Related papers: On the Spectrum of Self--Adjoint L\'{e}vy Generato…
Consider the Langevin process, described by a vector (position,momentum) in $\mathbb{R}^{d}\times\mathbb{R}^d$. Let $\mathcal O$ be a $\mathcal{C}^2$ open bounded and connected set of $\mathbb{R}^d$. We prove the compactness of the…
We study symmetric L\'evy flights in a semi-infinite domain $[0,\infty)$ with a reflecting and absorbing boundary at 0. To this end, we use the fractional differential equation that governs the L\'evy process. Incorporating the boundary…
We study the eigenvalues for infinitesimal generators of semigroups of composition operators acting on Hardy spaces, Bergman spaces, and the Dirichlet space. Such semigroups are induced by semigroups of holomorphic functions. Depending on…
In this paper we consider the distribution of the location of the path supremum in a fixed interval for self-similar processes with stationary increments. To this end, a point process is constructed and its relation to the distribution of…
We present a class of L\'evy processes for modelling financial market fluctuations: Bilateral Gamma processes. Our starting point is to explore the properties of bilateral Gamma distributions, and then we turn to their associated L\'evy…
We review the underlying algebraic structures of supergravity theories with symmetric scalar manifolds in five and four dimensions, orbits of their extremal black hole solutions and the spectrum generating extensions of their U-duality…
We use spectral projections of time operator in the Liouville space for simple quantum scattering systems in order to define a space of unstable particle states evolving under a contractive semi-group. This space includes purely…
We consider equivariant continuous families of discrete one-dimensional operators over arbitrary dynamical systems. We introduce the concept of a pseudo-ergodic element of a dynamical system. We then show that all operators associated to…
Description of adjoint invariants of general Linear Lie superalgebras $\mathfrak{gl}(m|n)$ by Kantor and Trishin is given in terms of supersymmetric polynomials. Later, generators of invariants of the adjoint action of the general linear…
We study the scale function of the spectrally negative phase-type Levy process. Its scale function admits an analytical expression and so do a number of its fluctuation identities. Motivated by the fact that the class of phase-type…
L\'evy processes in the sense of Sch\"urmann on the Lie algebra of the Lorentz grouop are studied. It is known that only one of the irreducible unitary representations of the Lorentz group admits a non-trivial one-cocycle. A Sch\"urmann…
The crossover among two or more types of diffusive processes represents a vibrant theme in nonequilibrium statistical physics. In this work we propose two models to generate crossovers among different L\'evy processes: in the first model we…
We present a generation theorem for positive semigroups on an $L^1$ space. It provides sufficient conditions for the existence of positive and integrable solutions of initial-boundary value problems. An application to a two-phase cell cycle…
We study the Dirac-Kepler problem plus a Coulomb-type scalar potential by generalizing the Lippmann-Johnson operator to D spatial dimensions. From this operator, we construct the supersymmetric generators to obtain the energy spectrum for…
We analyse the lower non trivial part of the spectrum of the generator of the Glauber dynamics, which we consider a positive operator, for a d-dimensional nearest neighbour Ising model with a bounded random potential. We prove conjecture 1…
We use the method of similar operators to study a general Dirac operator $L$ and its spectral properties. We find a similar operator to the Dirac operator that is an orthogonal direct sum of simpler operators. The result is used to describe…
Transport of the Brownian particles driven by L\'evy flights coexisting with subdiffusion in asymmetric periodic potentials is investigated in the absence of any external driving forces. Using the Langevin-type dynamics with subordination…
In this paper, we first explore certain structural properties of L\'evy flows and use this information to obtain the existence of strong solutions to a class of Stochastic PDEs in the space of tempered distributions, driven by L\'evy noise.…
There is a one-to-one correspondence between L\'{e}vy copulas and proper copulas. The correspondence relies on a relationship between L\'{e}vy copulas sitting on $[0,+\infty]^d$ and max-id distributions. The max-id distributions are defined…
The low-lying eigenvalues of the generator of a Langevin process are known to satisfy the Eyring-Kramers law in the low temperature regime under suitable assumptions. These eigenvalues are generically real. We construct generators whose…