Related papers: Kato classes for L\'evy processes
Suppose that $X$ be a nonempty set. Denote by $\mathcal{T}(X)$ the full transformation semigroup on $X$. For $\varnothing \neq Z\subseteq Y\subseteq X$, let $\mathcal{T}(X,Y,Z)=\{\alpha \in \mathcal{T}(X): Y\alpha \subseteq Z \}$. Then…
We analyze how the interaction between local and nonlocal dispersions, combined with different types of nonlinearities, influences the smoothing effects of solutions. To achieve this goal, we consider a model that generalizes the KdV and…
A new class of fractional-order stochastic evolution equations of the form $(\partial_t + A)^\gamma X(t) = \dot{W}^Q(t)$, $t\in[0,T]$, $\gamma \in (0,\infty)$, is introduced, where $-A$ generates a $C_0$-semigroup on a separable Hilbert…
We prove several results on the behavior near t=0 of $Y_t^{-t}$ for certain $(0,\infty)$-valued stochastic processes $(Y_t)_{t>0}$. In particular, we show for L\'{e}vy subordinators that the Pareto law on $[1,\infty)$ is the only possible…
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…
A class K of structures is controlled if, for all cardinals lambda, the relation of L_{infty,lambda}-equivalence partitions K into a set of equivalence classes (as opposed to a proper class). We prove that the class of doubly transitive…
Several long-time limit theorems of one-dimensional L\'{e}vy processes weighted and normalized by functions of the local time are studied. The long-time limits are taken via certain families of random times, called clocks: exponential…
The subject of this Master 2 thesis is the study of the Andr\'e-Chudnovsky-Katz theorem on the structure of the solution of the nonzero differential equation of minimal order with coefficients in $\overline{\mathbb{Q}}(z)$ satisfied by a…
We present a satisfactory definition of the important class of L\'evy processes indexed by a general collection of sets. We use a new definition for increment stationarity of set-indexed processes to obtain different characterizations of…
The Kato square root problem for divergence form elliptic operators with potential $V : \mathbb{R}^{n} \rightarrow \mathbb{C}$ is the equivalence statement $\left\Vert (L + V)^{\frac{1}{2}} u\right\Vert_{2} \simeq \left\Vert \nabla u…
A simple axiomatic characterization of the noncommutative Ito algebra is given and a pseudo-Euclidean fundamental representation for such algebra is described. It is proved that every quotient Ito algebra has a faithful representation in a…
We show that it is possible to still use semiclassical gravity together with quantum field theory beyond the regimes where the field state is coherent. In particular, we identify families of cat states (superposition of…
We generalize the Davenport transform and use it to prove that, for a (possibly non-commutative) cancellative semigroup $\mathbb A = (A, +)$ and non-empty subsets $X,Y$ of $A$ such that the subsemigroup generated by $Y$ is commutative, we…
The class of Levy processes for which overshoots are almost surely constant quantities is precisely characterized.
Classical results for exchangeable systems of random variables are extended to multi-class systems satisfying a natural partial exchangeability assumption. It is proved that the conditional law of a finite multi-class system, given the…
When is it possible to interpret a given Markov process as a L\'evy-like process? Since the class of L\'evy processes can be defined by the relation between transition probabilities and convolutions, the answer to this question lies in the…
Consider a one dimensional critical branching L\'{e}vy process $((Z_t)_{t\geq 0}, \mathbb {P}_x)$. Assume that the offspring distribution either has finite second moment or belongs to the domain of attraction to some $\alpha$-stable…
We obtain a representation of an inhomogeneous Levy process in a Lie group or a homogeneous space in terms of a drift, a matrix function and a measure function. Because the stochastic continuity is not assumed, our result generalizes the…
On a compact connected group $G$, consider the infinitesimal generator $-L$ of a central symmetric Gaussian convolution semigroup $(\mu_t)_{t>0}$. We establish several regularity results of the solution to the Poisson equation $LU=F$, both…
We carry out group analysis of a class of generalized fifth-order Korteweg-de Vries equations with time dependent coefficients. Admissible transformations, Lie symmetries and similarity reductions of equations from the class are classified…