Related papers: Kato classes for L\'evy processes
We reveal new aspects of the structure of Hilbert space $C_0$-semigroups $\mathcal T = (T(t))_{t\ge 0}$ similar to semigroups of contractions. In particular, we prove that $\mathcal T$ is similar to a semigroup of contractions if and only…
We develop and describe continuous and discrete transforms of class functions on a compact semisimple, but not simple, Lie group $G$ as their expansions into series of special functions that are invariant under the action of the even…
The important application of semi-static hedging in financial markets naturally leads to the notion of quasi self-dual processes. The focus of our study is to give new characterizations of quasi self-duality for exponential L\'evy processes…
Small-space and large-time estimates and asymptotic expansion of the distribution function and (the derivatives of) the density function of hitting times of points for symmetric L\'evy processes are studied. The L\'evy measure is assumed to…
An intriguing feature of positive $C_0$-semigroups on function spaces (or more generally on Banach lattices) is that their long-time behaviour is much easier to describe than it is for general semigroups. In particular, the convergence of…
We define equivariant semiprojectivity for C*-algebras equipped with actions of compact groups. We prove that the following examples are equivariantly semiprojective: arbitrary finite dimensional C*-algebras with arbitrary actions of…
We study a class of parabolic quasilinear systems, in which the diffusion matrix is not uniformly elliptic, but satisfies a Petrovskii condition of positivity of the real part of the eigenvalues. Local well-posedness is known since the work…
The emergent semiclassical time approach to resolving the problem of time in quantum gravity involves heavy slow degrees of freedom providing via an approximately Hamilton-Jacobi equation an approximate timestandard with respect to which…
In this paper we introduce a new class of L\'evy processes which we call hypergeometric-stable L\'evy processes, because they are obtained from symmetric stable processes through several transformations and where the Gauss hypergeometric…
We investigate nonlinear stochastic Volterra equations in space and time that are driven by L\'evy bases. Under a Lipschitz condition on the nonlinear term, we give existence and uniqueness criteria in weighted function spaces that depend…
We present sufficient conditions for the transience and the existence of local times of a Feller process, and the ultracontractivity of the associated Feller semigroup; these conditions are sharp for L\'{e}vy processes. The proof uses a…
The well-known Batty's theorem states that if a $C_0$-semigroup $T(t)$ is bounded and the spectrum of the generator $A$ is contained in the open left-half plane of $\mathbb{C}$, then $\|T(t)A^{-1}\|$ tends to $0$. This can be thought of as…
We provide asymptotic results and develop high frequency statistical procedures for time-changed L\'evy processes sampled at random instants. The sampling times are given by first hitting times of symmetric barriers whose distance with…
In this paper, we establish the existence of moments and moment estimates for L\'evy-type processes. We discuss whether the existence of moments is a time dependent distributional property, give sufficient conditions for the existence of…
We consider a class of fully nonlinear integro-differential operators where the nonlocal integral has two components: the non-degenerate one corresponds to the $\alpha$-stable operator and the second one (possibly degenerate) corresponds to…
The purpose of this paper is to provide tools for analyzing the compactness of sequences in Sobolev spaces, in particular if the sequence gets mapped onto a compact set by some nonlinear operator. Here, our focus lies on a very general…
We study the small deviation problem $\log\mathbb{P}(\sup_{t\in[0,1]}|X_t|\leq\varepsilon)$, as $\varepsilon\to0$, for general L\'{e}vy processes $X$. The techniques enable us to determine the asymptotic rate for general real-valued…
We consider the Kato-Ponce type inequality for bilinear pseudo-differential operators with $S_{0,0}$-type symbols in the scale of Besov spaces. In particular, the borderline whether the boundedness of those operators holds or not is…
We show here that the $\Lambda$ and V configurations of three-level atomic systems, while they have recently been shown to be equivalent for many important physical quantities when driven with classical fields [M. B. Plenio, Phys. Rev. A…
We introduce a bivariant version of the Cuntz semigroup as equivalence classes of order zero maps generalizing the ordinary Cuntz semigroup. The theory has many properties formally analogous to KK-theory including a composition product. We…