Related papers: On the harmonic measure of stable processes
Kuznetsov et al. (2011) and Kuznetsov and Pardo (2013) introduced the family of Hypergeometric L\'evy processes. They appear naturally in the study of fluctuations of stable processes when one analyses stable processes through the theory of…
We introduce and study strongly and weakly harmonic functions on metric measure spaces defined via the mean value property holding for all and, respectively, for some radii of balls at every point of the underlying domain. Among properties…
Multistable processes are tangent at each point to a stable process, but where the index of stability and the index of localisability varies along the path. In this work, we give two estimators of the stability and the localisability…
Harmonic maps are nonlinear extensions of harmonic functions. They are critical points of natural energy functionals between Riemannian manifolds. Such type of problems appear in Physics, Geometry of Finance and the study of regularity and…
It is well known that Cauchy problem for Laplace equations is an ill-posed problem in Hadamard's sense. Small deviations in Cauchy data may lead to large errors in the solutions. It is observed that if a bound is imposed on the solution,…
Two types of finite series of products of harmonic numbers involving nonnegative integer powers are evaluated, also yielding two other important harmonic number identities. The recursion formulas for these sums are derived, which are easily…
We give a sufficient condition for the existence of the harmonic measure from infinity of transient random walks on weighted graphs. In particular, this condition is verified by the random conductance model on $\Z^d$, $d\geq 3$, when the…
In this paper we investigate functions that are harmonic with respect to the non-symmetric strictly $\alpha$-stable L\'evy processes on an open set $D \in \mathbb{R}^d$. We obtain the explicit formula for their boundary decay rate at parts…
By seeing whether a Liouville type theorem holds for positive, bounded, and/or finite energy $p$-harmonic and $p$-quasiharmonic functions, we classify proper metric spaces equipped with a locally doubling measure supporting a local…
We give an explicit relation between the slope of the trajectory of a semigroup of holomorphic functions and the harmonic measure of the associated planar domain ${\varOmega}$. We use this to construct a semigroup whose slope is an…
In this paper, we consider a product of a symmetric stable process in $\mathbb{R}^d$ and a one-dimensional Brownian motion in $\mathbb{R}^+$. Then we define a class of harmonic functions with respect to this product process. We show that…
A compound Poisson process whose parameters are all unknown is observed at finitely many equispaced times. Nonparametric estimators of the jump and L\'evy distributions are proposed and functional central limit theorems using the uniform…
In this article, we construct semiparametrically efficient estimators of linear functionals of a probability measure in the presence of side information using an easy empirical likelihood approach. We use estimated constraint functions and…
It is proved that harmonic functions are characterized by harmonicity of their spherical means, for which purpose the iterated spherical means are used. The similar characterization of solutions to the modified Helmholtz equation…
The harmonic oscillator is a powerful model that can appear as a limit case when examining a nonlinear system. A well known fact is, that without driving, the inclusion of a friction term makes the origin of the phase space -- which is a…
We provide general conditions ensuring that the value functions of some nonlinear stopping problems with finite horizon converge to the value functions of the corresponding problems with infinite horizon. Our result can be formulated as…
We establish two new estimates which control a function (after subtracting its average) in $L^1$ by only the $L^1$ norm of its radial derivative. While the interior estimate holds for all superharmonic functions, the boundary version is…
We consider the Harmonic crystal, a measure on $\mathbb{R}^{\mathbb{Z}^{d}}$ with Hamiltonian $H(\x)=\sum_{i,j}J_{i,j}(\x(i)-\x(j))^{2}+ h\sum_{i}(\x(i)-\dd(i))^{2}$, where $\x, \dd$ are configurations, $\x(i),\dd(i)\in\mathbb{R}$,…
In this paper we estimate both the Hurst and the stable indices of a H-self-similar stable process. More precisely, let $X$ be a $H$-sssi (self-similar stationary increments) symmetric $\alpha$-stable process. The process $X$ is observed at…
Series representations consisting of spherical harmonics are obtained for characteristic exponents and probability density functions of multivariate stable distributions under various conditions. A esult potentially applicable in a…