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We prove asymptotic behaviour of transition density for a large class of spectrally one-sided L\'evy processes of unbounded variation satisfying mild condition imposed on the second derivative of the Laplace exponent, or equivalently, on…

Probability · Mathematics 2020-07-01 Łukasz Leżaj

Special functions have always played a central role in physics and in mathematics, arising as solutions of particular differential equations, or integrals, during the study of particular important physical models and theories in Quantum…

General Mathematics · Mathematics 2019-07-30 Enrico Masina

I discuss the production mechanism of hidden-flavored hadrons at high energy. Using $e^+e^-$ collisions and light-meson pair production in high energy exclusive processes, I demonstrate that hidden quark pairs do not necessarily participate…

High Energy Physics - Phenomenology · Physics 2018-03-05 Wei Wang

In this note we consider non-stationary cluster point processes and we derive their conditional intensity, i.e. the intensity of the process given the locations of one or more events of the process. We then provide some approximations of…

Statistics Theory · Mathematics 2021-12-02 Edith Gabriel , Joël Chadoeuf

Preface to the special issue "Characterisation of Physical Processes from Anomalous Diffusion Data" associated with the Anomalous Diffusion Challenge ( https://andi-challenge.org ) and published in Journal of Physics A: Mathematical and…

We present a positive solution to the so-called Bernoulli Conjecture concerning the characterization of sample boundedness of Bernoulli processes. We also discuss some applications and related open problems.

Probability · Mathematics 2014-09-19 Witold Bednorz , Rafał Latała

We present a systematic study of higher-order Airy-type differential equations providing the explicit form of the solutions, deriving their power series expansions and a probabilistic interpretation. Under suitable convergence hypotheses,…

Probability · Mathematics 2024-10-11 Fabrizio Cinque , Enzo Orsingher

We consider the stochastic heat equation whose solution is observed discretely in space and time. An asymptotic analysis of power variations is presented including the proof of a central limit theorem. It generalizes the theory from…

Statistics Theory · Mathematics 2019-03-18 Markus Bibinger , Mathias Trabs

We construct solutions with prescribed asymptotics to the Einstein constraint equations using a cut-off technique. Moreover, we give various examples of vacuum asymptotically flat manifolds whose center of mass and angular momentum are…

General Relativity and Quantum Cosmology · Physics 2015-05-18 Lan-Hsuan Huang

The theoretical framework of hard exclusive reactions is reviewed with special emphasis on the Elfe project program. Perturbative QCD studies have shown that factorization properties allow to separate well-defined non perturbative objects…

High Energy Physics - Phenomenology · Physics 2009-09-25 Bernard PIRE

In this paper, we establish the asymptotic behavior of {\it supercritical} nearly unstable Hawkes processes with a power law kernel. We find that, the Hawkes process in our context admits a similar equation to that in \cite{MR3563196} for…

Probability · Mathematics 2025-04-25 Liping Xu , An Zhang

The Airy process is characterized by its finite-dimensional distribution functions. We show that each finite-dimensional distribution function is expressible in terms of a solution to a system of differential equations.

Probability · Mathematics 2007-05-23 Craig A. Tracy , Harold Widom

We consider the problem of option hedging in a market with proportional transaction costs. Since super-replication is very costly in such markets, we replace perfect hedging with an expected loss constraint. Asymptotic analysis for small…

Portfolio Management · Quantitative Finance 2014-09-12 Bruno Bouchard , Ludovic Moreau , Mete H. Soner

In this talk various spin effects in hard exclusive electroproduction of mesons are briefly reviewed. The data are discussed in the light of recent theoretical calculations within the frame work of the handbag approach.

High Energy Physics - Phenomenology · Physics 2025-01-22 P. Kroll

The idea that the hard channels may dominate in the very high multiplicity processes is investigated. Quantitative realization of the `hard Pomeron', deep inelastic scattering and large-angle annihilation mechanism combinations are…

High Energy Physics - Phenomenology · Physics 2007-05-23 E. A. Kuraev , J. Manjavidze , A. Sissakian

We consider a set of bipolar Euler-Poisson equations and study two asymptotic limiting processes. The first is the zero-electron-mass limit, which formally results in a non-linear adiabatic electron system. In a second step, we analyse the…

Analysis of PDEs · Mathematics 2024-04-16 Nuno J. Alves , Athanasios E. Tzavaras

We revisit affine diffusion processes on general and on the canonical state space in particular. A detailed study of theoretic and applied aspects of this class of Markov processes is given. In particular, we derive admissibility conditions…

Probability · Mathematics 2009-10-10 Damir Filipovic , Eberhard Mayerhofer

We review the theoretical formalism for hard exclusive processes in a nuclear medium. Theory suggests that these processes will show the very interesting phenomena of color transparency and nuclear filtering. The survival probability in…

High Energy Physics - Phenomenology · Physics 2009-09-25 Pankaj Jain , John P. Ralston

In this note unbounded hyperexpansive weighted composition operators are investigated. AS a consequence unbounded hyperexpansive multiplication and composition operators are characterized.

Functional Analysis · Mathematics 2014-02-21 Yousef Estaremi

In the following some aspects of inclusive hard processes in photon induced reactions are reviewed. After a discussion on the properties of hard processes, the phenomenology of jet production and of charmonium production is presented in the…

High Energy Physics - Phenomenology · Physics 2009-09-25 P. Aurenche
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