Related papers: On the double points of operator stable L\'evy pro…

We establish inequalities for assessing the distance between the distribution of errors of partially observed high-frequency statistics of multidimensional L\'evy processes and that of a mixed Gaussian random variable. Furthermore, we…

Long memory processes driven by L\'evy noise with finite second-order moments have been well studied in the literature. They form a very rich class of processes presenting an autocovariance function which decays like a power function. Here,…

Eigenvalues in the essential spectrum of a weighted Sturm-Liouville operator are studied under the assumption that the weight function has one turning point. An abstract approach to the problem is given via a functional model for indefinite…

We propose an efficient method to compute Lyapunov exponents and Lyapunov eigenvectors of long-range interacting many-particle systems, whose dynamics is described by the Vlasov equation. We show that an expansion of a distribution function…

Several long-time limit theorems of one-dimensional L\'evy processes weighted and normalized by functions of its supremum are studied. The long-time limits are taken via the families of exponential times and that of constant times, called…

We study the asymptotic linear stability of a two-parameter family of solitary waves for the isothermal Euler-Poisson system. When the linearized equations about the solitary waves are considered, the associated eigenvalue problem in $L^2$…

In this article, stability estimates are given for the determination of the zeroth-order bounded perturbations of the biharmonic operator when the boundary Neumann measurements are made on the whole boundary and on slightly more than half…

This study examines a nonparametric inference on a stationary L\'evy-driven Ornstein-Uhlenbeck (OU) process $X = (X_{t})_{t \geq 0}$ with a compound Poisson subordinator. We propose a new spectral estimator for the L\'evy measure of the…

A method is developed to estimate the parameters of a Levy copula of a discretely observed bivariate compound Poisson process without knowledge of common shocks. The method is tested in a small sample simulation study. Also, the method is…

We consider a Sturm--Liouville operator $Ly=-y''+qy$ in $L_2[0,\pi]$ with Dirichlet boundary conditions. We assume, that the potential $q$ is complex valued and belongs to Sobolev space $W_2^\theta[0,\pi]$, $\theta\in(-1,-1/2$. This…

We consider the Schroedinger equation with a supersymmetric random potential, where the superpotential is a Levy noise. We focus on the problem of computing the so-called complex Lyapunov exponent, whose real and imaginary parts are,…

We present certain Liouville properties of eigenfunctions of second-order elliptic operators with real coefficients, via an approach that is based on stochastic representations of positive solutions, and criticality theory of second-order…

In this article, we propose a Lyapunov stability approach to analyze the convergence of the density operator of a quantum system. In analog to the classical probability measure for Markovian processes, we show that the set of invariant…

We study a class of self-similar processes with stationary increments belonging to higher order Wiener chaoses which are similar to Hermite processes. We obtain an almost sure wavelet-like expansion of these processes. This allows us to…

In this work, we introduce a theory of stochastic integration with respect to symmetric $\alpha$-stable cylindrical L\'evy processes. Since $\alpha$-stable cylindrical L\'evy processes do not enjoy a semi-martingale decomposition, our…

We consider the non-self-adjoint Sturm-Liouville operator on a finite interval. The inverse spectral problem is studied, which consists in recovering this operator from its eigenvalues and generalized weight numbers. We prove local…

In this work, we investigate the stability issue of the inverse problem of determining the locations and time-dependent amplitudes of point sources in a parabolic equation with a non-self adjoint elliptic operator from boundary…

This paper deals with eigenvalues and eigenvectors of bicomplex linear operators defined on bicomplex space. We investigate the properties of these operators in the context of eigenvalues and eigenvectors, along with some relevant theorems.…

We find some explicit bounds on the ${\mathcal L}(L^2)$-norm of pseudo-differential operators with symbols defined by a metric on the phase space. In particular, we prove that this norm depends only on the "structure constants" of the…

Lewis and Mordecki have computed the Wiener-Hopf factorization of a L\'evy process whose restriction on $]0,+\infty[$ of their L\'evy measure has a rational Laplace transform. That allows to compute the distribution of $(X_t,\inf_{0\leq…