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

Starting from the potential theoretic definition of the local times of a Markov process - when these exist - we obtain a Tanaka formula for the local times of symmetric L\'{e}vy processes. The most interesting case is that of the symmetric…

In this paper, we shall introduce the Tanaka formula from viewpoint of the Doob-Meyer decomposition. For symmetric L\'evy processes, if the local time exists, Salminen and Yor (2007) obtained the Tanaka formula by using the potential…

By using the existing sharp estimates of density function for rotationally invariant symmetric $\alpha$-stable L\'{e}vy processes and rotationally invariant symmetric truncated $\alpha$-stable L\'{e}vy processes, we obtain that Harnack…

Let $X=\{X(t),t\in R_+\}$ be a real-valued symmetric L\'{e}vy process with continuous local times $\{L^x_t,(t,x)\in R_+\times R\}$ and characteristic function $Ee^{i\lambda X(t)}=e^{-t\psi(\lambda)}$. Let…

We consider a self-adjoint operator $T$ on a separable Hilbert space, with pure-point and simple spectrum with accumulations at finite points. Explicit conditions are stated on the eigenvalues of $T$ and on the bounded perturbation $V$…

We give a numerical approximation of the L\'evy constant on the growth of the denominators of the best Diophantine approximations in dimension 2 with respect to the euclidean norm. This constant is expressed as an integral on a surface of…

We prove stability for a coefficient determination problem for a two velocity 2x2 system of hyperbolic PDEs in one space dimension.

We examine stable solutions of the following symmetric system on a complete, connected, smooth Riemannian manifold $\mathbb{M}$ without boundary, \begin{equation*} -\Delta_g u_i = H_i(u_1,\cdots,u_m) \ \ \text{on} \ \ \mathbb{M},…

In the framework of variable exponent Sobolev spaces, we prove that the variational eigenvalues defined by inf sup procedures of Rayleigh ratios for the Luxemburg norms are all stable under uniform convergence of the exponents.

For a wide family of multivariate Hausdorff operators, a new stronger condition for the boundedness of an operator from this family on the real Hardy space $H^1$ by means of atomic decomposition.

In this paper, we consider the inverse boundary value problem for the polyharmonic operator. We prove that the second order perturbations are uniquely determined by the corresponding Dirichlet to Neumann map. More precisely, we show in…

Two kinds of conditionings for one-dimensional stable L\'evy processes are discussed via $ h $-transforms of excursion measures: One is to stay positive, and the other is to avoid the origin.

We compute the persistence exponent of the integral of a stable L\'evy process in terms of its self-similarity and positivity parameters. This solves a problem raised by Z. Shi (2003). Along the way, we investigate the law of the stable…

This paper explores the rates of convergence of solutions for multivariate stochastic differential equations (SDEs) driven by L\'evy processes within the small-time stable domain of attraction (DoA). Explicit bounds are derived for the…

This paper is concerned with asymptotic behavior (at zero and at infinity) of the favorite points of L\'evy processes. By exploring Molchan's idea for deriving lower tail probabilities of Gaussian processes with stationary increments, we…

Inverse nodal problem on diffusion operator is the problem of finding the potential functions and parameters in the boundary conditions by using nodal data. In particular, we solve the reconstruction and stability problems using nodal set…

Ba\~nuelos and Bogdan (2004) and Bogdan, Palmowski and Wang (2016) analyse the asymptotic tail distribution of the first time a stable (L\'evy) process in dimension $d\geq 2$ exists a cone. We use these results to develop the notion of a…

Let $H=-\Delta+V$, where $V$ is a real valued potential on $\R^2$ satisfying $|V(x)|\les \la x\ra^{-3-}$. We prove that if zero is a regular point of the spectrum of $H=-\Delta+V$, then $$ \|w^{-1} e^{itH}P_{ac}f\|_{L^\infty(\R^2)}\les…

For one-dimensional symmetric L\'{e}vy processes, which hit every point with positive probability, we give sharp bounds for the tail function of the first hitting time of B which is either a single point or an interval. The estimates are…

We study the asymptotics, for small and large values, of the supremum of a product of symmetric stable processes. We show in particular that the persistence exponent remains the same as for only one process, up to some logarithmic terms.