Related papers: On the comparison between jump processes and subor…
We study the asymptotic behaviour of solutions of a class of linear non-local measure-valued differential equations with time delay. Our main result states that the solutions asymptotically exhibit a parabolic like behaviour in the large…
A damped oscillator heat bath model is a modification of the standard heat bath model, wherein each bath oscillator itself has a Markovian coupling to its own heat bath [1]. We modify such a model to one where the resulting damping of the…
In this paper necessary and sufficient conditions are presented for heat kernel upper bounds for random walks on weighted graphs. Several equivalent conditions are given in the form of isoperimetric inequalities.
We consider difference equations in balanced, i.i.d. environments which are not necessary elliptic. In this setting we prove a parabolic Harnack inequality (PHI) for non-negative solutions to the discrete heat equation satisfying a (rather…
We investigate regularity properties of some non-local equations defined on Dirichlet spaces equipped with sub-gaussian estimates for the heat kernel associated to the generator. We prove that weak solutions for homogeneous equations…
This paper deals with the homogenization of the reaction-diffusion equations in a domain containing periodically distributed holes of size $\varepsilon$, with a dynamical boundary condition of reactive-diffusive type, i.e., we consider the…
We use a suitable version of the so-called "kernel trick" to devise two-sample (homogeneity) tests, especially focussed on high-dimensional and functional data. Our proposal entails a simplification related to the important practical…
We investigate Hawking-like particle production in analogue gravity systems with superluminal modified dispersion relations. For a broad class of even, convex, and polynomially bounded dispersion relations, we show that the relevant…
In this paper, we consider a large class of subordinate Brownian motions $X$ via subordinators with Laplace exponents which are complete Bernstein functions satisfying some mild scaling conditions at zero and at infinity. We first discuss…
It is well known that the similar universal behavior of infinite-size (bulk) systems of different nature requires the same basic conditions: space dimensionality; number components of order parameter; the type (short- or long-range) of the…
This paper provides sharp Dirichlet heat kernel estimates in inner uniform domains, including bounded inner uniform domains, in the context of certain (possibly non-symmetric) bilinear forms resembling Dirichlet forms. For instance, the…
In the presence of quantum measurements with direct photon detection the evolution of open quantum systems is usually described by stochastic master equations with jumps. Heuristically, from these equations one can obtain diffusion models…
A systematic and unified approach to transformations and symmetries of general second order linear parabolic partial differential equations is presented. Equivalence group is used to derive the Appell type transformations, specifically…
Asymptotic theory for approximate martingale estimating functions is generalised to diffusions with finite-activity jumps, when the sampling frequency and terminal sampling time go to infinity. Rate optimality and efficiency are of…
We show that the logarithmic derivatives of the convolution heat kernels on a uni-modular Lie group are exponentially integrable. This result is then used to prove an "integrated" Harnack inequality for these heat kernels. It is shown that…
We introduce the bivariate jump-diffusion process, comprising two-dimensional diffusion and two-dimensional jumps, that can be coupled to one another. We present a data-driven, non-parametric estimation procedure of higher-order (up to 8)…
Shot noise processes have been extensively studied due to their mathematical properties and their relevance in several applications. Here, we consider nonnegative shot noise processes and prove their weak convergence to L\'evy-driven…
Starting with a transient irreducible diffusion process $X^0$ on a locally compact separable metric space $(D, d)$, one can construct a canonical symmetric reflected diffusion process $\bar X$ on a completion $D^*$ of $(D, d)$ through the…
Equivalence of the spectral gap, exponential integrability of hitting times and Lyapunov conditions are well known. We give here the correspondance (with quantitative results) for reversible diffusion processes. As a consequence, we…
In this paper we develop non-asymptotic Gaussian approximation results for the sampling distribution of suprema of empirical processes when the indexing function class $\mathcal{F}_n$ varies with the sample size $n$ and may not be Donsker.…