Related papers: Selfdecomposable Fields
We consider Fokker-Planck equations in the whole Euclidean space, driven by Levy processes, under the action of confining drifts, as in the classical Ornstein-Ulhenbeck model. We introduce a new PDE method to get exponential or…
The vector field of a mixed-monotone system is decomposable via a decomposition function into increasing (cooperative) and decreasing (competitive) components, and this decomposition allows for, e.g., efficient computation of reachable sets…
We develop a theory of integration over valued fields of residue characteristic zero. In particular we obtain new and base-field independent foundations for integration over local fields of large residue characteristic, extending results of…
We investigate densities of vaguely continuous convolution semigroups of probability measures on $\mathbb{R}^d$. First, we provide results that give upper estimates in a situation when the corresponding jump measure is allowed to be highly…
We prove that for p-optimal fields (a very large subclass of p-minimal fields containing all the known examples) a cell decomposition theorem follows from methods going back to Denef's paper [Invent. Math, 77 (1984)]. We derive from it the…
Models that approximate stochastic processes from $Sub_\varphi(\Omega)$ with given reliability and accuracy in $L_p(T)$ for some given $\varphi(t)$ are considered. We also study construction of models of processes which can be decomposed…
This paper presents a new method for learning dissipative Hamiltonian dynamics from a limited and noisy dataset. The method uses the Helmholtz decomposition to learn a vector field as the sum of a symplectic and a dissipative vector field.…
The aim of this paper is to apply direct methods to the study of integrals that appear naturally in Statistical Mechanics and Euclidean Field Theory. We provide weighted estimates leading to the exponential decay of the two-point…
In this paper we study processes which are constructed by a convolution of a deterministic kernel with a martingale. A special emphasis is put on the case where the driving martingale is a centred L\'evy process, which covers the popular…
We construct intrinsic on-and off-diagonal upper and lower estimates for the transition probability density of a L\'evy process in small time. By intrinsic we mean that such estimates reflect the structure of the characteristic exponent of…
In this paper, we study random sampling on reproducing kernel space $V$, which is a range of an idempotent integral operator. Under certain decay condition on the integral kernel, we show that any element in $V$ can be approximated by an…
Motivated by the theory of Painlev\'e equations and associated hierarchies, we study non-autonomous Hamiltonian systems that are Frobenius integrable. We establish sufficient conditions under which a given finite-dimensional Lie algebra of…
Motivated by the Lyapunov convexity theorem in infinite dimensions, we extend the convexity of the integral of a decomposable set to separable Banach spaces under the strengthened notion of nonatomicity of measure spaces, called…
We consider the statistical properties of a non-falling trajectory in the Whitney problem of an inverted pendulum excited by an external force. In the case when the external force is white noise, we recently found the instantaneous…
Motivated by limits of critical inhomogeneous random graphs, we construct a family of sequences of measured metric spaces that we call continuous multiplicative graphs, that are expected to be the universal limit of graphs related to the…
We construct an estimator of the L\'evy density of a pure jump L\'evy process, possibly of infinite variation, from the discrete observation of one trajectory at high frequency. The novelty of our procedure is that we directly estimate the…
A multispecies, collisionless plasma is modeled by the Vlasov-Poisson system. Assuming the plasma is neutral and the electric field decays with sufficient rapidity as $t \to\infty$, we show that solutions can be constructed with arbitrarily…
In the first part of this paper, we generalize the results of the author \cite{Liu,Liu2} from the random flow case to the random semiflow case, i.e. we obtain Conley decomposition theorem for infinite dimensional random dynamical systems.…
Fragmentation processes are part of a broad class of models describing the evolution of a system of particles which split apart at random. These models are widely used in biology, materials science and nuclear physics, and their asymptotic…
We classify, up to a natural equivalence relation, vector fields of the plane which belong to the kernel of a 1--form. This form can be closed, in which case the vector fields are integrable, or not, in which case the differential of the…