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We prove the chain rule in the more general framework of the Wiener-Poisson space, allowing us to obtain the so-called Nourdin-Peccati bound. From this bound we obtain a second-order Poincare-type inequality that is useful in terms of…

Probability · Mathematics 2017-12-13 Juan Jose Viquez R

We study the consequences of different realizations of diffusion processes in relativistic Langevin simulations. We elaborate on the Ito-Stratonovich dilemma by showing how microscopically calculated transport coefficients as obtained from…

Nuclear Theory · Physics 2015-06-15 Min He , Hendrik van Hees , Pol B. Gossiaux , Rainer J. Fries , Ralf Rapp

Hermite polynomials, which are associated to a Gaussian weight and solve the Laplace equation with a drift term of linear growth, are classical in analysis and well-understood via ODE techniques. Our main contribution is to give explicit…

Analysis of PDEs · Mathematics 2024-11-26 Hardy Chan , Marco A. Fontelos , María del Mar González

We study Langevin dynamics of $N$ particles on $R^d$ interacting through a singular repulsive potential, e.g.~the well-known Lennard-Jones type, and show that the system converges to the unique invariant Gibbs measure exponentially fast in…

Probability · Mathematics 2017-11-08 David P. Herzog , Jonathan C. Mattingly

In a recent paper by Kamrani et al. (2024), exponential Euler method for stiff stochastic differential equations with additive fractional Brownian noise was discussed, and the convergence order close to the Hurst parameter H was proved.…

Probability · Mathematics 2024-07-08 Haozhe Chen , Zhaotong Shen , Qian Yu

Conditions are given, sufficient for the distribution of an Ornstein-Uhlenbeck process with L\'evy noise to be absolutely continuous or to possess a smooth density. For the processes with non-degenerate drift coefficient, these conditions…

Probability · Mathematics 2008-06-04 Semen V. Bodnarchuk , Alexey M. Kulik

The multivariate Ornstein-Uhlenbeck process is used in many branches of science and engineering to describe the regression of a system to its stationary mean. Here we present an $O(N)$ Bayesian method to estimate the drift and diffusion…

Statistical Mechanics · Physics 2018-08-01 Rajesh Singh , Dipanjan Ghosh , R. Adhikari

Using a coupling for the weighted sum of independent random variables and the explicit expression of the transition semigroup of Ornstein-Uhlenbeck processes driven by compound Poisson processes, we establish the existence of a successful…

Probability · Mathematics 2011-05-18 René L. Schilling , Jian Wang

We study high-dimensional Ornstein--Uhlenbeck processes driven by L\'evy noise and consider drift matrices that decompose into a low-rank plus sparse component, capturing a few latent factors together with a sparse network of direct…

Probability · Mathematics 2026-03-25 Marina Palaisti

Generalizing and strengthening a recent result of Koziarz, we prove a version of the Ohsawa-Takegoshi-Manivel theorem for $\dbar$-closed forms.

Complex Variables · Mathematics 2011-04-26 Bo Berndtsson

We show that embedding calculus invariants $ev_n$ are surjective for long knots in an arbitrary $3$-manifold. This solves some remaining open cases of Goodwillie--Klein--Weiss connectivity estimates, and at the same time confirms one half…

Geometric Topology · Mathematics 2025-10-08 Danica Kosanović

We establish a higher dimensional counterpart of Bourgain's pointwise ergodic theorem along an arbitrary integer-valued polynomial mapping. We achieve this by proving variational estimates $V_r$ on $L^p$ spaces for all $1<p<\infty$ and…

Classical Analysis and ODEs · Mathematics 2014-05-23 Mariusz Mirek , Bartosz Trojan

Let $v \ne 0$ be a vector in $\R^n$. Consider the Laplacian on $\R^n$ with drift $\Delta_{v} = \Delta + 2v\cdot \nabla$ and the measure $d\mu(x) = e^{2 \langle v, x \rangle} dx$, with respect to which $\Delta_{v}$ is self-adjoint. This…

Classical Analysis and ODEs · Mathematics 2017-01-19 Hong-Quan Li , Peter Sjögren

In this paper we study the Malliavin derivatives and Skorohod integrals for processes taking values in an infinite dimensional space. Such results are motivated by their applications to SPDEs and in particular financial mathematics.…

Probability · Mathematics 2013-05-23 Matthijs Pronk , Mark Veraar

In this work, new closed-form formulas for the matrix exponential are provided. Our method is direct and elementary, it gives tractable and manageable formulas not current in the extensive literature on this essential subject. Moreover,…

Rings and Algebras · Mathematics 2021-08-17 Mohammed Mouçouf , Said Zriaa

We give a computability result for open Gromov-Witten invariants based on open WDVV equations. This is analogous to the result of Kontsevich-Manin for closed Gromov-Witten invariants. For greater generality, we base the argument on a formal…

Symplectic Geometry · Mathematics 2026-01-14 Roi Blumberg , Sara B. Tukachinsky

In this paper we establish the ergodicity of Langevin dynamics for simple two-particle system involving a Lennard-Jones type potential. To the best of our knowledge, this is the first such result for a system operating under this type of…

We investigate some recursive procedures based on an exact or ``approximate'' Euler scheme with decreasing step in vue to computation of invariant measures of solutions to S.D.E. driven by a L\'evy process. Our results are valid for a large…

Probability · Mathematics 2008-04-02 Fabien Panloup

In this paper, we present a Maxwell extension of kinematical Lie algebras by promoting the contraction method underlying the Bacry and L\'evy-Leblond cube to a semigroup expansion framework. Within this approach, we show that both non- and…

High Energy Physics - Theory · Physics 2026-02-25 Patrick Concha , Nelson Gallegos , Evelyn Rodríguez , Sebastián Salgado

This paper builds a multivariate L\'evy-driven Ornstein-Uhlenbeck process for the management of non-maturing deposits, that are a major source of funding for banks. The contribution of the paper is both theoretical and operational. On the…

Risk Management · Quantitative Finance 2022-09-28 Marina Marena , Andrea Romeo , Patrizia Semeraro