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L\'{e}vy walk is a practical model and has wide applications in various fields. Here we focus on the effect of an external constant force on the L\'{e}vy walk with the exponent of the power-law distributed flight time $\alpha\in(0,2)$. We…
In this short article we show how the techniques presented in arXiv:1207.4469 can be extended to a variety of non continuous and multivariate processes. As examples, we prove uniqueness of the location of the maximum for spectrally positive…
We analyze two different confining mechanisms for L\'{e}vy flights in the presence of external potentials. One of them is due to a conservative force in the corresponding Langevin equation. Another is implemented by Levy-Schroedinger…
Fractional Levy motion (fLm) is the natural generalization of fractional Brownian motion in the context of self-similar stochastic processes and stable probability distributions. In this paper we give an explicit derivation of the…
We analyze a specific class of random systems that are driven by a symmetric L\'{e}vy stable noise. In view of the L\'{e}vy noise sensitivity to the confining "potential landscape" where jumps take place (in other words, to environmental…
Functionals of Brownian/non-Brownian motions have diverse applications and attracted a lot of interest of scientists. This paper focuses on deriving the forward and backward fractional Feynman-Kac equations describing the distribution of…
This article is devoted to the maximisation of HARA utilities of L{\'e}vy switching process on finite time interval via dual method. We give the description of all f-divergence minimal martingale measures in initially enlarged filtration,…
The effective diffusion of Brownian particles in periodic potential has been a central topic in nonequilibrium statistical physcis. A classical result is the Lifson formula which provides the effective diffusion constant in periodic…
An age-structured predator-prey system with diffusion and Holling-Tanner-type nonlinearities is considered. Regarding the intensity of the fertility of the predator as bifurcation parameter, we prove that a branch of positive coexistence…
A variational principle is developed for fractional kinetics based on the auxiliary-field formalism. It is applied to the Fokker-Planck equation with spatio-temporal fractionality, and a variational solution is obtained with the help of the…
The L\'evy-stable distribution is the attractor of distributions which hold power laws with infinite variance. This distribution has been used in a variety of research areas, for example in economics it is used to model financial market…
The emerging research paradigm coined as multitasking optimization aims to solve multiple optimization tasks concurrently by means of a single search process. For this purpose, the exploitation of complementarities among the tasks to be…
Stochastic motion of particles in a highly unstable potential generates a number of diverging trajectories leading to undefined statistical moments of the particle position. This makes experiments challenging and breaks down a standard…
The strong $L^2$-approximation of occupation time functionals is studied with respect to discrete observations of a $d$-dimensional c\`adl\`ag process. Upper bounds on the error are obtained under weak assumptions, generalizing previous…
Circular Dyson Brownian motion describes the Brownian dynamics of particles on a circle (periodic boundary conditions), interacting through a logarithmic, long-range two-body potential. Within the log-gas picture of random matrix theory, it…
Animal groups collaborate with one another throughout their lives to better comprehend their surroundings. Here, we try to model, using continuous random walks, how the entire process of birth, reproduction, and death might impact the…
In this paper, we develop a new mathematical technique which allows us to express the joint distribution of a Markov process and its running maximum (or minimum) through the marginal distribution of the process itself. This technique is an…
A biological competition model where the individuals of the same species perform a two-dimensional Markovian continuous-time random walk and undergo reproduction and death is studied. The competition is introduced through the assumption…
We present the exact adiabatic theory for the dynamics of the inhomogeneous density distribution of a classical fluid. Erroneous particle number fluctuations of dynamical density functional theory are absent, both for canonical and grand…
In this paper, a class of statistics based on high frequency observations of oscillating and skew Brownian motion is considered. Their convergence rate towards the local time of the underlying process is obtained in form of a functional…