Related papers: Long-time behavior for a class of Feller processes
We study the Fisher-KPP equation where the Laplacian is replaced by the generator of a Feller semigroup with power decaying kernel, an important example being the fractional Laplacian. In contrast with the case of the stan- dard Laplacian…
In this work the diffusion in the quenched trap model with diverging mean waiting times is examined. The approach of randomly stopped time is extensively applied in order to obtain asymptotically exact representation of the disorder…
We reformulate time evolution of systems in mixed states in terms of the classical observables of correlators using the Weyl correspondence rule. The resulting equation of motion for the Wigner functional of the density matrix is found to…
We discuss an impact of various (path-wise) reflection-from-the barrier scenarios upon confining properties of a paradigmatic family of symmetric $\alpha $-stable L\'{e}vy processes, whose permanent residence in a finite interval on a line…
Linear diffusions are used to model a large number of stochastic processes in physics, including small mechanical and electrical systems perturbed by thermal noise, as well as Brownian particles controlled by electrical and optical forces.…
We study three non-equivalent queueing models in continuous time that each generalise the classical M/M/1 queue in a different way. Inter-event times in all models are Mittag-Leffler distributed, which is a heavy tail distribution with no…
For $n$ equidistant observations of a L\'evy process at time distance $\Delta_n$ we consider the problem of testing hypotheses on the volatility, the jump measure and its Blumenthal-Getoor index in a non- or semiparametric manner.…
The mean Poincarr\'e recurrence time as well as the Lyapunov time are measured for the Fermi-Ulam model. We confirm the mean recurrence time is dependent on the size of the window chosen in the phase space to where particles are allowed to…
We characterize recurrence and transience of nonnegative multivariate autoregressive processes of order one with random contractive coefficient matrix, of subcritical multitype Galton-Watson branching processes in random environment with…
We provide asymptotic results and develop high frequency statistical procedures for time-changed L\'evy processes sampled at random instants. The sampling times are given by first hitting times of symmetric barriers whose distance with…
Quantum recurrence theorem holds for quantum systems with discrete energy eigenvalues and fails to hold in general for systems with continuous energy. We show that during quantum walk process dominated by interference of amplitude…
We investigate the existence and uniqueness of strong solutions up to an explosion time for regime-switching diffusion processes in an infinite state space. Instead of concrete conditions on coefficients, our existence and uniqueness result…
Let $A$ be a pseudo-differential operator with negative definite symbol $q$. In this paper we establish a sufficient condition such that the well-posedness of the $(A,C_c^{\infty}(\mathbb{R}^d))$-martingale problem implies that the unique…
We consider an initially bound quantum particle subject to an external time-dependent field. When the external field is large, the particle shows a tendency to repeatedly return to its initial state, irrespective of whether the frequency of…
We consider a broad class of Continuous Time Random Walks with large fluctuations effects in space and time distributions: a random walk with trapping, describing subdiffusion in disordered and glassy materials, and a L\'evy walk process,…
We study the long-time convergence of a Fleming-Viot process, in the case where the underlying process is a metastable diffusion killed when it reaches some level set. Through a coupling argument, we establish the long-time convergence of…
In this paper, we establish the existence of moments and moment estimates for L\'evy-type processes. We discuss whether the existence of moments is a time dependent distributional property, give sufficient conditions for the existence of…
In this article, the problem of semi-parametric inference on the parameters of a multidimensional L\'{e}vy process $L_t$ with independent components based on the low-frequency observations of the corresponding time-changed L\'{e}vy process…
We study the distribution and various properties of exponential functionals of hypergeometric Levy processes. We derive an explicit formula for the Mellin transform of the exponential functional and give both convergent and asymptotic…
In contrast to their seemingly simple and shared structure of independence and stationarity, L\'evy processes exhibit a wide variety of behaviors, from the self-similar Wiener process to piecewise-constant compound Poisson processes.…