Related papers: Stable L\'evy processes in a cone
A subdiffusion problem in which the diffusion term is related to a stable stochastic process is introduced. Linear models of these systems have been studied in a general way, but non-linear models require a more specific analysis. The model…
A Markov Additive Process is a bi-variate Markov process $(\xi,J)=\big((\xi_t,J_t),t\geq0\big)$ which should be thought of as a multi-type L\'evy process: the second component $J$ is a Markov chain on a finite space $\{1,\ldots,K\}$, and…
We consider a new family of $\R^d$-valued L\'{e}vy processes that we call Lamperti stable. One of the advantages of this class is that the law of many related functionals can be computed explicitely (see for instance \cite{cc}, \cite{ckp},…
We study a natural fragmentation process of the so-called stable tree introduced by Duquesne and Le Gall, which consists in removing the nodes of the tree according to a certain procedure that makes the fragmentation self-similar with…
When the steady states at infinity become unstable through a pattern forming bifurcation, a travelling wave may bifurcate into a modulated front which is time-periodic in a moving frame. This scenario has been studied by B.Sandstede and…
The L\'evy walk is a non-Brownian random walk model that has been found to describe anomalous dynamic phenomena in diverse fields ranging from biology over quantum physics to ecology. Recurrently occurring problems are to examine whether…
This paper is concerned with asymptotic behavior (at zero and at infinity) of the favorite points of L\'evy processes. By exploring Molchan's idea for deriving lower tail probabilities of Gaussian processes with stationary increments, we…
We discuss an impact of various (path-wise) reflection-from-the barrier scenarios upon confining properties of a paradigmatic family of symmetric $\alpha $-stable L\'{e}vy processes, whose permanent residence in a finite interval on a line…
Markov modulation is versatile in generalization for making a simple stochastic model which is often analytically tractable to be more flexible in application. In this spirit, we modulate a two dimensional reflecting skip-free random walk…
We provide a detailed study of the dynamics obtained by linearizing the Korteweg-de Vries equation about one of its periodic traveling waves, a cnoidal wave. In a suitable sense, linearly analogous to space-modulated stability, we prove…
A novel possibility of self-organized behaviour of stochastically driven oscillators is presented. It is shown that synchronization by L\'evy stable processes is significantly more efficient than that by oscillators with Gaussian…
The dynamics of a tracer particle in a stationary driven granular gas is investigated. We show how to transform the linear Boltzmann equation describing the dynamics of the tracer into a master equation for a continuous Markov process. The…
This paper presents novel stabilizability conditions for switched linear systems with arbitrary and uncontrollable underlying switching signals. We distinguish and study two particular settings: i) the \emph{robust} case, in which the…
We consider continuous-space, discrete-time Markov chains on $\mathbb{R}^d$, that admit a finite number $N$ of metastable states. Our main motivation for investigating these processes is to analyse random Poincar\'e maps, which describe…
We consider a continuous-time linear time-invariant dynamical system that admits an invariant cone. For the case of a self-dual and homogeneous cone we show that if the system is asymptotically stable then it admits a quadratic Lyapunov…
Based on the concept of a L\'evy copula to describe the dependence structure of a multivariate L\'evy process we present a new estimation procedure. We consider a parametric model for the marginal L\'evy processes as well as for the L\'evy…
We consider solutions in frequency bands of dispersive equations on the line defined by Fourier multipliers, these solutions being considered as wave packets. In this paper, a refinement of an existing method permitting to expand…
The first-exit time process of an inverse Gaussian L\'evy process is considered. The one-dimensional distribution functions of the process are obtained. They are not infinitely divisible and the tail probabilities decay exponentially. These…
The full family of discrete logistic maps has been widely studied both as a canonical example of the period-doubling route to chaos, and as a model of natural processes. In this paper we present a study of the stochastic process described…
In this paper we study pseudo-processes related to odd-order heat-type equations composed with L\'evy stable subordinators. The aim of the article is twofold. We first show that the pseudo-density of the subordinated pseudo-process can be…