved for the transition semigroup associated with the multivalued stochastic evolution equation on a Gelfand…

Probability · Mathematics 2009-08-26 Shun-Xiang Ouyang

We prove that a weakly ergodic, strong Feller semigroup on the space of measures converges strongly to a projection onto its fixed space. In contrast to a recent result of Gerlach we do not assume the semigroup to be stochastically…

Functional Analysis · Mathematics 2015-03-31 Markus C. Kunze

We consider a general d-dimensional Levy-type process with killing. Combining the classical Dyson series approach with a novel polynomial expansion of the generator A(t) of the Levy-type process, we derive a family of asymptotic…

Computational Finance · Quantitative Finance 2014-12-01 Matthew Lorig , Stefano Pagliarani , Andrea Pascucci

This paper is concerned with nonparametric estimation of the L\'evy density of a pure jump L\'evy process. The sample path is observed at $n$ discrete instants with fixed sampling interval. We construct a collection of estimators obtained…

Statistics Theory · Mathematics 2010-10-01 Fabienne Comte , Valentine Genon-Catalot

In this article, we improve previous results on exponential stability for analytic and Gevrey perturbations of quasi-convex integrable Hamiltonian systems. In particular, this provides a sharper upper bound on the speed of Arnold diffusion…

Dynamical Systems · Mathematics 2015-05-18 Abed Bounemoura , Jean-Pierre Marco

In this article, we improve previous results on exponential stability for analytic and Gevrey perturbations of quasi-convex integrable Hamiltonian systems. In particular, this provides a sharper upper bound on the speed of Arnold diffusion…

Dynamical Systems · Mathematics 2010-11-09 Abed Bounemoura , Jean-Pierre Marco

This article is concerned with moderate deviation principles of a general class of mean eld type interacting particle models. We discuss functional moderate deviations of the occupation measures for both the strong -topology on the space of…

Probability · Mathematics 2012-04-17 Pierre Del Moral , Shulan Hu , Liming Wu

In this paper we focus on the pathwise stability of mild solutions for a class of stochastic partial differential equations which are driven by switching-diffusion processes with jumps. In comparison to the existing literature, we show…

Probability · Mathematics 2015-03-13 Chenggui Yuan , Jianhai Bao

We establish H\"older regularity and gradient estimates for the transition semigroup of the solutions to the following SDE: $$ {\rm d} X_t=\sigma (t, X_{t-}){\rm d} Z_t+b (t, X_t){\rm d} t,\ \ X_0=x\in{\mathbb R}^d, $$ where $( Z_t)_{t\geq…

Probability · Mathematics 2020-01-14 Zhen-Qing Chen , Zimo Hao , Xicheng Zhang

We construct an estimator of the L\'evy density of a pure jump L\'evy process, possibly of infinite variation, from the discrete observation of one trajectory at high frequency. The novelty of our procedure is that we directly estimate the…

Probability · Mathematics 2020-04-06 Céline Duval , Ester Mariucci

Semi-holographic models of non-Fermi liquids have been shown to have generically stable generalised quasi-particles on the Fermi surface. Although these excitations are broad and exhibit particle-hole asymmetry, they were argued to be…

High Energy Physics - Theory · Physics 2017-12-05 Benoit Doucot , Christian Ecker , Ayan Mukhopadhyay , Giuseppe Policastro

In this paper we study the transition density and exponential ergodicity in total variation for an affine process on the canonical state space $\mathbb{R}_{\geq0}^{m}\times\mathbb{R}^{n}$. Under a H\"ormander-type condition for diffusion…

Probability · Mathematics 2020-06-18 Martin Friesen , Peng Jin , Jonas Kremer , Barbara Rüdiger

We present a new approach to fluctuation identities for reflected L\'{e}vy processes with one-sided jumps. This approach is based on a number of easy to understand observations and does not involve excursion theory or It\^{o} calculus. It…

Probability · Mathematics 2010-04-23 Jevgenijs Ivanovs

The ensemble properties and time-averaged observables of a memory-induced diffusive-superdiffusive transition are studied. The model consists in a random walker whose transitions in a given direction depend on a weighted linear combination…

Statistical Mechanics · Physics 2017-05-11 Adrian A. Budini
‹ Prev 1 4 5 6 7 8 10 Next ›