Related papers: Pseudo-differential operators and related additive…
L\'evy stochastic processes, with noise distributed according to a L\'evy stable distribution, are ubiquitous in science. Focusing on the case of a particle trapped in an external harmonic potential, we address the problem of finding…
We study nonlinear elliptic equations for operators corresponding to non-stable L\'evy diffusions. We include a sum of fractional Laplacians of different orders. Such operators are infinitesimal generators of non-stable (i.e., non…
Starting from the forward and backward infinitesimal generators of bilateral, time-homogeneous Markov processes, the self-adjoint Hamiltonians of the generalized Schroedinger equations are first introduced by means of suitable Doob…
A time and space inhomogeneous Markov process is a Feller evolution process, if the corresponding evolution system on the continuous functions vanishing at infinity is strongly continuous. We discuss generators of such systems and show that…
We propose a scheme to deal with certain time-dependent non-Hermitian Hamiltonian operators $H(t)$ that generate a real phase in their time-evolution. This involves the use of invariant operators $I_{PH}(t)$ that are pseudo-Hermitian with…
First, we present some results about the H\"older continuity of the sample paths of so called dilatively stable processes which are certain infinitely divisible processes having a more general scaling property than self-similarity. As a…
We consider divergence form elliptic operators in dimension $n\geq 2$ with $L^\infty$ coefficients. Although solutions of these operators are only H\"{o}lder continuous, we show that they are differentiable ($C^{1,\alpha}$) with respect to…
We introduce a non-homogeneous fractional Poisson process by replacing the time variable in the fractional Poisson process of renewal type with an appropriate function of time. We characterize the resulting process by deriving its non-local…
We consider global pseudodifferential operators on symmetric spaces of noncompact type, defined using spherical functions. The associated symbols have a natural probabilistic form that extend the notion of the characteristic exponent…
We study dynamical reversibility in stationary stochastic processes from an information theoretic perspective. Extending earlier work on the reversibility of Markov chains, we focus on finitary processes with arbitrarily long conditional…
It is known that the transition probabilities of a solution to a classical It\^o stochastic differential equation (SDE) satisfy in the weak sense the associated Kolmogorov equation. The Kolmogorov equation is a partial differential equation…
Dynamic heterogeneity has often been modeled by assuming that a single-particle observable, fluctuating at a molecular scale, is influenced by its coupling to environmental variables fluctuating on a second, perhaps slower, time scale.…
We consider an elliptic differential operator $A_\varepsilon = - \frac{d}{dx} g(x/\varepsilon) \frac{d}{dx} + \varepsilon^{-2} V(x/\varepsilon)$, $\varepsilon > 0$, with periodic coefficients acting in $L_2(\mathbb{R})$. For the…
We consider high frequency samples from ergodic L\'evy driven stochastic differential equation (SDE) with drift coefficient $a(x,\alpha)$ and scale coefficient $c(x,\gamma)$ involving unknown parameters $\alpha$ and $\gamma$. We suppose…
In this article, we propose a spectral method for a class of multivariate inhomogeneous spatial point processes, namely the second-order intensity reweighted stationary processes. A key ingredient of our approach is utilizing the asymptotic…
The covariance of a stationary process $X$ is diagonalized by a Fourier transform. It does not take into account the complex Fourier phase and defines Gaussian maximum entropy models. We introduce a general family of phase harmonic…
We suggest a new concept of functional-differential operators with constant delay on geometrical graphs that involves {\it global} delay parameter. Differential operators on graphs model various processes in many areas of science and…
We compare two definitions of multistable L\'evy motions. Such processes are extensions of classical L\'evy motion where the stability index is allowed to vary in time. We show that the two multistable L\'evy motions have distinct…
We consider the non-local operator of variable order as follows $$Lf(x)= \int_{\R^d\setminus\{0\}}\big(f(x+z)-f(x)-\<\nabla f(x),z\> \I_{\{|z|\le 1\}}\big)\frac{n(x,z)}{|z|^{d+\alpha(x)}}\,dz.$$ Under mild conditions on $\alpha(x)$ and…
A time-varying empirical spectral process indexed by classes of functions is defined for locally stationary time series. We derive weak convergence in a function space, and prove a maximal exponential inequality and a…