Related papers: Fall-off of eigenfunctions for non-local Schr\"odi…

We exhibit d-dimensional limit-periodic Schrodinger operators that are uniformly localized in the strongest sense possible. That is, for each of these operators, there is a uniform exponential decay rate such that every element of the hull…

In this article, we study the decay of the solutions of Schr\"odinger equations in the exterior of an obstacle. The main situations we are interested in are the general case (no non-trapping assumptions) or some weakly trapping situations

For hypocoercive linear kinetic equations we first formulate an optimisation problem on a spatially dependent jump rate in order to find the fastest decay rate of perturbations. In the Goldstein-Taylor model we show (i) that for a locally…

Traditional data-driven methods, effective for deterministic systems or stochastic differential equations (SDEs) with Gaussian noise, fail to handle the discontinuous sample paths and heavy-tailed fluctuations characteristic of L\'evy…

The approximation of the eigenvalues and eigenfunctions of an elliptic operator is a key computational task in many areas of applied mathematics and computational physics. An important case, especially in quantum physics, is the computation…

I consider random Schr\"odinger operators with exponentially decaying single site potential, which is allowed to change sign. For this model, I prove Anderson localization both in the sense of exponentially decaying eigenfunctions and…

In this study, we consider a class of backward SDE driven by jump Markov process. An existence and uniqueness result to this kind of equations is obtained in a locally Lipschitz case. We essentially approximate the initial problem by…

In this paper, we introduce branching processes in a L\'evy random environment. In order to define this class of processes, we study a particular class of non-negative stochastic differential equations driven by Brownian motions and Poisson…

Using key tools such as It\^o formula for general semi-martingales, moments estimates for L\'{e}vy-type stochastic integrals and properties of regular varying functions we find conditions under which solutions of stochastic differential…

In this paper, we study the L\'evy process time-changed by independent L\'evy subordinators, namely, the incomplete gamma subordinator, the $\epsilon$-jumps incomplete gamma subordinator and tempered incomplete gamma subordinator. We derive…

We investigate the scattering features of a non-Hermitian rectangular potential within the framework of space-fractional quantum mechanics. Using the Riesz fractional derivative, we analytically derive locus equations for spectral…

We consider semiclassical Schr\"odinger operators on the real line of the form $$H(\hbar)=-\hbar^2 \frac{d^2}{dx^2}+V(\cdot;\hbar)$$ with $\hbar>0$ small. The potential $V$ is assumed to be smooth, positive and exponentially decaying…

The main purpose of this chapter is to present some theoretical aspects of parametric estimation of L\'evy processes based on high-frequency sampling, with a focus on infinite activity pure-jump models. Asymptotics for several classes of…

We consider the Schroedinger operator H on L^2(R^2) or L^2(R^3) with constant magnetic field and electric potential V which typically decays at infinity exponentially fast or has a compact support. We investigate the asymptotic behaviour of…

We study the scattering properties of Schr\"{o}dinger operators with potentials that have short-range decay along a collection of rays in $\bbR^d$. This generalizes the classical setting of short-range scattering in which the potential is…

The purpose of this paper is to investigate properties of self-exciting jump processes. We derive the Laplace transform of SDE driven self-exciting processes with independent, identically distributed jump sizes. By using this Laplace…

We study the local behavior of solutions of the stationary Schr\" od\-inger equation with singular potentials, establishing a local decomposition into a homogeneous harmonic polynomial and a lower order term. Combining a corollary to this…

We consider the Schr\"odinger operator $H_{\eta W} = -\Delta + \eta W$, self-adjoint in $L^2({\mathbb R}^d)$, $d \geq 1$. Here $\eta$ is a non constant almost periodic function, while $W$ decays slowly and regularly at infinity. We study…

Assume that $(X,d,\mu)$ is a metric space endowed with a non-negative Borel measure $\mu$ satisfying the doubling condition and the additional condition that $\mu(B(x,r))\gtrsim r^n$ for any $x\in X, \,r>0$ and some $n\geq1$. Let $L$ be a…

Based on the concept of self-decomposability, we extend some recent multivariate L\'evy models built using multivariate subordination with the aim of capturing situations in which a sudden event in one market is propagated onto related…