Related papers: On the L\'evy-Khinchin decomposition of generating…
The existence of decompositions of the nonlinear integrable systems not only permits us to establish so-called linear superposition solutions but also to derive new nonlinear integrable coupled systems. Restricting our attention to the…
We study a new class of so-called quasi-infinitely divisible laws, which is a wide natural extension of the well known class of infinitely divisible laws through the L\'evy--Khinchine type representations. We are interested in criteria of…
Conditions are given, sufficient for the distribution of an Ornstein-Uhlenbeck process with L\'evy noise to be absolutely continuous or to possess a smooth density. For the processes with non-degenerate drift coefficient, these conditions…
In this note we prove some sufficient conditions for ergodicity of a Levy-type process, such that on the test functions the generator of the respective semigroup is of the form $$ Lf(x) = a(x)f'(x) + \int_{\mathbb{R}}{ \left( f(x+u)-f(x)-…
Pati (Physics Letters A, 2000) derived a sufficient condition for the existence of Schmidt decomposition in tripartite Hilbert spaces. In this paper, we show that the condition is erroneous by demonstrating some counter-examples. Moreover,…
For a general free L\'evy process, we prove the existence of its higher variation processes as limits in distribution, and identify the limits in terms of the L\'evy-It\^o representation of the original process. For a general free compound…
We prove that the definitions of the Kato class by the semigroup and by the resolvent of the L\'{e}vy process on $\mathbb{R}^d$ coincide if and only if 0 is not regular for {0}. If 0 is regular for {0} then we describe both classes in…
In this article we study a class of stochastic functional differential equations driven by L\'{e}vy processes (in particular, $\alpha$-stable processes), and obtain the existence and uniqueness of Markov solutions in small time intervals.…
It is known that in many cases distributions of exponential integrals of Levy processes are infinitely divisible and in some cases they are also selfdecomposable. In this paper, we give some sufficient conditions under which distributions…
The main goal of this paper is to show that if a real valued function defined on a groupoid satisfies a certain Levi--Civita-type functional equation, then it also fulfills a Cauchy--Schwarz-type functional inequality. In particular, if the…
In the article the necessary and sufficient conditions for a representation of Lipschitz function of two variables as a difference of two convex functions are formulated. An algorithm of this representation is given. The outcome of this…
We give necessary integral conditions and sufficient ones for the existence of a general concept of $\mu$-dichotomy for evolution operators defined on the half-line which includes as particular cases the well-known concepts of nonuniform…
The celebrated L\'evy--Khintchine theorem is a fundamental limiting law that describes the growth rate of the denominators of the convergents in the continued fraction expansion of a Lebesgue-typical real number. In a recent breakthrough,…
We give a sufficient combinatorial condition for the non-negativity of the coefficients of polynomial quotients of products of $q$-integers, also known as cyclotomic generating functions (CGFs). This slightly extends work by Iano-Fletcher,…
We show that a conditional characteristic function of generalized L\'evy stochastic areas can be viewed as a product a selfdecomposable distribution (i.e., L\'evy class L distribution) and its background driving characteristic function.…
Our aim in this paper is to prove, under some growth conditions on the datas, the solvability in a Gevrey class of a polynomially nonlinear functional differential equation.
A necessary and sufficient condition is given for a subshift presentation to have a continuous $g$-function. An invariant necessary and sufficient condition is formulated for a subshift to posses a presentation that has a continuous…
A function group is a finitely generated Kleinian group with an invariant connected component of its region of discontinuity. An extended function group is a finitely generated extended Kleinian group that contains orientation reversing…
We consider decompositions of processes of the form $Y=f(t,X_t)$ where $X$ is a semimartingale. The function $f$ is not required to be differentiable, so It\^{o}'s lemma does not apply. In the case where $f(t,x)$ is independent of $t$, it…
We establish an existence result for a problem set in the whole Euclidean space involving the Grushin operator and featuring a critical term perturbed by a singular, convective reaction. Our approach combines variational methods, truncation…