Related papers: Radonification of a cylindrical L\'evy process
In this paper, we study weak and strong transience of a class of Feller processes associated with pseudo-differential operators, the so-called L\'evy-type processes. As a main result, we derive Chung-Fuchs type conditions (in terms of the…
We prove some existence and uniqueness results and some qualitative properties for the solution of a system modelling the catalytic conversion in a cylinder. This model couples parabolic partial differential equations posed in a cylindrical…
- An algorithm for calculating the radiation field of a charged point particle performing a spiral motion in an infinite cylindrical waveguide with a multilayer side wall is found. The number of layers and their filling is arbitrary. The…
Calibrating a L\'evy process usually requires characterizing its jump distribution. Traditionally this problem can be solved with nonparametric estimation using the empirical characteristic functions (ECF), assuming certain regularity, and…
In [16], under mild conditions, a Wiener-Hopf type factorization is derived for the exponential functional of proper L\'evy processes. In this paper, we extend this factorization by relaxing a finite moment assumption as well as by…
We define a Hastings-Levitov$(0)$ process on a cylinder and prove that the process converges to Stationary Hastings Levitov$(0)$ under appropriate particle size scaling that depends on the radius of the cylinder. The Stationary Hastings…
This article establishes cutoff thermalization (also known as the cutoff phenomenon) for a class of generalized Ornstein-Uhlenbeck systems $(X^\varepsilon_t(x))_{t\geqslant 0}$ with $\varepsilon$-small additive L\'evy noise and initial…
We consider an Ornstein-Uhlenbeck process with values in R^n driven by a L\'evy process (Z_t) taking values in R^d with d possibly smaller than n. The L\'evy noise can have a degenerate or even vanishing Gaussian component. Under a…
We find necessary and sufficient conditions for almost sure finiteness of integral functionals of spectrally positive L\'evy processes. Via Lamperti type transforms, these results can be applied to obtain new integral tests on extinction…
We study the relation between L\'evy processes under nonlinear expectations, nonlinear semigroups and fully nonlinear PDEs. First, we establish a one-to-one relation between nonlinear L\'evy processes and nonlinear Markovian convolution…
We prove a Hardy-Stein type identity for the semigroups of symmetric, pure-jump L\'evy processes. Combined with the Burkholder-Gundy inequalities, it gives the $L^p$ two-way boundedness, for $1<p<\infty$, of the corresponding…
We derive a product formula for the multiple stochastic integrals with respect to Levy process. The idea is to use exponential vectors and the polarization technique which greatly simplify the argument.
We construct a Hunt process that can be described as an isotropic $\alpha$-stable L\'evy process reflected from the complement of a bounded open Lipschitz set. In fact, we introduce a new analytic method for concatenating Markov processes.…
The spherical Radon transform (SRT) is an integral transform that maps a function to its integrals over concentric spherical shells centered at specified sensor locations. It has several imaging applications, including synthetic aperture…
We consider the problem of efficient estimation of the drift parameter of an Ornstein-Uhlenbeck type process driven by a L\'{e}vy process when high-frequency observations are given. The estimator is constructed from the time-continuous…
The Knill-Laflamme-Milburn (KLM) states have been proved to be a useful resource for quantum information processing [Nature 409, 46 (2001)]. For atomic KLM states, several schemes have been put forward based on the time-dependent unitary…
Distributional properties -including Laplace transforms- of integrals of Markov processes received a lot of attention in the literature. In this paper, we complete existing results in several ways. First, we provide the analytical solution…
The aim of this work is to extend and study a family of transformations between Laplace exponents of L\'evy processes which have been introduced recently in a variety of different contexts by Patie, Kyprianou and Patie, and, Gnedin, as well…
We provide conditions for exact reconstruction of a bandlimited function from irregular polar samples of its Radon transform. First, we prove that the Radon transform is a continuous L2-operator for certain classes of bandlimited signals.…
Based on the explicit coupling property, the ergodicity and the exponential ergodicity of L\'{e}vy driven Ornstein-Uhlenbeck processes are established.