Related papers: Fall-off of eigenfunctions for non-local Schr\"odi…
We consider a pure jump process $\{X_t\}_{t\ge 0}$ with values in a finite state space $S= \{1, \ldots, d\}$ for which the jump rates at time instant $t$ depend on the occupation measure $L_t \doteq t^{-1} \int_0^t \delta_{X_s}\,ds$. Such…
We extend a result of Davies and Nath on the location of eigenvalues of Schr\"odinger operators with slowly decaying complex-valued potentials to higher dimensions. In this context, we also discuss various examples related to the…
We analyze confining mechanisms for L\'{e}vy flights. When they evolve in suitable external potentials their variance may exist and show signatures of a superdiffusive transport. Two classes of stochastic jump - type processes 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…
Consider the random Schr\"odinger operator $H_n$ defined on $\{0,1,\cdots,n\}\subset\mathbb{Z}$ $$ (H_n\psi)_\ell=\psi_{\ell-1,n}+\psi_{\ell+1,n}+\sigma\frac{\omega_\ell}{a_{\ell,n}}\psi_{\ell,n},\quad \psi_0=\psi_{n+1}=0, $$ where…
This article is concerned with properties of delocalization for eigenfunctions of Schr\"odinger operators on large finite graphs. More specifically, we show that the eigenfunctions have a large support and we assess their lp-norms. Our…
Pure-jump L\'evy processes are popular classes of stochastic processes which have found many applications in finance, statistics or machine learning. In this paper, we propose a novel family of self-decomposable L\'evy processes where one…
This short note is a complement to our recent paper [2] where we established strong dynamical localization for a class of multi-particle Anderson models in a Euclidean space with an alloy-type random potential and a sub-exponentially…
This article addresses the microlocalization of eigenfunctions for the semiclassical Schr\"odinger operator $-h^2\Delta+V$ on closed Riemann surfaces with real bounded potentials. Our primary aim is to establish quantitative bounds on the…
We study half-line Schr\"odinger operators with locally $H^{-1}$ potentials. In the first part, we focus on a general spectral theoretic framework for such operators, including a Last--Simon-type description of the absolutely continuous…
We establish exponential localization for a two-particle Anderson model in a Euclidean space ${\mathbb R}^{d}$, $d\ge 1$, in presence of a non-trivial short-range interaction and a random external potential of the alloy type. Specifically,…
The paper deals with jump generators with a convolution kernel. Assuming that the kernel decays either exponentially or polynomially we prove a number of lower and upper bounds for the resolvent of such operators. We consider two…
The dynamics of the eigenvalues (semimartingales) of a L\'{e}vy process $X$ with values in Hermitian matrices is described in terms of It\^{o} stochastic differential equations with jumps. This generalizes the well known Dyson-Brownian…
We investigate two hedging problems in exponential L\'evy models. First, we provide an explicit representation for the F\"ollmer--Schweizer decomposition of European type options under mild conditions, which implies a closed-form expression…
By using lower bound conditions of the L\'evy measure w.r.t. a nice reference measure, the coupling and strong Feller properties are investigated for the Markov semigroup associated with a class of linear SDEs driven by (non-cylindrical)…
We study an asymptotic behaviour of the principal eigenvalue for an elliptic operator with large advection which is given by a gradient of a potential function. It is shown that the principal eigenvalue decays exponentially under the…
While short-range dependence is widely assumed in the literature for its simplicity, long-range dependence is a feature that has been observed in data from finance, hydrology, geophysics and economics. In this paper, we extend a…
We study the exponential functional $\int_0^\infty e^{-\xi_{s-}} \, d\eta_s$ of two one-dimensional independent L\'evy processes $\xi$ and $\eta$, where $\eta$ is a subordinator. In particular, we derive an integro-differential equation for…
Distributional identities for a L\'evy process $X_t$, its quadratic variation process $V_t$ and its maximal jump processes, are derived, and used to make "small time" (as $t\downarrow0$) asymptotic comparisons between them. The…
We consider $N$-body Schr\"odinger operators with $N\geq3$ particles in dimension $d\geq 3$ in the critical case when the lowest eigenvalue coincides with the bottom of the essential spectrum of the operator. We give the asymptotic…