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We investigate the stationary diffusion equation with a coefficient given by a (transformed) L\'evy random field. L\'evy random fields are constructed by smoothing L\'evy noise fields with kernels from the Mat\'ern class. We show that…

Analysis of PDEs · Mathematics 2021-11-19 Oliver G. Ernst , Hanno Gottschalk , Thomas Kalmes , Toni Kowalewitz , Marco Reese

The ordinary Levy motion is a random process whose stationary independent increments are statistically self-affine and distributed with a stable probability law characterized by the Levy index alpha, 0 < alpha < 2. The divergence of…

Statistical Mechanics · Physics 2007-05-23 A. V. Chechkin , V. Yu. Gonchar

We consider additive functionals of stationary Markov processes and show that under Kipnis-Varadhan type conditions they converge in rough path topology to a Stratonovich Brownian motion, with a correction to the Levy area that can be…

Probability · Mathematics 2019-12-23 Jean-Dominique Deuschel , Tal Orenshtein , Nicolas Perkowski

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…

Machine Learning · Statistics 2019-09-30 Kailai Xu , Eric Darve

In this paper we obtain new limit theorems for variational functionals of high frequency observations of stationary increments L\'evy driven moving averages. We will see that the asymptotic behaviour of such functionals heavily depends on…

Probability · Mathematics 2018-06-28 Andreas Basse-O'Connor , Claudio Heinrich , Mark Podolskij

This work is a numerical experiment of stochastic motion of conservative Hamiltonian system or weakly damped Brownian particles. The objective is to prove the existence of path probability and to compute its values. By observing a large…

Statistical Mechanics · Physics 2012-02-09 Lin Tongling , Pujos Cyril , Ou Congjie , Bi Wenping , Calvayrac Florent , Wang Qiuping A

Literature is full of inference techniques developed to estimate the parameters of stochastic dynamical systems driven by the well-known Brownian noise. Such diffusion models are often inappropriate models to properly describe the dynamics…

Dynamical Systems · Mathematics 2024-02-19 Babak M. S. Arani

The evolution of infinitesimal, localized perturbations is investigated in a one-dimensional diatomic gas of hard-point particles (HPG) and thereby connected to energy diffusion. As a result, a Levy walk description, which was so far…

Statistical Mechanics · Physics 2009-11-11 P. Cipriani , S. Denisov , A. Politi

This article shows a strong averaging principle for diffusions driven by discontinuous heavy-tailed L\'evy noise, which are invariant on the compact horizontal leaves of a foliated manifold subject to small transversal random perturbations.…

Probability · Mathematics 2016-08-29 Michael A. Högele , Paulo-Henrique da Costa

L\'evy stochastic processes, with noise distributed according to a L\'evy stable distribution, are ubiquitous in science. Focusing on the case of a particle trapped in an external harmonic potential, we address the problem of finding…

Statistical Mechanics · Physics 2024-01-09 Marco Baldovin , David Guéry-Odelin , Emmanuel Trizac

We consider the motion of an overdamped particle in a periodic potential lacking spatial symmetry under the influence of symmetric L\'evy noise, being a minimal setup for a ``L\'evy ratchet.'' Due to the non-thermal character of the L\'evy…

Statistical Mechanics · Physics 2009-11-13 B. Dybiec , E. Gudowska-Nowak , I. M. Sokolov

This paper establishes a stochastic maximum principle for optimal control problems governed by time-changed forward-backward stochastic differential equations with L\'evy noise. The system incorporates a random, non-decreasing operational…

Optimization and Control · Mathematics 2026-03-27 Jingwei Chen , Jun Ye , Feng Chen

The main goal of this paper is to investigate the multi-parameter stability result for a stochastic fractional differential variational inequality with L\'{e}vy jump (SFDVI with L\'{e}vy jump) under some mild conditions. We verify that…

Optimization and Control · Mathematics 2024-11-13 Yue Zeng , Yao-jia Zhang , Nan-jing Huang

In this paper, we establish a large deviation principle for stochastic models of two-dimensional second grade fluids driven by L\'evy noise. The weak convergence method introduced by Budhiraja, Dupuis and Maroulas in [5] plays a key role.

Probability · Mathematics 2017-06-28 Jianliang Zhai , Tusheng Zhang , Wuting Zheng

We give asymptotic estimations on the area of the sets of points with large Brownian winding, and study the average winding between a planar Brownian motion and a Poisson point process of large intensity on the plane. This allows us to give…

Probability · Mathematics 2021-03-01 Isao Sauzedde

L\'evy Flights are paradigmatic generalised random walk processes, in which the independent stationary increments---the "jump lengths"---are drawn from an $\alpha$-stable jump length distribution with long-tailed, power-law asymptote. As a…

Statistical Mechanics · Physics 2020-08-26 A. Padash , A. V. Chechkin , B. Dybiec , I. Pavlyukevich , B. Shokri , R. Metzler

We develop a method that relates the truncated cumulant-function of the fourth order with the L\'evian cumulant-function. This gives us explicit formulas for the L\'evy-parameters, which allow a real-time analysis of the state of a…

Statistical Mechanics · Physics 2019-12-04 Alexander Jurisch

We introduce a rough perturbation of the Navier-Stokes system and justify its physical relevance from balance of momentum and conservation of circulation in the inviscid limit. We present a framework for a well-posedness analysis of the…

Probability · Mathematics 2019-04-22 Martina Hofmanova , James-Michael Leahy , Torstein Nilssen

The Bou\'e-Dupuis variational formula gives a representation for log Laplace transforms of bounded measurable functions of a finite dimensional Brownian motion on a compact time interval as an infimum of a suitable cost over a collection of…

Probability · Mathematics 2024-03-05 A. Budhiraja

A geometric setup for constrained variational calculus is presented. The analysis deals with the study of the extremals of an action functional defined on piecewise differentiable curves, subject to differentiable, non-holonomic…

Mathematical Physics · Physics 2015-05-08 Enrico Massa , Danilo Bruno , Gianvittorio Luria , Enrico Pagani
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