Related papers: Radonification of a cylindrical L\'evy process
In this article, the existence of a unique solution in the variational approach of the stochastic evolution equation $$\dX(t) = F(X(t)) \dt + G(X(t)) \dL(t)$$ driven by a cylindrical L\'evy process $L$ is established. The coefficients $F$…
An explicit series solution is proposed for the inversion of the spherical mean Radon transform. Such an inversion is required in problems of thermo- and photo- acoustic tomography. Closed-form inversion formulae are currently known only…
We study robust nonlinear filtering for stochastic models driven by L\'evy processes, where the signal and observation processes are coupled through common Brownian and jump noise. Robustness, defined as the continuous dependence of the…
We classify L\'evy processes according to the solution spaces of the associated parabolic PIDEs. This classification reveals structural characteristics of the processes and is relevant for applications such as for solving PIDEs numerically…
In this paper, we study the following supercritical McKean-Vlasov SDE, driven by a symmetric non-degenerate cylindrical $\alpha$-stable process in $\mathbb{R}^d$ with $\alpha \in (0,1)$: $$ \mathord{{\rm d}} X_t = (K *…
Inertial motion superradiance, the emission of radiation by an initially unexcited system moving inertially but superluminally through a medium, has long been known. Rotational superradiance, the amplification of radiation by a rotating…
Let $X(t)$, $t\geq0$, be a L\'evy process in $\mathbb{R}^d$ starting at the origin. We study the closed convex hull $Z_s$ of $\{X(t): 0\leq t\leq s\}$. In particular, we provide conditions for the integrability of the intrinsic volumes of…
We propose and analyze an iterative refinement of a modified Lavrentiev regularization method for deconvolution of the discrete Helmholtz-type differential filter. The modification for the Lavrentiev regularization method exploits the…
We extend the theorems of [G1] on $L^p$ to $L^p_s$ Sobolev improvement for translation invariant Radon and fractional singular Radon transforms over hypersurfaces, proving $L^p$ to $L^q_s$ boundedness results for such operators. Here $q…
We describe an Euler scheme to approximate solutions of L\'evy driven Stochastic Differential Equations (SDE) where the grid points are random and given by the arrival times of a Poisson process. This result extends a previous work of the…
We investigate a possible mechanism for the autoionization of ultracold Rydberg gases, based on the resonant coupling of Rydberg pair states to the ionization continuum. Unlike an atomic collision where the wave functions begin to overlap,…
We consider natural exponential families of Levy processes with randomized parameter. Such processes are Markov, and under suitable assumptions, pairs of such processes with shared randomization can be stitched together into a single…
We introduce a scheme to entangle Rydberg ions in a linear ion crystal, using the high electric polarizability of the Rydberg electronic states in combination with mutual Coulomb coupling of ions that establishes common modes of motion.…
We derive a generalised It\=o formula for stochastic processes which are constructed by a convolution of a deterministic kernel with a centred L\'evy process. This formula has a unifying character in the sense that it contains the classical…
This chapter is an attempt to present a mathematical theory of compound fractional Poisson processes. The chapter begins with the characterization of a well-known L\'evy process: The compound Poisson process. The semi-Markov extension of…
In this paper we give an $L_p$-theory for stochastic parabolic equations with random fractional Laplacian operator. The driving noises are general L\'evy processes.
We consider a class of L\'evy-type processes on which spectral analysis technics can be made to produce optimal results, in particular for the decay rate of their survival probability and for the spectral gap of their ground state…
Assume a L\'evy process $X$ on the time interval $[0,1]$ that is an $L_2$-martingale and let $Y$ be either its stochastic exponential or $X$ itself. We consider Riemann-approximations of certain stochastic integrals driven by $Y$ and relate…
This thesis is divided into two parts, each of which supports constructing and using a lithium magneto-optical trap for cold collision studies: Part I: One outgoing channel of interest from cold collisions is the production of ion pairs. We…
In contrast to their seemingly simple and shared structure of independence and stationarity, L\'evy processes exhibit a wide variety of behaviors, from the self-similar Wiener process to piecewise-constant compound Poisson processes.…