Related papers: Yaglom limit for unimodal L\'{e}vy processes

We obtain a representation of an inhomogeneous Levy process in a Lie group or a homogeneous space in terms of a drift, a matrix function and a measure function. Because the stochastic continuity is not assumed, our result generalizes the…

This paper proves a general Uhlenbeck compactness theorem for sequences of solutions of Yang-Mills flow on Riemannian manifolds of dimension $n \geq 4,$ including rectifiability of the singular set at finite or infinite time.

The paper improves the classical uniqueness result for the Euler system in the $n$ dimensional case assuming that $\nabla u^E \in L_1(0,T;BMO(\Omega))$, only. Moreover the rate of the convergence for the inviscid limit of solutions to the…

In this paper we investigate functions that are harmonic with respect to the non-symmetric strictly $\alpha$-stable L\'evy processes on an open set $D \in \mathbb{R}^d$. We obtain the explicit formula for their boundary decay rate at parts…

It is noticed that a certain transform of the Mittag-Leffler function Ea is completely monotone for a in [1,2]. Using the explicit expressions of its Bernstein density, an identity in law between suprema of completely asymmetric Levy…

We obtain a uniform $L^{\infty}(\Omega)$ a priori bound, for any positive weak solutions to elliptic problem with a nonlinearity $f$ slightly subcritical, slightly superlinear, and regularly varying. To achieve our result, we first obtain a…

We consider a random walk $(Y_N)_{N\geq 0}$ on $\mathbb{R}^2$ generated by successively applying independent random isometries, drawn from a fixed measure $\mu$, to the point $0$. When the support of $\mu$ is finite and includes an…

We give necessary and sufficient conditions guaranteeing that the coupling for L\'evy processes (with non-degenerate jump part) is successful. Our method relies on explicit formulae for the transition semigroup of a compound Poisson process…

We study the structure of Gromov-Hausdorff limits of sequences of Riemannian manifolds $\{(M_\alpha^n,g_\alpha)\}_{\alpha \in A}$ whose Ricci curvature satisfies a uniform Kato bound. We first obtain Mosco convergence of the Dirichlet…

In this article, relying on Foster-Lyapunov drift conditions, we establish subexponential upper and lower bounds on the rate of convergence in the $\mathrm{L}^p$-Wasserstein distance for a class of irreducible and aperiodic Markov…

For one-dimensional symmetric L\'{e}vy processes, which hit every point with positive probability, we give sharp bounds for the tail function of the first hitting time of B which is either a single point or an interval. The estimates are…

Under some mild assumptions on the Levy measure and the symbol we obtain gradient estimates of Dirichlet heat kernels for pure-jump isotropic unimodal Levy processes in $R^d$.

The index Whittaker convolution operator, recently introduced by the authors, gives rise to a convolution measure algebra having the property that the convolution of probability measures is a probability measure. In this paper, we introduce…

We give an explicit bound for the $L_1$-distance between two additive processes of local characteristics $(f_j(\cdot),\sigma^2(\cdot),\nu_j)$, $j = 1,2$. The cases $\sigma =0$ and $\sigma > 0$ are both treated. We allow $\nu_1$ and $\nu_2$…

We consider Kallenberg's hypothesis on the characteristic function of a L\'{e}vy process and show that it allows the construction of weakly continuous bridges of the L\'{e}vy process conditioned to stay positive. We therefore provide a…

In this paper we present some new limit theorems for power variation of $k$th order increments of stationary increments L\'evy driven moving averages. In this infill sampling setting, the asymptotic theory gives very surprising results,…

We give conditions under which the tail probability of the supremum over unit interval of a Levy process with light tail is equivalent to the tail of the value of the process at the right endpoint.

Minimal thinness is a notion that describes the smallness of a set at a boundary point. In this paper, we provide tests for minimal thinness at finite and infinite minimal Martin boundary points for a large class of purely discontinuous…

We show that the Hankel transform of a general monotone function converges uniformly if and only if the limit function is bounded. To this end, we rely on an Abel-Olivier test for real-valued functions. Analogous results for cosine series…

We characterise, in terms of their transition laws, the class of one-dimensional L\'evy processes whose graph has a continuously differentiable (planar) convex hull. We show that this phenomenon is exhibited by a broad class of infinite…