Related papers: On harmonic function for the killed process upon h…

We prove that the ground state eigenfunction for symmetric stable processes of order $\alpha\in (0, 2)$ killed upon leaving the interval $(-1, 1)$ is concave on $(-{1/2}, {1/2})$. We call this property "mid--concavity." A similar statement…

This paper provides a new regularization method which is particularly suitable for linear exponentially ill-posed problems. Under logarithmic source conditions (which have a natural interpretation in terms of Sobolev spaces in the…

We derive characteristic function identities for conditional distributions of an r-trimmed Levy process given its r largest jumps up to a designated time t. Assuming the underlying Levy process is in the domain of attraction of a stable…

The canonical quantum Hamiltonian eigenvalue problem for an anharmonic oscillator with a Lagrangian L = \dot{\phi}^2/2 - m^2 \phi^2/2 - g m^3 \phi^4 is numerically solved in two ways. One of the ways uses a plain cutoff on the number of…

We prove regularity estimates for functions which are harmonic with respect to certain jump processes. The aim of this article is to extend the method of Bass-Levin[BL02] and Bogdan-Sztonyk[BS05] to more general processes. Furthermore, we…

This paper presents an in-depth analysis of a parametrized version of the resolvent composition, an operation that combines a set-valued operator and a linear operator. We provide new properties and examples, and show that resolvent…

Let $X=\{X_{t},t\in R_{+}\}$ be a symmetric L\'{e}vy process with local time $\{L^{x}_{t} ; (x,t)\in R^{1}\times R^{1}_{+}\}$. When the L\'{e}vy exponent $\psi(\la)$ is regularly varying at zero with index $1<\beta\leq 2$, and satisfies…

If $\sigma$ is a symmetric mean and $f$ is an operator monotone function on $[0, \infty)$, then $$f(2(A^{-1}+B^{-1})^{-1})\le f(A\sigma B)\le f((A+B)/2).$$ Conversely, Ando and Hiai showed that if $f$ is a function that satisfies either one…

A short proof is given of a necessary and sufficient condition for the normalized occupation measure of a L\'evy process in a metrizable compact group to be asymptotically uniform with probability one.

We obtain the lower bounds for ergodic convergence rates, including spectral gaps and convergence rates in strong ergodicity for time-changed symmetric L\'{e}vy processes by using harmonic function and reversible measure. As direct…

We show that the zero locus of a normal function on a smooth complex algebraic variety S is algebraic provided that the normal function extends to a admissible normal function on a smooth compactification of S with torsion singularity. This…

This article study the class of distributions obtained by subordinating L\'evy processes and L\'evy bases. To do this we derive properties of a suitable mapping obtained via L\'evy mixing. We show that our results can be used to solve the…

Suppose we have a high-frequency sample from the L\'{e}vy process of the form $X_t^\theta=\beta t+\gamma Z_t+U_t$, where $Z$ is a possibly asymmetric locally $\alpha$-stable L\'{e}vy process, and $U$ is a nuisance L\'{e}vy process less…

The paper deals with homogenization of Levy-type operators with rapidly oscillating coefficients. We consider cases of periodic and random statistically homogeneous micro-structures and show that in the limit we obtain a Levy-operator. In…

We consider a L\'evy process that starts from $x<0$ and conditioned on having a positive maximum. When Cram\'er's condition holds, we provide two weak limit theorems as $x\to -\infty$ for the law of the (two-sided) path shifted at the first…

It is known that differences of symmetric functions corresponding to various bases are nonnegative on the nonnegative orthant exactly when the partitions defining them are comparable in dominance order. The only exception is the case of…

We prove that bounded harmonic functions of anisotropic fractional Laplacians are H\"older continuous under mild regularity assumptions on the corresponding L\'evy measure. Under some stronger assumptions the Green function, Poisson kernel…

In this paper we solve the exit problems for (reflected) spectrally negative L\'evy processes, which are exponentially killed with a killing intensity dependent on the present state of the process and analyze respective resolvents. All…

For a random walk on the integer lattice $\mathbb{Z}$ that is attracted to a strictly stable process with index $\alpha\in (1, 2)$ we obtain the asymptotic form of the transition probability for the walk killed when it hits a finite set.…

We introduce an appropriate formalism in order to study conformal Killing (symmetric) tensors on Riemannian manifolds. We reprove in a simple way some known results in the field and obtain several new results, like the classification of…