Related papers: On the Riemann-Hilbert factorization problem for p…

Suppose Xt is either a regular exponential type Levy process or a Levy process with a bounded variation jumps measure. The distribution of the extrema of Xt play a crucial role in many financial and actuarial problems. This article employs…

The solvability of the Riemann-Hilbert boundary value problem on the real line is described in the case when its matrix coefficient admits a Wiener-Hopf type factorization with bounded outer factors but rather general diagonal elements of…

The explicit form for the characteristic function of a stable distribution on the line is derived analytically by solving the associated functional equation and applying theory of regular variation, without appeal to the general…

We derive a criterium for the almost sure finiteness of perpetual integrals of \LL processes for a class of real functions including all continuous functions and for general one-dimensional L\'evy processes that drifts to plus infinity.…

We study a class of Riemann-Hilbert problems arising naturally in Donaldson-Thomas theory. In certain special cases we show that these problems have unique solutions which can be written explicitly as products of gamma functions. We briefly…

We consider matrix functions with certain invariance under inversion in the unit circle. If such a function satisfies a positivity assumption on the unit circle, then only zero partial indices appear in its Riemann-Hilbert (Wiener-Hopf)…

In [16], under mild conditions, a Wiener-Hopf type factorization is derived for the exponential functional of proper L\'evy processes. In this paper, we extend this factorization by relaxing a finite moment assumption as well as by…

We characterize the value function and the optimal stopping time for a large class of optimal stopping problems where the underlying process to be stopped is a fairly general Markov process. The main result is inspired by recent findings…

In this work we study a generalized nonlocal thermistor problem with fractional-order Riemann-Liouville derivative. Making use of fixed-point theory, we obtain existence and uniqueness of a positive solution.

A formal description of a functional analysis approach to the Riemann zeta-functional equation that provides in principle an infinity of different proofs based on work by the author on the existence of dilation-invariant unitary operators…

We study the Wiener--Hopf factorization and the distribution of extrema for general stable processes. By connecting the Wiener--Hopf factors with a certain elliptic-like function we are able to obtain many explicit and general results, such…

With view to applications, we establish a correspondence between two problems: (i) the problem of finding continuous positive definite extensions of functions $F$ which are defined on open bounded domains $\Omega$ in $\mathbb{R}$, on the…

The Riemann problem is studied in the case when the unknown function has nonisolated singularities, concentrated on the real axis. The problem is used for the factorization of functions, holomorphic outside of the unit circle and the real…

This paper provides a probabilistic approach to solve linear equations involving Caputo and Riemann-Liouville type derivatives. Using the probabilistic interpretation of these operators as the generators of interrupted Feller processes, we…

The area related to M. Liv\v{s}ic's characteristic matrix functions is too vast to be discussed in one paper and we selected for this article the problems which are close to our scientific interests. We discuss M.Liv\v{s}ic's results…

We establish a positivity property for a class of semilinear elliptic problems involving indefinite sublinear nonlinearities. Namely, we show that any nontrivial nonnegative solution is positive for a class of problems the strong maximum…

We present new criteria on the existence of fixed points that combine some monotonicity assumptions with the classical fixed point index theory. As an illustrative application, we use our theoretical results to prove the existence of…

For the Riemann zeta-function, we introduce a function such that it is a characteristic function of an infinitely divisible distribution on the real line if and only if the Riemann Hypothesis is true.

For a L\'evy process $\xi=(\xi_t)_{t\geq0}$ drifting to $-\infty$, we define the so-called exponential functional as follows \[{\rm{I}}_{\xi}=\int_0^{\infty}e^{\xi_t} dt.\] Under mild conditions on $\xi$, we show that the following…

We consider a family of variational regularization functionals for a generic inverse problem, where the data fidelity and regularization term are given by powers of a Hilbert norm and an absolutely one-homogeneous functional, respectively,…