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In this work, we investigate the fine regularity of L\'evy processes using the 2-microlocal formalism. This framework allows us to refine the multifractal spectrum determined by Jaffard and, in addition, study the oscillating singularities…

Probability · Mathematics 2014-02-11 Paul Balança

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…

Probability · Mathematics 2014-09-01 Andrea Andrisani , Nicola Cufaro Petroni

With view to applications in stochastic analysis and geometry, we introduce a new correspondence for positive definite kernels (p.d.) $K$ and their associated reproducing kernel Hilbert spaces. With this we establish two kinds of…

Functional Analysis · Mathematics 2019-11-28 Palle Jorgensen , Feng Tian

We introduce and document a class of probability distributions, called bilateral generalized inverse Gaussian (BGIG) distributions, that are obtained by convolution of two generalized inverse Gaussian distributions supported by the positive…

Probability · Mathematics 2024-07-16 Gaetano Agazzotti , Jean-Philippe Aguilar

We study the Wiener-Hopf factorization for Levy processes with bounded positive jumps and arbitrary negative jumps. Using the results from the theory of entire functions of Cartwright class we prove that the positive Wiener-Hopf factor can…

Probability · Mathematics 2011-08-16 Alexey Kuznetsov , Xianhua Peng

We consider affine Markov processes taking values in convex cones. In particular, we characterize all affine processes taking values in an irreducible symmetric cone in terms of certain L\'evy-Khintchine triplets. This is the complete…

Probability · Mathematics 2011-12-07 Christa Cuchiero , Martin Keller-Ressel , Eberhard Mayerhofer , Josef Teichmann

We study the potential theory of a large class of infinite dimensional L\'evy processes, including Brownian motion on abstract Wiener spaces. The key result is the construction of compact Lyapunov functions, i.e. excessive functions with…

Probability · Mathematics 2010-07-27 Lucian Beznea , Aurel Cornea , Michael Röckner

We describe a systematic search for all strange hypergeometric identities up to a certain complexity with sheer brute force that lead us to the discovery of two new infinite families of closed-form evaluations.

Combinatorics · Mathematics 2008-02-27 Moa Apagodu , Doron Zeilberger

In this paper, we establish the existence of transition density for geometric $\alpha$-stable processes by using the property of self-decomposability--a fundamental concept in the theory of L\'evy processes. In contrast to traditional and…

Probability · Mathematics 2026-03-13 Kaneharu Tsuchida

We relativise double categories of relations to stable orthogonal factorisation systems. Furthermore, we present the characterisation of the relative double categories of relations in two ways. The first utilises a generalised comprehension…

Category Theory · Mathematics 2025-01-24 Keisuke Hoshino , Hayato Nasu

We prove the analogue of Viehweg's hyperbolicity conjecture for Whitney equisingular families of projective varieties with Gorenstein rational singularities whose geometric generic fiber has a good minimal model. Namely, for such families…

Algebraic Geometry · Mathematics 2022-11-07 Sung Gi Park

This paper continues the research project launched in [Constr. Approx. (2025) https://doi.org/10.1007/s00365-023-09675-9] and aimed at studying time-inhomogeneous one-dimensional branching processes (mainly on a continuous but also on a…

Probability · Mathematics 2025-12-16 Pavel Gumenyuk , Takahiro Hasebe , José-Luis Pérez

In the first paper of this sequence, we provided an explicit hypergeometric modularity method by combining different techniques from the classical, $p$-adic, and finite field settings. In this article, we explore an application of this…

Number Theory · Mathematics 2024-11-25 Michael Allen , Brian Grove , Ling Long , Fang-Ting Tu

We compare the following three families of geometric objects: Schubert varieties in flag manifolds, matrix Schubert varieties, and Borel orbits of 2-nilpotent matrices. The first family is governed by permutations, the second by partial…

Combinatorics · Mathematics 2024-04-16 Andrzej Weber

We prove that under a symmetry assumption all cocycles on Hopf *-algebras arise from generating functionals. This extends earlier results of R.Vergnioux and D.Kyed and has two quantum group applications: all quantum L\'evy processes with…

Quantum Algebra · Mathematics 2015-11-17 Biswarup Das , Uwe Franz , Anna Kula , Adam Skalski

We study the distribution and various properties of exponential functionals of hypergeometric Levy processes. We derive an explicit formula for the Mellin transform of the exponential functional and give both convergent and asymptotic…

Probability · Mathematics 2010-12-06 Alexey Kuznetsov , Juan Carlos Pardo

Multistable L\'evy motions are extensions of L\'evy motions where the stability index is allowed to vary in time. Several constructions of these processes have been introduced recently, based on Poisson and Ferguson-Klass-LePage series…

Probability · Mathematics 2015-03-24 Xiequan Fan , Jacques Lévy Véhel

The theory of monotonicity and duality is developed for general one-dimensional Feller processes. Moreover it is shown that local monotonicity conditions (conditions on the L\'evy kernel) are sufficient to prove the well-posedness of the…

Probability · Mathematics 2022-05-03 Vassili Kolokoltsov

By using Fourier transforms of two symmetric sequences of finite orthogonal polynomials, we introduce two new classes of finite orthogonal functions and obtain their orthogonality relations via Parseval's identity.

Classical Analysis and ODEs · Mathematics 2015-03-17 Mohammad Masjed-Jamei , Wolfram Koepf

We extend the double copy picture of scattering amplitudes to a class of matrix elements (so-called form factors) that involve local gauge invariant operators. Both the Bern, Carrasco and Johansson (BCJ) and the Kawai, Lewellen and Tye…

High Energy Physics - Theory · Physics 2022-12-28 Guanda Lin , Gang Yang
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