Related papers: Heat content for convolution semigroups
We consider the problem of determining the L\'evy exponent in a L\'evy model for asset prices given the price data of derivatives. The model, formulated under the real-world measure $\mathbb P$, consists of a pricing kernel…
Quantum Monte Carlo results for the specific heat c of the two dimensional Hubbard model are presented. At half-filling it was observed that $c \sim T^2$ at very low temperatures. Two distinct features were also identified: a low…
We consider a quantum generalization of the classical heat equation, and study contractivity properties of its associated semigroup. We prove a Nash inequality and a logarithmic Sobolev inequality. The former leads to an ultracontractivity…
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 estimate the heat conducted by a cluster of many small cavities. We show that the dominating heat is a sum, over the number of the cavities, of the heats generated by each cavity after interacting with each other. This interaction is…
For Riemannian symmetric spaces $X=G/K$ of noncompact type, we show that for all left $K$-invariant $f\in L^1(X)$, the functions $\|h_t\|_{L^p(X)}^{-1}(f\ast h_t-M_p(f)h_t)$ (with $h_t$ being the heat kernel of $X$) converges to zero in…
We study the law of a hypoelliptic Brownian motion on an infinite-dimensional Heisenberg group based on an abstract Wiener space. We show that the endpoint distribution, which can be seen as a heat kernel measure, is absolutely continuous…
In this article, the problem of semi-parametric inference on the parameters of a multidimensional L\'{e}vy process $L_t$ with independent components based on the low-frequency observations of the corresponding time-changed L\'{e}vy process…
We study the heat flow from an open, bounded set $D$ in $\R^2$ with a polygonal boundary $\partial D$. The initial condition is the indicator function of $D$. A Dirichlet $0$ boundary condition has been imposed on some but not all of the…
We prove the asymptotic formulas for the transition densities of isotropic unimodal convolution semigroups of probability measures on $\mathbb{R}^d$ under the assumption that its L\'{e}vy--Khintchine exponent is regularly varying of index…
Nearly all experimental observations of quasi-ballistic heat flow are interpreted using Fourier theory with modified thermal conductivity. Detailed Boltzmann transport equation (BTE) analysis, however, reveals that the quasi-ballistic…
We develop a nonperturbative technique in field theory to study properties of infinite nuclear matter at zero temperature as well as at finite temperatures. Here we dress the nuclear matter with off-mass shell pions. The techniques of…
We analyse certain degenerate infinite dimensional sub-elliptic generators, and obtain estimates on the long-time behaviour of the corresponding Markov semigroups that describe a certain model of heat conduction. In particular, we establish…
A microscopic model of interacting oscillators, which admits two conserved quantities, volume, and energy, is investigated. We begin with a system driven by a general nonlinear potential under high-temperature regime by taking the inverse…
The Debye-H\"uckel theory describes rigorously the thermal equilibrium of classical Coulomb fluids in the high-temperature $\beta\to 0$ regime ($\beta$ denotes the inverse temperature). It is generally believed that the Debye-H\"uckel…
In this paper, we investigate ergodicity in total variation of the process $X_t$, related to a L\'evy-driven stochastic differential equation with unbounded coefficients, and describe the speed of convergence to the respective invariant…
We show that, on a complete, connected and non-compact Riemannian manifold of non-negative Ricci curvature, the solution to the heat equation with $L^{1}$ initial data behaves asymptotically as the mass times the heat kernel. In contrast to…
We examine the almost-sure asymptotics of the solution to the stochastic heat equation driven by a L\'evy space-time white noise. When a spatial point is fixed and time tends to infinity, we show that the solution develops unusually high…
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…
In this paper we consider the heat semigroup $\{W_t\}_{t>0}$ defined by the combinatorial Laplacian and two subordinated families of $\{W_t\}_{t>0}$ on homogeneous trees $X$. We characterize the weights $u$ on $X$ for which the pointwise…