Related papers: Minimal thinness with respect to symmetric L\'evy …
Iksanov and Pilipenko (2023) defined a skew stable L\'{e}vy process as a scaling limit of a sequence of perturbed at $0$ symmetric stable L\'{e}vy processes (continuous-time processes). Here, we provide a simpler construction of the skew…
Suppose we observe a Poisson process in real time for which the intensity may take on two possible values $\lambda_0$ and $\lambda_1$. Suppose further that the priori probability of the true intensity is not given. We solve a minimax…
We examine three equivalent constructions of a censored symmetric purely discontinuous L\'evy process on an open set $D$; via the corresponding Dirichlet form, through the Feynman-Kac transform of the L\'evy process killed outside of $D$…
We introduce the concept of boundariness capturing the most efficient way of expressing a given element of a convex set as a probability mixture of its boundary elements. In other words, this number measures (without the need of any…
We study the local regularity of sliding almost minimal sets of dimension 2 in $R^n$ , bounded by a smooth curve $L$. These are a good way to model soap films bounded by a curve, and their definition is similar to Almgren's. We aim for a…
We show that the minimum distance projection in the L1-norm from an interior point onto the boundary of a convex set is achieved by a single, unidimensional projection. Application of this characterization when the convex set is a…
We consider the problem of distortion minimal morphing of $n$-dimensional compact connected oriented smooth manifolds without boundary embedded in $\R^{n+1}$. Distortion involves bending and stretching. In this paper, minimal distortion…
We establish a novel characterisation of the law of the convex minorant of any L\'evy process. Our self-contained elementary proof is based on the analysis of piecewise linear convex functions and requires only very basic properties of…
For a L\'evy process $X$ on a finite time interval consider the probability that it exceeds some fixed threshold $x>0$ while staying below $x$ at the points of a regular grid. We establish exact asymptotic behavior of this probability as…
We develop a scale-invariant truncated L\'evy (STL) process to describe physical systems characterized by correlated stochastic variables. The STL process exhibits L\'evy stability for the probability density, and hence shows scaling…
In this article we introduce a definition of topological minimal sets, which is a generalization of that of Mumford-Shah-minimal sets. We prove some general properties as well as two existence theorems for topological minimal sets. As an…
A maximal inequality is an inequality which involves the (absolute) supremum $\sup_{s\leq t}|X_{s}|$ or the running maximum $\sup_{s\leq t}X_{s}$ of a stochastic process $(X_t)_{t\geq 0}$. We discuss maximal inequalities for several classes…
In this paper we study minimax Aubry-Mather measures and its main properties. We consider first the discrete time problem and then the continuous time case. In the discrete time problem we establish existence, study some of the main…
It is common practice to treat small jumps of L\'evy processes as Wiener noise and thus to approximate its marginals by a Gaussian distribution. However, results that allow to quantify the goodness of this approximation according to a given…
For a one-dimensional L\'{e}vy process, we derive an explicit formula for the probability of first hitting a specified point among a fixed finite set. Moreover, using this formula, we obtain an explicit expression for each entry of the…
In this paper, we prove convergence in distribution of Langevin processes in the overdamped asymptotics. The proof relies on the classical perturbed test function (or corrector) method, which is used both to show tightness in path space,…
In this paper we are looking for quantitative estimates for the convergene to equilibrium of non reversible Markov processes, especialy in short times. The models studied are simple enough to get an explicit expression of the L2 distance…
For any 0 < alpha <2, a truncated symmetric alpha-stable process is a symmetric Levy process in R^d with a Levy density given by c|x|^{-d-alpha} 1_{|x|< 1} for some constant c. In this paper we study the potential theory of truncated…
Recently, finding the sparsest solution of an underdetermined linear system has become an important request in many areas such as compressed sensing, image processing, statistical learning, and data sparse approximation. In this paper, we…
The paper addresses the model reduction problem for linear and nonlinear systems using the notion of least squares moment matching. For linear systems, the main idea is to approximate a transfer function by ensuring that the interpolation…