Related papers: The log-L\'evy moment problem via Berg-Urbanik sem…

We extend to the function field setting the heuristic previously developed, by Conrey, Farmer, Keating, Rubinstein and Snaith, for the integral moments and ratios of $L$-functions defined over number fields. Specifically, we give a…

Birch and Swinnerton-Dyer conjecture allows for sharp estimates on the rank of certain abelian varieties defined over $ \Q$. in the case of the jacobian of the modular curves, this problem is equivalent to the estimation of the order of…

In this paper, we study semiparametric inference for linear multivariate Hawkes processes, a class of point processes widely used to describe self and mutually exciting phenomena. We establish a convolution theorem giving the best limiting…

We give a criterion for almost Gorenstein property for semigroup rings associated with simplicial semigroups. We extend Nari's theorem for almost symmetric numerical semigroups to simplicial semigroups with higher rank. By this criterion,…

Assume that $S$ is a semigroup generated by $\{x_1,...,x_n\}$, and let $\Uscr$ be the multiplicative free commutative semigroup generated by $\{u_1,...,u_n\}$. We say that $S$ is of \emph{$I$-typ}e if there is a bijection $v:\Uscr\r S$ such…

We address diffusion processes in a bounded domain, while focusing on somewhat unexplored affinities between the presence of absorbing and/or inaccessible boundaries. For the Brownian motion (L\'{e}vy-stable cases are briefly mentioned)…

The problem of existence and uniqueness of absolutely continuous invariant measures for a class of piecewise deterministic Markov processes is investigated using the theory of substochastic semigroups obtained through the Kato--Voigt…

We study the long time behavior of the stochastic quantization equation. Extending recent results by Mourrat and Weber we first establish a strong non-linear dissipative bound that gives control of moments of solutions at all positive times…

Estimates of densities of convolution semigroups of probability measures are given under specific assumptions on the corresponding L\'evy measure and the L\'evy--Khinchin exponent. The assumptions are satisfied, e.g., by tempered stable…

This work introduces a new kind of semigroup of $\N^p$ called proportionally modular affine semigroup. These semigroups are defined by modular Diophantine inequalities and they are a generalization of proportionally modular numerical…

We study small time bounds for transition densities of convolution semigroups corresponding to pure jump L\'evy processes in $\mathbb{R}^{d}$, $d \geq 1$, including those with jumping kernels exponentially and subexponentially localized at…

We extend the classical Bernstein inequality to a general setting including Schr{\"o}dinger operators and divergence form elliptic operators on Riemannian manifolds or domains. Moreover , we prove a new reverse inequality that can be seen…

The discrete logarithm problem in a finite group is the basis for many protocols in cryptography. The best general algorithms which solve this problem have time complexity of $\mathcal{O}(\sqrt{N}\log N)$, and a space complexity of…

Beginning with work of Zeilberger on classical pattern counts, there are a variety of structural results for moments of permutation statistics applied to random permutations. Using tools from representation theory, Gaetz and Ryba…

We consider an Ornstein-Uhlenbeck process with values in R^n driven by a L\'evy process (Z_t) taking values in R^d with d possibly smaller than n. The L\'evy noise can have a degenerate or even vanishing Gaussian component. Under a…

\noindent \textbf{Abstract}: We consider the parameter estimation problem for the Ornstein-Uhlenbeck process $X$ driven by a fractional Ornstein-Uhlenbeck process $V$, i.e. the pair of processes defined by the non-Markovian continuous-time…

Let E be a type 2 UMD Banach space, H a Hilbert space and let p be in [1,\infty). Consider the following stochastic delay equation in E: dX(t) = AX(t) + CX_t + b(X(t),X_t)dW_H(t), t>0; X(0) = x_0; X_0 = f_0. Here A : D(A) -> E is the…

Let (P(t)) be the Ornstein-Uhlenbeck semigroup associated with the stochastic Cauchy problem dU(t) = AU(t)dt + dW_H(t), where A is the generator of a C_0-semigroup (S(t)) on a Banach space E, H is a Hilbert subspace of E, and (W_H(t)) is an…

In our previous publications (IJTAF 2019, Math. Finance 2020), we introduced a general class of SINH-regular processes and demonstrated that efficient numerical methods for the evaluation of the Wiener-Hopf factors and various probability…

We investigate the stability properties of strongly continuous semigroups generated by operators of the form $A-BB^\ast$, where $A$ is a generator of a contraction semigroup and $B$ is a possibly unbounded operator. Such systems arise…