Related papers: Radonification of a cylindrical L\'evy process
What is the analogue of L\'evy processes for random surfaces? Motivated by scaling limits of random planar maps in random geometry, we introduce and study L\'evy looptrees and L\'evy maps. They are defined using excursions of general L\'evy…
Following the ideas of F. Russo and P. Vallois we use the notion of forward integral to introduce a new stochastic integral respect to the cylindrical Winer process. This integral is an extension of the classical integral. As an…
In this paper, we study an approximation scheme for L\'evy processes with drift in terms of a representation that is akin to the celebrated Mehler formula for L\'evy-Ornstein-Uhlenbeck processes. The approximation scheme is based on a…
In this paper we consider the existence of weakly c\`adl\`ag versions of a solution to a linear equation in a Hilbert space $H$, driven by a Levy process taking values in a Hilbert space $U$. In particular we are interested in diagonal type…
We suppose that a L\'evy process is observed at discrete time points. A rather general construction of minimum-distance estimators is shown to give consistent estimators of the L\'evy-Khinchine characteristics as the number of observations…
In this article we study the spherical mean Radon transform in $\mathbf R^3$ with detectors centered on a plane. We use the consistency method suggested by the author of this article for the inversion of the transform in 3D. A new iterative…
We present an alternative construction of the infinite dimensional It\^{o} integral with respect to a Hilbert space valued L\'{e}vy process. This approach is based on the well-known theory of real-valued stochastic integration, and the…
The paper deals with homogenization of Levy-type operators with rapidly oscillating coefficients. We consider cases of periodic and random statistically homogeneous micro-structures and show that in the limit we obtain a Levy-operator. In…
We characterise the H\"older continuity of the convex minorant of most L\'evy processes. The proof is based on a novel connection between the path properties of the L\'evy process at zero and the boundedness of the set of $r$-slopes of the…
We define a parametric Radon transform $R$ that assigns to a Sobolev function on the cylinder $\mathbb{S}\times \mathbb{R}$ in $\mathbb{R}^3$ its mean values along sets $E_\zeta$ formed by the intersections of planes through the origin and…
We derive an explicit inversion algorithm for the spherical Radon transform in odd dimensions with partial radial data. We prove that the reconstruction of the unknown function can be reduced to solving ordinary differential equations,…
Statistical properties of classical random process are considered in tomographic representation. The Radon integral transform is used to construct the tomographic form of kinetic equations. Relation of probability density on phase space for…
We have developed a quite stringent method in selectivity to ionize the low angular- momentum ($\ell$) states which lie below and above the adjacent manifold in highly excited Rb Rydberg atoms. The method fully exploits the pulsed…
We study the symplectic Radon transform from the point of view of the metaplectic representation of the symplectic group and its action on the Lagrangian Grassmannian. We give rigorous proofs in the general setting of multi-dimensional…
In this paper we determine solutions for the L\'evy-Leblond operator or a parabolic Dirac operator in terms of hypergeometric functions and spherical harmonics. We subsequently generalise our approach to a wider class of Dirac operators…
Let $\Phi$ be a locally convex space and let $\Phi'$ denote its strong dual. In this paper we introduce sufficient conditions for the existence of a continuous or a c\`{a}dl\`{a}g $\Phi'$-valued version to a cylindrical process defined on…
We investigate the concept of cylindrical Wiener process subordinated to a strictly $\alpha$-stable L\'evy process, with $\alpha\in\left(0,1\right)$, in an infinite dimensional, separable Hilbert space, and consider the related stochastic…
A ring electrode of an RRDE setup is often used to detect a redox active specie produced at the disk electrode. It is especially useful when some side processes occur at the disk (e.g. passivation film growth) along with the main…
Using heat kernel estimates, we prove the pathwise uniqueness for strong solutions of irregular stochastic differential equation driven by a family of Markov process, whose generator is a non-local and non-symmetric L\'evy type operator.…
We study an infinite-dimensional Ornstein-Uhlenbeck process $(X_t)$ in a given Hilbert space $H$. This is driven by a cylindrical symmetric L\'evy process without a Gaussian component and taking values in a Hilbert space $U$ which usually…