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Related papers: Kato classes for L\'evy processes

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Given a free additive convolution semigroup $\left(\mu_t\right)_{t\geq 0}$ and a probability measure $\nu$ on $\mathbb{R}$, we find the necessary and sufficient conditions for the process $\mu_t \boxplus \nu$ to be Lebesgue absolutely…

Probability · Mathematics 2022-03-02 Hao-Wei Huang , Jiun-Chau Wang

In this paper we study the Kato' inequality on locally finite graph. We also study the application of Kato inequality to Ginzburg-Landau equations on such graphs. Interesting properties of Schrodinger equation and a Liouville type theorem…

Analysis of PDEs · Mathematics 2011-04-15 Li Ma , Xiangyang Wang

We study implications and consequences of well-posed solutions of Cauchy problems of a Novikov equation describing pseudospherical surfaces. We show that if the co-frame of dual one-forms satisfies certain conditions for a given periodic…

Differential Geometry · Mathematics 2024-10-10 Nilay Duruk Mutlubas , Igor Leite Freire

We consider the Kato square root problem for non-divergence second order elliptic operators $L =- a_{ij} D_iD_j$, and, especially, the normalized adjoints of such operators. In particular, our results are applicable to the case of real…

Analysis of PDEs · Mathematics 2023-10-06 Luis Escauriaza , Pablo Hidalgo-Palencia , Steve Hofmann

It is known that the transition probabilities of a solution to a classical It\^o stochastic differential equation (SDE) satisfy in the weak sense the associated Kolmogorov equation. The Kolmogorov equation is a partial differential equation…

Probability · Mathematics 2010-06-24 Marjorie G. Hahn , Kei Kobayashi , Sabir Umarov

We studied a new notion of generalized convex functions called $e$-quasi\-con\-ve\-xi\-ty, which encompasses both quasiconvex and $e$-convex functions, including all Lipschitz functions. By extending the standard properties of quasiconvex…

Optimization and Control · Mathematics 2026-02-16 M. H. Alizadeh , F. Lara

We prove that a positive self-similar Markov process $(X,\mathbb{P})$ that hits 0 in a finite time admits a self-similar recurrent extension that leaves 0 continuously if and only if the underlying L\'{e}vy process satisfies Cram\'{e}r's…

Probability · Mathematics 2009-09-29 Víctor Rivero

Essential properties of semiclassical approximation for quantum mechanics are viewed as axioms of an abstract semiclassical mechanics. Its symmetry properties are discussed. Semiclassical systems being invariant under Lie groups are…

Mathematical Physics · Physics 2009-11-07 Oleg Yu. Shvedov

The one dimensional distribution of a L\'{e}vy process is not known in general even though its characteristic function is given by the famous L\'{e}vy-Khinchine theorem. This article gives an exact series representation for the one…

Probability · Mathematics 2008-09-15 Heikki J. Tikanmäki

Subject of the paper deals with the perturbation theory of linear operators acting in Hilbert space. For a certain class of perturbations the question is considered about existence of transformation operators implementing linear similarity…

Functional Analysis · Mathematics 2017-11-08 S. A. Stepin

We study absolute-continuity properties of a class of stochastic processes, including the gamma and the Dirichlet processes. We prove that the laws of a general class of non-linear transformations of such processes are locally equivalent to…

Probability · Mathematics 2007-06-21 Max-K. Von Renesse , Marc Yor , Lorenzo Zambotti

This work explores the structure of Poincare-Lindstedt perturbation series in Deprit operator formalism and establishes its connection to Kato resolvent expansion. A discussion of invariant definitions for averaging and integrating…

Dynamical Systems · Mathematics 2015-04-09 Andrey Nikolaev

We use spectral projections of time operator in the Liouville space for simple quantum scattering systems in order to define a space of unstable particle states evolving under a contractive semi-group. This space includes purely…

Quantum Physics · Physics 2007-05-23 Maurice Courbage

Takeda-Yano determined the limit of L\'{e}vy processes conditioned to avoid zero via various random clocks in terms of Doob's $h$-transform, where the limit processes may differ according to the choice of random clocks. The purpose of this…

Probability · Mathematics 2024-06-18 Shosei Takeda

We study Cauchy problems associated to elliptic operators acting on vector-valued functions and coupled up to the first-order. We prove pointwise estimates for the spatial derivatives of the semigroup associated to these problems in the…

Analysis of PDEs · Mathematics 2024-12-31 Luciana Angluli , Simone Ferrari , Luca Lorenzi

We present a relatively simple and mostly elementary proof of the L\'evy--Khintchine formula for subordinators. The main idea is to study the Poisson process time-changed by the subordinator. The technical tools used are conditional…

Probability · Mathematics 2023-03-30 Yuri Yakubovich

We provide a new perturbation theorem for substochastic semigroups on abstract AL spaces extending Kato's perturbation theorem to non-densely defined operators. We show how it can be applied to piecewise deterministic Markov processes and…

Functional Analysis · Mathematics 2020-12-01 Marta Tyran-Kamińska

We establish a novel characterisation of the law of the convex minorant of any L\'evy process. Our self-contained elementary proof is based on the analysis of piecewise linear convex functions and requires only very basic properties of…

Probability · Mathematics 2022-07-06 Jorge Ignacio González Cázares , Aleksandar Mijatović

When we are interested in the long-term behaviour of solutions to linear evolution equations, a large variety of techniques from the theory of $C_0$-semigroups is at our disposal. However, if we consider for instance parabolic equations…

Analysis of PDEs · Mathematics 2020-11-25 Alexander Dobrick , Jochen Glück

We consider a new family of $\R^d$-valued L\'{e}vy processes that we call Lamperti stable. One of the advantages of this class is that the law of many related functionals can be computed explicitely (see for instance \cite{cc}, \cite{ckp},…

Probability · Mathematics 2008-03-06 M. E. Caballero , J. C. Pardo , J. L. Pérez