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

We continue the analysis on the model equation arising in the theory of viscoelasticity $$ \partial_{tt} u(t)-\big[1+k_t(0)\big]\Delta u(t) -\int_0^\infty k'_t(s)\Delta u(t-s) d s + f(u(t)) = g $$ in the presence of a (convex, nonnegative…

We establish the existence of Bogoliubov's local scattering operators for P(\phi)_2 models of constructive quantum field theory in a nonperturbative way. To this end, we use the technique of evolution semigroups to prove a new result on…

Let $\mu$ be a given Borel measure on $\K\subseteq\R^n$ and let $y=(y_\alpha)$, $\alpha\in\N^n$, be a given sequence. We provide several conditions linking $y$ and the moment sequence $z=(z_\alpha)$ of $\mu$, for $y$ to be the moment…

Let $\mathcal E: y^2 = x^3 + A(T)x + B(T)$ be a nontrivial one-parameter family of elliptic curves over $\mathbb{Q}(T)$, with $A(T), B(T) \in \mathbb Z(T)$, and consider the $k$\textsuperscript{th} moments $A_{k,\mathcal{E}}(p) := \sum_{t…

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…

The moment problem is an important problem in Functional Analysis and in Probability measure. It goes back to Stieltjes, around 1890. There is still an important ongoing interest in the recent literature. But, up today, the main theoretical…

We review the probabilistic properties of Ornstein-Uhlenbeck processes in Hilbert spaces driven by L\'{e}vy processes. The emphasis is on the different contexts in which these processes arise, such as stochastic partial differential…

Let $\psi$ be a Bernstein function in one variable. A.~Carasso and T.~Kato obtained necessary and sufficient conditions for $\psi$ to have a property that $\psi(A)$ generates a quasibounded holomorphic semigroup for every generator $A$ of a…

We establish the exponential convergence with respect to the $L^1$-Wasserstein distance and the total variation for the semigroup corresponding to the stochastic differential equation (SDE) $$d X_t=d Z_t+b(X_t)\,d t,$$ where $(Z_t)_{t\ge0}$…

We obtain strong moment invariance principles for normalized multiple iterated sums and integrals of the form $\mathbb{S}^{(\nu)}(t)=N^{-\nu/2}\sum_{0\leq k_1<...<k_\nu\leq Nt}\xi(k_1)\otimes\cdots\otimes\xi(k_\nu)$, $t\in[0,T]$ and…

For a smooth strictly plurisubharmonic function $u$ on a open set $\Omega\subset\mathbb{C}^{n}$ and $F$ a $C^{1}$ nondecreasing function on $\mathbf{R}^{*}_{+}$, we investigate the complex partial differential equations…

Scaling properties of time series are usually studied in terms of the scaling laws of empirical moments, which are the time average estimates of moments of the dynamic variable. Nonlinearities in the scaling function of empirical moments…

The major goal of this paper is to study the second order frequentist properties of the marginal posterior distribution of the parametric component in semiparametric Bayesian models, in particular, a second order semiparametric…

The stability analysis of possibly time varying positive semigroups on non necessarily compact state spaces, including Neumann and Dirichlet boundary conditions is a notoriously difficult subject. These crucial questions arise in a variety…

In 1998 G. Valent made conjectures about the order and type of certain indeterminate Stieltjes moment problems associated with birth and death processes having polynomial birth and death rates of degree p\ge 3. Romanov recently proved that…

We consider the Bayesian analysis of models in which the unknown distribution of the outcomes is specified up to a set of conditional moment restrictions. The nonparametric exponentially tilted empirical likelihood function is constructed…

In quantum physics, disturbance due to a measurement is not negligible. This requires the time parameter $t$ in the Schr\"odinger or Heisenberg equation to be considered differently from a time continuum of experimenter's clock $T$ on which…

We consider a class of non-trivial perturbations ${\mathscr A}$ of the degenerate Ornstein-Uhlenbeck operator in ${\mathbb R}^N$. In fact we perturb both the diffusion and the drift part of the operator (say $Q$ and $B$) allowing the…

We prove, assuming the generalized Riemann Hypothesis (GRH) that there is a positive density of $L$-functions associated with primitive cubic Dirichlet characters over the Eisenstein field that do not vanish at the central point $s=1/2$.…

This article presents the $L^p$-Heisenberg--Pauli--Weyl uncertainty inequality for the group Fourier transform on a class of two-step nilpotent Lie groups, specifically the M\'etivier groups. This inequality quantitatively demonstrates that…