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In this paper, we study the speed of extinction of continuous state branching processes in subcritical L\'evy environments. More precisely, when the associated L\'evy process to the environment drifts to $-\infty$ and, under a suitable…

Probability · Mathematics 2023-02-20 Natalia Cardona-Tobón , Juan Carlos Pardo

Let $\xi$ be a L\'{e}vy process and $I_\xi(t):=\int_{0}^te^{-\xi_s}\mathrm{d} s$, $t\geq 0,$ be the exponential functional of L\'{e}vy processes on deterministic horizon. Given that $\lim_{t\to \infty}\xi_t=-\infty$ we evaluate for general…

Probability · Mathematics 2025-06-17 Martin Minchev , Mladen Savov

We study the speed of extinction of continuous state branching processes in a L\'evy environment, where the associated L\'evy process oscillates. Assuming that the L\'evy process satisfies the Spitzer's condition and the existence of some…

Probability · Mathematics 2021-07-26 Vincent Bansaye , Juan Carlos Pardo , Charline Smadi

We connect boundary conditions for one-sided pseudo-differential operators with the generators of modified one-sided L\'evy processes. On one hand this allows modellers to use appropriate boundary conditions with confidence when restricting…

Probability · Mathematics 2021-03-02 Boris Baeumer , Mihály Kovács , Lorenzo Toniazzi

We investigate some smoothness properties for a transport-diffusion equation involving a class of non-degerate L{\'e}vy type operators with singular drift. Our main argument is based on a duality method using the molecular decomposition of…

Analysis of PDEs · Mathematics 2016-01-06 Diego Chamorro , Stéphane Menozzi

We connect boundary conditions for one-sided pseudo-differential operators with the generators of modified one-sided L\'evy processes. On one hand this allows modellers to use appropriate boundary conditions with confidence when restricting…

Probability · Mathematics 2020-12-22 Boris Baeumer , Mihály Kovács , Lorenzo Toniazzi

It is shown that non-Markovian master equations for an open system which are local in time can be unravelled through a piecewise deterministic quantum jump process in its Hilbert space. We derive a stochastic Schr\"odinger equation that…

Quantum Physics · Physics 2009-11-13 Heinz-Peter Breuer , Jyrki Piilo

L\'evy walks are continuous time random walks with spatio-temporal coupling of jump lengths and waiting times, often used to model superdiffusive spreading processes such as animals searching for food, tracer motion in weakly chaotic…

Statistical Mechanics · Physics 2019-03-27 Bartłomiej Dybiec , Karol Capała , Aleksei Chechkin , Ralf Metzler

We develop scattering theory for non-local Schr\"odinger operators defined by functions of the Laplacian that include its fractional power $(-\Delta)^\rho$ with $0<\rho\leqslant1$. In particular, our function belongs to a wider class than…

Mathematical Physics · Physics 2020-05-27 Atsuhide Ishida , Kazuyuki Wada

We study the long time asymptotics of probability density functions (pdfs) of L\'{e}vy flights in different confining potentials. For that we use two models: Langevin - driven and (L\'{e}vy - Schr\"odinger) semigroup - driven dynamics. It…

Statistical Mechanics · Physics 2015-05-13 Piotr Garbaczewski , Vladimir Stephanovich

We study a class of Schr\"odinger operators on $\Z^2$ with a random potential decaying as $|x|^{-\dex}$, $0<\dex\leq\frac12$, in the limit of small disorder strength $\lambda$. For the critical exponent $\dex=\frac12$, we prove that the…

Mathematical Physics · Physics 2007-05-23 Thomas Chen

We consider a Markov process $X$, which is the solution of a stochastic differential equation driven by a L\'{e}vy process $Z$ and an independent Wiener process $W$. Under some regularity conditions, including non-degeneracy of the…

Probability · Mathematics 2014-07-03 José E. Figueroa-López , Yankeng Luo , Cheng Ouyang

We investigate scattering, localization and dispersive time-decay properties for the one-dimensional Schr\"odinger equation with a rapidly oscillating and spatially localized potential, $q_\epsilon=q(x,x/\epsilon)$, where $q(x,y)$ is…

Analysis of PDEs · Mathematics 2021-10-01 Vincent Duchêne , Iva Vukićević , Michael I. Weinstein

We report our results on the scaling limit of the eigenvalues and the corresponding eigenfunctions for the 1-d random Schr\"odinger operator with random decaying potential. The formulation of the problem is based on the paper by…

Mathematical Physics · Physics 2019-12-04 Fumihiko Nakano

In this paper, we study weak and strong transience of a class of Feller processes associated with pseudo-differential operators, the so-called L\'evy-type processes. As a main result, we derive Chung-Fuchs type conditions (in terms of the…

Probability · Mathematics 2016-04-14 Nikola Sandrić

We study the effective reduction for a nonlocal stochastic partial differential equation with oscillating coefficients. The nonlocal operator in this stochastic partial differential equation is the generator of non-Gaussian L\'{e}vy…

Probability · Mathematics 2020-08-04 Li Lin , Meihua Yang , Jinqiao Duan

In this paper we show that a non-local operator of certain type extends to the generator of a strong Markov process, admitting the transition probability density. For this transition probability density we construct the intrinsic upper and…

Probability · Mathematics 2014-12-31 Victoria Knopova , Alexei Kulik

This paper is mainly devoted to study time decay estimates of the higher-order Schr\"{o}dinger type operator $H=(-\Delta)^{m}+V(x)$ in $\mathbf{R}^{n}$ for $n>2m$ and $m\in\mathbf{N}$. For certain decay potentials $V(x)$, we first derive…

Analysis of PDEs · Mathematics 2019-09-12 Hongliang Feng , Avy Soffer , Zhao Wu , Xiaohua Yao

We consider Schr\"odinger operators with potentials satisfying a generalized bounded variation condition at infinity and an $L^p$ decay condition. This class of potentials includes slowly decaying Wigner--von Neumann type potentials…

Spectral Theory · Mathematics 2012-07-25 Milivoje Lukic

In this paper we prove sharp resolvent estimates for the magnetic Schr\"odinger operator in $\mathbb{R}^d$, $d\ge 3$, with $L^\infty$ short-range electric and magnetic potentials. We also show that these resolvent estimates still hold for…

Analysis of PDEs · Mathematics 2025-06-10 Andrés Larraín-Hubach , Jacob Shapiro , Georgi Vodev