Related papers: On Transience of L\'evy-Type Processes
In this paper we consider a reduction of a non-homogeneous linear system of first order operator equations to a totally reduced system. Obtained results are applied to Cauchy problem for linear differential systems with constant…
We consider some special classes of L\'evy processes with no gaussian component whose L\'evy measure is of the type $\pi(dx)=e^{\gamma x}\nu(e^x-1) dx$, where $\nu$ is the density of the stable L\'evy measure and $\gamma$ is a positive…
We present a class of L\'evy processes for modelling financial market fluctuations: Bilateral Gamma processes. Our starting point is to explore the properties of bilateral Gamma distributions, and then we turn to their associated L\'evy…
Let $V$ be a two sided random walk and let $X$ denote a real valued diffusion process with generator ${1/2}e^{V([x])}\frac{d}{dx}(e^{-V([x])}\frac{d}{dx})$. This process is known to be the continuous equivalent of the one dimensional random…
Transient processes in a third-order radiophysical flow system are studied and a map of the transient process duration versus initial conditions is constructed and analyzed. The results are compared to the arrangement of submanifolds of the…
We characterize various forms of positive dependence, such as association, positive supermodular association and dependence, and positive orthant dependence, for jump-Feller processes. Such jump processes can be studied through their…
We investigate the Schatten-class properties of pseudo-differential operators with the (revisted) method of Cordes and Kato. As symbol classes we use classes similar to those of Cordes in which the $L^{\infty}$% -conditions are replaced by…
We present several results on smoothness in $L_{p}$ sense of filtering densities under the Lipschitz continuity assumption on the coefficients of a partially observable diffusion processes. We obtain them by rewriting in divergence form…
In this paper, we study harmonic analysis on the affine Poincar\'e group $\mathcal{P}_{aff}$, which is a non-unimodular group, and obtain pseudo-differential operators with operator valued symbols. More precisely, we study the boundedness…
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…
In this paper we study the action of pseudo-differential operators acting on Gevrey spaces. We introduce classes of classical symbols with spatial Gevrey regularity. As the spatial Gevrey regularity of a symbol $p(\cdot,\xi)$ may depend on…
In the symbol space for differential operators, we discuss a scalar type for change of local coordinates, using vector valued distributions. In particular, we discuss P-convexity for hypoelliptic operators.
We provide a novel expression of the scale function for a L\'evy processes with negative phase-type jumps. It is in terms of a certain transition rate matrix which is explicit up to a single positive number. A monotone iterative scheme for…
We study the extremal processes through Feller semigroups theory from which it is possible to observe some parallelism with subordinators. Consequently, we observe that an extremal process possesses concepts analogous to those of Laplace…
What is the analogue of L\'evy processes for random surfaces? Motivated by scaling limits of random planar maps in random geometry, we introduce and study L\'evy looptrees and L\'evy maps. They are defined using excursions of general L\'evy…
We derive upper estimates of transition densities for Feller semigroups with jump intensities lighter than that of the rotation invariant stable Levy process
Motivated by remarkable properties of superfluid edge dislocations in solid Helium-4, we discuss a broad class of quantum systems -- boundaries in phase separated lattice states, magnetic domain walls, and ensembles of Luttinger liquids --…
Comb geometry, constituted of a backbone and fingers, is one of the most simple paradigm of a two dimensional structure, where anomalous diffusion can be realized in the framework of Markov processes. However, the intrinsic properties of…
Exponential functionals of L\'evy processes appear as stationary distributions of generalized Ornstein-Uhlenbeck (GOU) processes. In this paper we obtain the infinitesimal generator of the GOU process and show that it is a Feller process.…
For a (killed) spectrally negative L\'evy process we provide an analytic expression for the distribution of its overshoot over a fixed level in terms of the infinitesimal generator and the scale function of the process. Our identity…