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

We prove a classification theorem for conformal maps with respect to the control distance generated by a system of diagonal vector fields. It turns out that all such maps can be obtained as compositions of suitable dilations, inversions and…

We construct the law of L\'{e}vy processes conditioned to stay positive under general hypotheses. We obtain a Williams type path decomposition at the minimum of these processes. This result is then applied to prove the weak convergence of…

In this paper, we study transition density functions for pure jump unimodal L\'evy processes killed upon leaving an open set $D$. Under some mild assumptions on the L\'evy density, we establish two-sided Dirichlet heat kernel estimates when…

We prove that if $Y$ is the Gromov-Hausdorff limit of a sequence of compact manifolds, $M^n_i$, with a uniform lower bound on Ricci curvature and a uniform upper bound on diameter, then $Y$ has a universal cover. We then show that, for $i$…

Let $X=\{X_{t},t\in R_{+}\}$ be a symmetric L\'evy process with local time $\{L^{x}_{t} ; (x,t)\in R^{1}\times R^{1}_{+}\}$. When the L\'evy exponent $\psi(\la)$ is regularly varying at infinity with index $1<\beta\leq 2$ and satisfies some…

Under reasonable algebraic assumptions and under an infinite second order moment assumption, we show that the logarithm of the norm (log-norm) of a product of random i.i.d. matrices with entries in $\mathbb{R}$ or in any other local field…

An improved version of the functional limit theorem is proved establishing weak convergence of random walks generated by compound doubly stochastic Poisson processes (compound Cox processes) to L{\'e}vy processes in the Skorokhod space…

We prove the intrinsic ultracontractivity for the semigroup generated by a large class of symmetric Levy processes such that the Levy measure satisfies some conditions in the neighborhood of 0, killed on exiting a bounded and connected…

We prove continuity results for new stability thresholds related to uniform K-stability and deduce that uniform K-stability is an open condition in the K\"ahler cone of any compact K\"ahler manifold, thus establishing an algebro-geometric…

This article deals with the limit distribution for a stochastic differential equation driven by a non-symmetric cylindrical $\alpha$-stable process. Under suitable conditions, it is proved that the solution of this equation converges weakly…

In this paper we study the mean of the first exit time from a bounded interval of various L\'evy processes. We establish sharp two-sided estimates of the mean for L\'evy processes under certain condition on their characteristic exponents.…

We prove that the norm of a $d$-dimensional L\'evy process possesses a finite second moment if and only if the convex distance between an appropriately rescaled process at time $t$ and a standard Gaussian vector is integrable in time with…

In this paper we prove the validity of Gibbons' conjecture for a coupled competing Gross-Pitaevskii system. We also provide sharp a priori bounds, regularity results and additional Liouville-type theorems.

In this paper we introduce a new class of L\'evy processes which we call hypergeometric-stable L\'evy processes, because they are obtained from symmetric stable processes through several transformations and where the Gauss hypergeometric…

We study small time bounds for transition densities of convolution semigroups corresponding to pure jump L\'evy processes in $\mathbb{R}^{d}$, $d \geq 1$, including those with jumping kernels exponentially and subexponentially localized at…

We revisit a result of Mittal--Ylvisaker that states that the rescaled maximum of a stationary sequence of Gaussian random variables has a Gaussian limit if correlations decay sufficiently slowly. Taking a new approach we relax the…

This paper studies the invertibility property of continuous time moving average processes driven by a L\'evy process. We provide of sufficient conditions for the recovery of the driving noise. Our assumptions are specified via the kernel…

We define a L\'evy process on a smooth manifold $M$ with a connection as a projection of a solution of a Marcus stochastic differential equation on a holonomy bundle of $M$, driven by a holonomy-invariant L\'evy process on a Euclidean…

We consider several aspects of the scaling limit of percolation on random planar triangulations, both finite and infinite. The equivalents for random maps of Cardy's formula for the limit under scaling of various crossing probabilities are…

In this paper we find conditions which guarantee that a given flow $\Phi$ on a compact metric space $X$ admits a Lyapunov one-form $\omega$ lying in a prescribed \v{C}ech cohomology class $\xi\in \check H^1(X;\R)$. These conditions are…