Related papers: On the double points of operator stable L\'evy pro…
The central result of this paper is an analytic duality relation for real-valued L\'evy processes killed upon exiting a half-line. By Nagasawa's theorem, this yields a remarkable time-reversal identity involving the L\'evy process…
We study the Macroscopic Hausdorff dimension of the upper and lower level sets of the Airy processes, following the general method developed in Khoshnevisan et al. \cite{KKX17}. For the Airy$_1$ process, the approach to macroscopic…
Multistable L\'evy motions are extensions of L\'evy motions where the stability index is allowed to vary in time. Several constructions of these processes have been introduced recently, based on Poisson and Ferguson-Klass-LePage series…
We study self-duality for interacting particle systems, where the particles move as continuous time random walkers having either exclusion interaction or inclusion interaction. We show that orthogonal self-dualities arise from unitary…
We analyze the exponential stability of distributed parameter systems. The system we consider is described by a coupled parabolic partial differential equation with spatially varying coefficients. We approximate the coefficients by…
The role of Liouville operators in the study of dynamical systems through the use of occupation measures have been an active area of research in control theory over the past decade. This manuscript investigates Liouville operators over the…
The ordered eigenvalues define a Lipschitz map on the real vector space of Hermitian $d \times d$ matrices. We prove that this map acts continuously, but not uniformly continuously, by superposition on the Sobolev spaces $W^{1,q}$, for all…
We use the recently-developed multiparameter theory of additive Levy processes to establish novel connections between an arbitrary Levy process $X$ in $\mathbf{R}^d$, and a new class of energy forms and their corresponding capacities. We…
We prove that if the Hausdorff dimension of a compact subset of ${\mathbb R}^d$ is greater than $\frac{d+1}{2}$, then the set of angles determined by triples of points from this set has positive Lebesgue measure. Sobolev bounds for…
We derive a dressed-state master equation in Lindblad form for two strongly coupled two-level atoms. The resulting decay dynamics are governed by Lindblad operators that couple different dressed states. We show that the eigenvalues and…
This paper is concerned with the study of regularity and stability properties of two Euler-Bernoulli beam equations with localized singular damping. Under suitable regularity assumptions on the damping coefficient, we establish Gevrey…
We consider non-local Ornstein-Uhlenbeck (OU) operators that correspond to Ornstein-Uhlenbeck processes driven by L\'evy processes. These are ergodic Markov processes and the OU operator is in general non-normal in the $L^2$ space weighted…
We study a one-dimensional stochastic differential equation driven by a stable L\'evy process of order $\alpha$ with drift and diffusion coefficients $b,\sigma$. When $\alpha\in (1,2)$, we investigate pathwise uniqueness for this equation.…
In this paper we consider Harnack inequalities with respect to a symmetric $\alpha$-stable L\'evy process $X$ in $\mathbb{R}^d$, $\alpha \in (0,2)$, $d\geq 2$. We study the example from the article \cite{bg-sz-1}. There, the authors have…
We show on- and off-diagonal upper estimates for the transition densities of symmetric Levy and Levy-type processes. To get the an-diagonal estimates we prove a Nash type inequality for the related Dirichlet form. For the off-diagonal…
In this paper, we investigate the spectrum of the self adjoint differential operator with operator coefficitent in a separable Hilbert space. We also derive asymptotic formulas for the sum of eigenvalues of this operator.
We provide analytical tools for pricing power options with exotic features (capped or log payoffs, gap options ...) in the framework of exponential L\'evy models driven by one-sided stable or tempered stable processes. Pricing formulas take…
We analyze entropy solutions for a class of Levy mixed hyperbolicparabolic equations containing a non-local (or fractional) diffusion operator originating from a pure jump Levy process. For these solutions we establish uniqueness (L1…
In the paper the general case of a normal discrete Hausdorff operators in $L^2(\mathbb{R}^d)$ is considered. The main result states that under some natural arithmetic condition the spectrum of such an operator is rotationally invariant.…
We consider shape, size and regularity of the hulls of the chordal Schramm-Loewner evolution driven by a symmetric alpha-stable process. We obtain derivative estimates, show that the complements of the hulls are Hoelder domains, prove that…