Related papers: Multiple points of operator semistable L\'evy proc…

The aim of this note is to give the boundedness conditions for Hausdorff operators on Hardy spaces $H^{1}$ with the norm defined via $(1,q)$ atoms over homogeneous spaces of Lie groups with doubling property and to apply results we obtain…

A general concept of a Hausdorff-type operator that absorbs all types of operators bearing the name `` Hausdorff operator'' and many others is considered. The characteristic features of this concept are the consideration of kernels…

We consider a polyharmonic operator $H=(-\Delta)^l+V(\x)$ in dimension two with $l\geq 2$, $l$ being an integer, and a quasi-periodic potential $V(\x)$. We prove that the spectrum of $H$ contains a semiaxis and there is a family of…

In this work we investigate the long-time behavior, that is the existence and characterization of invariant measures as well as convergence of transition probabilities, for Markov processes obtained as the unique mild solution to stochastic…

Getoor's conjecture that essentially all Levy processes satisfy (H) is a long-standing open problem in potential theory. In the beginning of the paper, we summarize the main results obtained so far for the problem. Then, we present two new…

We consider an infinite extension $K$ of a local field of zero characteristic which is a union of an increasing sequence of finite extensions. $K$ is equipped with an inductive limit topology; its conjugate $\bar{K}$ is a completion of $K$…

Kuznetsov et al. (2011) and Kuznetsov and Pardo (2013) introduced the family of Hypergeometric L\'evy processes. They appear naturally in the study of fluctuations of stable processes when one analyses stable processes through the theory of…

In this paper we consider the existence of weakly c\`adl\`ag versions of a solution to a linear equation in a Hilbert space $H$, driven by a Levy process taking values in a Hilbert space $U$. In particular we are interested in diagonal type…

Using three hypergeometric identities, we evaluate the harmonic measure of a finite interval and of its complementary for a strictly stable real L{\'e}vy process. This gives a simple and unified proof of several results in the literature,…

We use the recently-developed multiparameter theory of additive Levy processes to establish novel connections between an arbitrary Levy process $X$ in $\mathbf{R}^d$, and a new class of energy forms and their corresponding capacities. We…

Let $a(x,\xi)$ be a real H\"ormander symbol of the type $S_{0,0}^0(\mathbb{R}^{d}\times \mathbb{R}^d)$, let $F$ be a smooth function with all its derivatives globally bounded, and let $K_\delta$ be the self-adjoint Weyl quantization of the…

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 show that the hitting times for points of real $\alpha-$stable L\'evy processes ($1<\alpha\le 2$) are unimodal random variables. The argument relies on strong unimodality and several recent multiplicative identities in law. In the…

The goal of the paper is to investigate the dynamics of the eigenvalues of the Sturm-Liouville operator with summable PT-symmetric potential on the finite interval. It turns out that the case of a complex Airy operator presents an exactly…

We prove a ''dimension expansion'' version of the Elekes-R\'onyai theorem for trivariate real analytic functions: If $f$ is a trivariate real analytic function, then $f$ is either locally of the form $g(h(x)+k(y)+l(z))$, or the following is…

The work concerns multivalued McKean-Vlasov stochastic differential equations. First of all, we prove the existence and uniqueness of strong solutions for multivalued McKean-Vlasov stochastic differential equations with non-Lipschitz…

In this paper, we shall introduce the Tanaka formula from viewpoint of the Doob-Meyer decomposition. For symmetric L\'evy processes, if the local time exists, Salminen and Yor (2007) obtained the Tanaka formula by using the potential…

In this paper, we prove the pointwise convergence and the rate of pointwise convergence for a family of singular integral operators in two-dimensional setting in the following form: \begin{equation*} L_{\lambda }\left( f;x,y\right)…

Existence and stability properties are studied for Hawkes process, i.e. point process $S$ that has long-memory and intensity $r(t)=\lambda \big(g_0(t)+ \sum_{\tau<t, \tau \in S} h(t-\tau) \big)$. The approach to Hawkes process presented in…

We consider the complex solvable non-commutative two dimensional Lie algebra $L$, $L=<y>\oplus <x>$, with Lie bracket $[x,y]=y$, as linear bounded operators acting on a complex Hilbert space $H$. Under the assumption $R(y)$ closed, we…