Related papers: The quenched asymptotics for nonlocal Schr\"odinge…
We establish explicit quenched asymptotics for pure-jump symmetric L\'evy processes in general Poissonian potentials, which is closely related to large time asymptotic behavior of solutions to the nonlocal parabolic Anderson problem with…
Let $B_s$ be a $d$-dimensional Brownian motion and $\omega(dx)$ be an independent Poisson field on $\mathbb{R}^d$. The almost sure asymptotics for the logarithmic moment generating function [\log\math…
For a continuous-time random walk $X=\{X_t,t\ge 0\}$ (in general non-Markov), we study the asymptotic behavior, as $t\rightarrow \infty$, of the normalized additive functional $c_t\int_0^{t} f(X_s)ds$, $t\ge 0$. Similarly to the Markov…
Let $B_s$ be a three dimensional Brownian motion and $\omega(dx)$ be an independent Poisson field on $\mathbb{R}^3$. It is proved that for any $t>0$, conditionally on $\omega(\cdot)$, \label{*} \mathbb{E}_0 \exp\{\theta \int_0^t…
Consider compound Poisson processes with negative drift and no negative jumps, which converge to some spectrally positive L\'evy process with non-zero L\'evy measure. In this paper we study the asymptotic behavior of the local time process,…
Let $X_t^\sharp$ be a multivariate process of the form $X_t =Y_t - Z_t$, $X_0=x$, killed at some terminal time $T$, where $Y_t$ is a Markov process having only jumps of the length smaller than $\delta$, and $Z_t$ is a compound Poisson…
In this paper, we are going to investigate Cauchy problem for nonlocal nonlinear Schr\"odinger equation with the initial potential $q_0(x)$ in weighted sobolev space $H^{1,1}(\mathbb{R})$, \begin{align*} iq_t(x,t)&+q_{xx}(x,t)+2\sigma…
In this paper, we study the long-term asymptotics for the quenched moment \[\mathbb{E}_x\exp \biggl\{\int_0^tV(B_s)\,ds\biggr\}\] consisting of a $d$-dimensional Brownian motion $\{B_s;s\ge 0\}$ and a generalized Gaussian field $V$. The…
The asymptotic behaviors of the integrated density of states $N(\lambda)$ of Schr\"odinger operators with nonpositive potentials associated with Gibbs point processes are studied. It is shown that for some Gibbs point processes, the leading…
Motivated by the study of the directed polymer model with mobile Poissonian traps or catalysts and the stochastic parabolic Anderson model with time dependent potential, we investigate the asymptotic behavior of…
We study the spatial decay of eigenfunctions of non-local Schr\"odinger operators whose kinetic terms are generators of symmetric jump-paring L\'evy processes with Kato-class potentials decaying at infinity. This class of processes has the…
We consider the 1d Schr\"odinger operators with random decaying potentials where the spectrum is pure point(sub-critical case). We show that the point process composed of the rescaled eivenvalues, together with those zero points of the…
The main result of the paper is the existence of a solution of the nonlinear Schr\"odinger equation with a \levy noise with infinite activity. To be more precise, let $A=\Delta$ be the Laplace operator with $D(A)=\{ u\in L ^2 (\mathbb{R}…
For branching processes, the generating functions for limit distributions of so-called ratios of probabilities of rare events satisfy the Schr\"oder-type integral-functional equations. Excepting limited special cases, the corresponding…
We consider the two dimensional Schr\"odinger equation with time dependent delta potential, which represents a model for the dynamics of a quantum particle subject to a point interaction whose strength varies in time. First, we prove global…
Consider a Schr\"odinger operator on an asymptotically Euclidean manifold $X$ of dimension at least two, and suppose that the potential is of attractive Coulomb-like type. Using Vasy's second 2nd-microlocal approach, "the Lagrangian…
We study the asymptotic behaviour of the probability that a stochastic process $(Z_t)_{t \geq 0}$ does not exceed a constant barrier up to time $T$ (the so called survival probability) when Z is the composition of two independent processes…
We consider the problem of understanding the basic features displayed by quantum systems described by parametric oscillators whose time-dependent frequency parameter $\omega(t)$ varies continuously during evolution so to realise quenching…
We consider solutions of the defocusing nonlinear Schr\"odinger equation in the quarter plane whose Dirichlet boundary data approach a single exponential $\alpha e^{i\omega t}$ as $t \to \infty$. In order to determine the long time…
In this paper, we consider an ergodic Ornstein-Uhlenbeck process with jumps driven by a Brownian motion and a compensated Poisson process, whose drift and diffusion coefficients as well as its jump intensity depend on unknown parameters.…