Related papers: On harmonic function for the killed process upon h…
In the first part of this article, we prove two-sided estimates of hitting probabilities of balls, the potential kernel and the Green function for a ball for general isotropic unimodal L\'evy processes. Our bounds are sharp under the…
The article is devoted to the geometry of solutions to the chordal Loewner equation which is based on the comparison of singular solutions and harmonic measures for the sides of a slit in the upper half-plane generated by a driving term. An…
We consider a spectrally negative branching L{\'e}vy process where the particles undergo dyadic branching and are killed when entering the negative half-plane. The purpose of this short note is to give conditions under which this process…
We study the possibility of a gradual improvement as time progresses of the regularity of solutions to evolution problems of parabolic type driven by L\'evy-type operators, not necessarily translation invariant. In the course of our…
Two types of finite series of products of harmonic numbers involving nonnegative integer powers are evaluated, also yielding two other important harmonic number identities. The recursion formulas for these sums are derived, which are easily…
This paper uses Lie symmetry analysis to investigate the biharmonic heat equation on a generalized surface of revolution. We classify the Lie point symmetries associated with this equation, allowing for the identification of surfaces and…
The classical notion of L\'evy process is generalized to one that takes as its values probabilities on a first order model equipped with a commutative semigroup. This is achieved by applying a convolution product on definable probabilities…
Last passage times arise in a number of areas of applied probability, including risk theory and degradation models. Such times are obviously not stopping times since they depend on the whole path of the underlying process. We consider the…
We derive explicitly the coupling property for the transition semigroup of a L\'{e}vy process and gradient estimates for the associated semigroup of transition operators. This is based on the asymptotic behaviour of the symbol or the…
Orbit harmonics is a tool in combinatorial representation theory which promotes the (ungraded) action of a linear group $G$ on a finite set $X$ to a graded action of $G$ on a polynomial ring quotient by viewing $X$ as a $G$-stable point…
We obtain Gr\"onwall type estimates for the gradient of the harmonic functions for a L\'evy operator with order strictly larger than 1 and minimal assumptions of its L\'evy measure.
This paper studies the invertibility property of continuous time moving average processes driven by a L\'evy process. We provide of sufficient conditions for the recovery of the driving noise. Our assumptions are specified via the kernel…
We consider smooth linear statistics of determinantal point processes on the complex plane, and their large scale asymptotics. We prove asymptotic normality in the finite variance case, where Soshnikov's theorem is not applicable. The…
L\'evy stochastic processes, with noise distributed according to a L\'evy stable distribution, are ubiquitous in science. Focusing on the case of a particle trapped in an external harmonic potential, we address the problem of finding…
We study the small-time asymptotics of sample paths of L\'evy processes and L\'evy-type processes. Namely, we investigate under which conditions the limit $$\limsup_{t \to 0} \frac{1}{f(t)} |X_t-X_0|$$ is finite resp.\ infinite with…
Within the framework of balayage spaces (the analytical equivalent of nice Hunt processes), we prove equicontinuity of bounded families of harmonic functions and apply it to obtain criteria for compactness of potential kernels.
Strongly continuous semigroups of unital completely positive maps (i.e. quantum Markov semigroups or quantum dynamical semigroups) on compact quantum groups are studied. We show that quantum Markov semigroups on the universal or reduced…
Martin boundaries and integral representations of positive functions which are harmonic in a bounded domain $D$ with respect to Brownian motion are well understood. Unlike the Brownian case, there are two different kinds of harmonicity with…
Kernels of $\alpha$-permanental processes of the form \[ v(x,y)=u(x,y)+f(y),\qquad x,y\in S, \] in which $u(x,y)$ is symmetric, and $f$ is an excessive function for the Borel right process with potential densities $u(x,y)$, are considered.…
We construct a sequence that converges to a solution of the Cauchy problem for a singularly perturbed linear inhomogeneous differential equation of an arbitrary order. This sequence is also an asymptotic sequence in the following sense: the…