Related papers: Trace estimates for unimodal L\'evy processes

In this paper we consider a time-continuous random walk in $\mathbb{Z}^d$ in a dynamical random environment with symmetric jump rates to nearest neighbours. We assume that these random conductances are stationary and ergodic and, moreover,…

Let $d\ge1$ and $0<\alpha<2$. Consider the integro-differential operator \[ \mathcal{L}f(x) =\int_{\mathbb{R}^{d}\backslash\{0\}}\left[f(x+h)-f(x)-\chi_{\alpha}(h)\nabla f(x)\cdot…

Assume a L\'evy process $X$ on the time interval $[0,1]$ that is an $L_2$-martingale and let $Y$ be either its stochastic exponential or $X$ itself. We consider Riemann-approximations of certain stochastic integrals driven by $Y$ and relate…

For a given bounded domain $\Omega$ with smooth boundary in a smooth Riemannian manifold $(\mathcal{M},g)$, we establish a procedure to get all the coefficients of the asymptotic expansion of the trace of the heat kernel associated with the…

On a smooth bounded domain \Omega \subset R^N we consider the Schr\"odinger operators -\Delta -V, with V being either the critical borderline potential V(x)=(N-2)^2/4 |x|^{-2} or V(x)=(1/4) dist (x,\partial\Omega)^{-2}, under Dirichlet…

The spectral heat content of a domain $\Omega\subset\mathbb{R}^d$ corresponding to a $d$-dimensional stochastic process $X=(X_t)_{t\ge 0}$ is defined as \[Q^{X}_\Omega(t)=\int_{\mathbb{R}^d} \mathbb{P}_x(\tau^X_\Omega>t)dx,\] where…

We revisit the problem of obtaining uniform gradient estimates for Dirichlet and Neumann heat semigroups on Riemannian manifolds with boundary. As applications, we obtain isoperimetric inequalities, using Ledoux's argument, and uniform…

Process convolutions yield random fields with flexible marginal distributions and dependence beyond Gaussianity, but statistical inference is often hampered by a lack of closed-form marginal distributions, and simulation-based inference may…

By using lower bound conditions of the L\'evy measure, derivative formulae and Harnack inequalities are derived for linear stochastic differential equations driven by L\'evy processes. As applications, explicit gradient estimates and heat…

For a given bounded domain $\Omega$ with smooth boundary in a smooth Riemannian manifold $(\mathcal{M},g)$, we show that the Poisson type upper-estimate of the heat kernel associated to the Dirichlet-to-Neumann operator, the Sobolev trace…

We present on-diagonal heat kernel estimates and quantitative homogenization statements for the one-dimensional Bouchaud trap model. The heat kernel estimates are obtained using standard techniques, with key inputs coming from a careful…

The trace of a Markov process is the time changed process of the original process on the support of the Revuz measure used in the time change. In this paper, we will concentrate on the reflecting Brownian motions on certain closed strips.…

We study the heat trace for both the drifting Laplacian as well as Schr\"odinger operators on compact Riemannian manifolds. In the case of a finite regularity potential or weight function, we prove the existence of a partial (six term)…

Single diffraction processes was usually treated in the triple-reggeon framework, but this formalism is inconsistent with CDF data. In this paper we show, that multipomeron quasi-eikonal model gives agreement with these data. Cross-section…

We survey some results on Lipschitz and Schauder regularity estimates for viscous Hamilton--Jacobi equations with subcritical L\'evy diffusions. The Schauder estimates, along with existence of smooth solutions, are obtained with the help of…

Motivated by some recent potential theoretic results on subordinate killed L\'evy processes in open subsets of the Euclidean space, we study processes in an open set $D\subset {\mathbb R}^d$ defined via Dirichlet forms with jump kernels of…

We consider the problem of estimating the fractional order of a L\'{e}vy process from low frequency historical and options data. An estimation methodology is developed which allows us to treat both estimation and calibration problems in a…

Scaling properties of time series are usually studied in terms of the scaling laws of empirical moments, which are the time average estimates of moments of the dynamic variable. Nonlinearities in the scaling function of empirical moments…

In the paper we consider the Bessel differential operator L^(\mu)=\dfrac{d^2}{dx^2}+\dfrac{2\mu+1}{x}\dfrac{d}{dx} in half-line (a,\infty), a>0, and its Dirichlet heat kernel p_a^(\mu)(t,x,y). For \mu=0, by combining analytical and…

In this paper, we employ probabilistic techniques to derive sharp, explicit two-sided estimates for the heat kernel of the nonlocal kinetic operator $$ \Delta^{\alpha/2}_v + v \cdot \nabla_x, \quad \alpha \in (0, 2),\ (x,v)\in {\mathbb…