Related papers: Radonification of a cylindrical L\'evy process
The analysis of cylindrical resonators is part of standard physics curricula but, unlike for their rectangular counterpart, their mode structure is hardly ever visualized. The aim of this work is to show a way of doing it, providing a set…
This paper uses two new ingredients, namely stochastic differential equations satisfied by continuous-state branching processes (CSBPs), and a topology under which the Lamperti transformation is continuous, in order to provide…
We prove an existence and uniqueness result for generalized backward doubly stochastic differential equations driven by L\'evy processes with non-Lipschitz assumptions.
A combined experimental and computational study of the recrystallization process induced by swift heavy ions in pre-damaged silicon carbide crystals was reported in a recent paper by Debelle et al. [Phys. Rev. B 86, 100102(R) (2012)]. In…
We review the probabilistic properties of Ornstein-Uhlenbeck processes in Hilbert spaces driven by L\'{e}vy processes. The emphasis is on the different contexts in which these processes arise, such as stochastic partial differential…
Motivated by the notion of isotropic $\alpha$-stable L\'evy processes confined, by reflections, to a bounded open Lipschitz set $D\subset \mathbb{R}^d$, we study some related analytical objects. Thus, we construct the corresponding…
Dielectric cylindrical waveguides are widely used for confining and guiding of electromagnetic waves in relatively wide range of frequencies. They have found numerous technological and scientific applications in telecommunications,…
In this paper, we deal with a class of reflected backward stochastic differential equations associated to the subdifferential operator of a lower semi-continuous convex function driven by Teugels martingales associated with L\'{e}vy…
In this paper, we address rare-event simulation for heavy-tailed L\'evy processes with infinite activities. The presence of infinite activities poses a critical challenge, making it impractical to simulate or store the precise sample path…
This revisit gives a survey on the analytical methods for the inverse exponential Radon transform which has been investigated in the past three decades from both mathematical interests and medical applications such as nuclear medicine…
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…
In the present work, we establish the approximation of nonlinear stochastic partial differential equation (SPDE) driven by cylindrical {\alpha}-stable L\'evy processes via modulation or amplitude equations. We study SPDEs with a cubic…
The investigation into the scattering of plane waves by a periodic array of parallel cylinders utilizes the method of cylindrical wave decomposition, thereby reducing the problem complexity to a series of linear algebraic equations. This…
Let $\{L(t),t\geq 0\}$ be a L\'{e}vy process with representative random variable $L(1)$ defined by the infinitely divisible logarithmic series distribution. We study here the transition probability and L\'{e}vy measure of this process. We…
Taking account of recent developments in the representation of $d$-dimensional isotropic stable L\'evy processes as self-similar Markov processes, we consider a number of new ways to condition its path. Suppose that $\Omega$ is a region of…
We give a new definition of a L\'{e}vy driven CARMA random field, defining it as a generalized solution of a stochastic partial differential equation (SPDE). Furthermore, we give sufficient conditions for the existence of a mild solution of…
We develop an approach to Malliavin calculus for L\'evy processes from the perspective of expressing a random variable $Y$ by a functional $F$ mapping from the Skorohod space of c\`adl\`ag functions to $\mathbb{R}$, such that $Y=F(X)$ where…
The periodic homogenization problem of integro-differential equations of the alpha stable L{\'e}vy operators is studied in this paper. Thanking to the symmetry of the L{\'e}vy density, we can use the method of the formal asymptotic…
In this paper our first goal is to give precise definition of the L\'evy bridges with random length. Our second task is to establish the Markov property of this process with respect to its completed natural filtration and thus with respect…
We derive a necessary and sufficient condition for stochastic processes to have almost periodic finite dimensional distributions; in particular, we obtain characterizations for infinitely divisible processes to be almost periodic in terms…