Related papers: Darling--Erd\H{o}s theorem for L\'evy processes at…
For any 0 < alpha <2, a truncated symmetric alpha-stable process is a symmetric Levy process in R^d with a Levy density given by c|x|^{-d-alpha} 1_{|x|< 1} for some constant c. In this paper we study the potential theory of truncated…
We derive characteristic function identities for conditional distributions of an r-trimmed Levy process given its r largest jumps up to a designated time t. Assuming the underlying Levy process is in the domain of attraction of a stable…
Let $X=\{X_{t},t\in R_{+}\}$ be a symmetric L\'{e}vy process with local time $\{L^{x}_{t} ; (x,t)\in R^{1}\times R^{1}_{+}\}$. When the L\'{e}vy exponent $\psi(\la)$ is regularly varying at zero with index $1<\beta\leq 2$, and satisfies…
This paper presents a set of results relating to the occupation time $\alpha(t)$ of a process $X(\cdot)$. The first set of results concerns exact characterizations of $\alpha(t)$ for $t\geq0$, e.g., in terms of its transform up to an…
In this paper, several results concerning attraction and asymptotic stability in the large of nonlinear ordinary differential equations are presented. The main result is very simple to apply yielding a sufficient condition under which the…
We give a probabilistic proof of relative Fatou's theorem for $(-\Delta)^{\alpha/2}$-harmonic functions (equivalently for symmetric $\alpha$-stable processes) in bounded $\kappa$-fat open set where $\alpha \in (0,2)$. That is, if $u$ is…
We give a short introduction to the theory of L\'evy processes on dual groups. As examples we consider L\'evy processes with additive increments and L\'evy processes on the dual affine group.
In this article, we introduce an infinite-dimensional analogue of the $\alpha$-stable L\'evy motion, defined as a L\'evy process $Z=\{Z(t)\}_{t \geq 0}$ with values in the space $\mathbb{D}$ of c\`adl\`ag functions on $[0,1]$, equipped with…
In this work we derive limit theorems for trawl processes. First,we study the asymptotic behaviour of the partial sums of the discretized trawl process $(X_{i\Delta_{n}})_{i=0}^{\lfloor nt\rfloor-1}$, under the assumption that as…
By the Aharonov-Casher theorem, the Pauli operator $P$ has no zero eigenvalue when the normalized magnetic flux $\alpha$ satisfies $|\alpha|<1$, but it does have a zero energy resonance. We prove that in this case a Lieb-Thirring inequality…
The reflected process of a random walk or L\'evy process arises in many areas of applied probability, and a question of particular interest is how the tail of the distribution of the heights of the excursions away from zero behaves…
Let P be a linear, second order, elliptic operator satisfying a Hardy inequality with potential W (i.e. $P-W\geq0$) and best constant $\alpha$. We give conditions so that the spectrum of $W^{-1}P$ is $[\alpha,\infty)$. We apply this to…
We consider the linear second order PDO's $$ \mathscr{L} = \mathscr{L}_0 - \partial_t : = \sum_{i,j =1}^N \partial_{x_i}(a_{i,j} \partial_{x_j} ) - \sum_{j=i}^N b_j \partial_{x_j} - \partial _t,$$and assume that $\mathscr{L}_0$ has…
As it is well-known, the forwards and pullback dynamics are in general unrelated. In this paper we present an in-depth study of whether the pullback attractor is also a forwards attractor for the processes involved with the skew-product…
Aulbach et al. (2013) introduced a max-domain of attraction approach for extreme value theory in C[0,1] based on functional distribution functions, which is more general than the approach based on weak convergence in de Haan and Lin (2001).…
A multiplicative identity in law connecting the hitting times of completely asymmetric $\alpha-$stable L\'evy processes in duality is established. In the spectrally positive case, this identity allows with an elementary argument to compute…
In this article we consider the Levy processes and the corresponding semigroup. We represent the generator of this semigroup in a convolution form. Using the obtained convolution form and the theory of integral equations we investigate the…
By adopting the coupling by reflection and choosing an auxiliary function which is convex near infinity, we establish the exponential convergence of diffusion semigroups $(P_t)_{t\ge0}$ with respect to the standard $L^p$-Wasserstein…
Limit theorems for the normalized laws with respect to two kinds of weight functionals are studied for any symmetric stable L\'evy process of index $ 1 < \alpha \le 2 $. The first kind is a function of the local time at the origin, and the…
Two kinds of conditionings for one-dimensional stable L\'evy processes are discussed via $ h $-transforms of excursion measures: One is to stay positive, and the other is to avoid the origin.