Related papers: On the double points of operator stable L\'evy pro…
We study the composition of bivariate L\'evy process with bivariate inverse subordinator. The explicit expressions for its dispersion and auto correlation matrices are obtained. Also, the time-changed two parameter L\'evy processes with…
An approach is given for estimating the Hausdorff dimension of the univoque set of a self-similar set. This sometimes allows us to get the exact Hausdorff dimensions of the univoque sets.
The periodic homogenization problem of integro-differential equations of the alpha stable L{\'e}vy operators is studied in this paper. Thanking to the symmetry of the L{\'e}vy density, we can use the method of the formal asymptotic…
We present a class of L\'evy processes for modelling financial market fluctuations: Bilateral Gamma processes. Our starting point is to explore the properties of bilateral Gamma distributions, and then we turn to their associated L\'evy…
Via a Bismut-Elworthy-Li formula from [KPP23], we derive uniform gradient estimates for transition semigroups associated with stochastic differential equations driven by a large class of cylindrical L\'{e}vy processes which includes the…
We provide an estimate of the distance (in the dual flat seminorm) of the normal cycles of convex bodies with given Hausdorff distance. We also give an estimate (in the bounded Lipschitz metric) of the support measures of convex bodies.
We consider a multivariate L\'evy process where the first coordinate is a L\'evy process with no negative jumps which is not a subordinator and the others are nondecreasing. We determine the Laplace-Stieltjes transform of the steady-state…
For a hyperbolic map f on a saddle type fractal Lambda with self-intersections, the number of f- preimages of a point x in Lambda may depend on x. This makes estimates of the stable dimensions more difficult than for diffeomorphisms or for…
The article considers vector parameter estimators in statistical models generated by Levy processes. An improved one step estimator is presented that can be used for improving any other estimator. Combined numerical methods for optimization…
In this paper, we prove the boundedness of matrix Hausdorff operators and rough Hausdorff operators in the two weighted Herz-type Hardy spaces associated with both power weights and Muckenhoupt weights. By applying the fact that the…
Stable distributions are a celebrated class of probability laws used in various fields. The $\alpha$-stable process, and its exponentially tempered counterpart, the Classical Tempered Stable (CTS) process, are also prominent examples of…
This is one of a series of papers exploring the stability speed of one-dimensional stochastic processes. The present paper emphasizes on the principal eigenvalues of elliptic operators. The eigenvalue is just the best constant in the…
In this paper we consider weak Harnack inequality and H\"older regularity estimates for symmetric $\alpha$-stable L\'evy process in $\mathbb{R}^d$, $\alpha \in (0,2)$, $d\geq 2$. We consider a symmetric $\alpha$-stable L\'evy process $X$…
In this paper, we establish the Hausdorff dimensions of inverse images and collision time sets for a large class of symmetric Markov processes on metric measure spaces. We apply the approach in the works by Hawkes and Jain--Pruitt, and make…
In this work, we investigate the fine regularity of L\'evy processes using the 2-microlocal formalism. This framework allows us to refine the multifractal spectrum determined by Jaffard and, in addition, study the oscillating singularities…
We investigate the windings around the origin of the two-dimensional Markov process (X,L) having the stable L\'evy process L and its primitive X as coordinates, in the non-trivial case when |L| is not a subordinator. First, we show that…
We first establish a sharp relation between the order of vanishing of a Dirichlet eigenfunction at a point and the leading term of the asymptotic expansion of the Dirichlet eigenvalue variation, as a removed compact set concentrates at that…
We study an inverse boundary value problem for the Helmholtz equation using the Dirichlet-to-Neumann map as the data. We consider piecewise constant wavespeeds on an unknown tetrahedral partition and prove a Lipschitz stability estimate in…
Explicit coupling property and gradient estimates are investigated for the linear evolution equations on Hilbert spaces driven by an additive cylindrical L\'evy process. The results are efficiently applied to establish the exponential…
The purpose of this paper is to construct the law of a L\'evy process conditioned to avoid zero, under mild technicals conditions, two of them being that the point zero is regular for itself and the L\'evy process is not a compound Poisson…