Related papers: The fractional Laplacian with reflections

Multiple scattering of light by resonant vapor is characterized by Levy-type superdiffusion with a step size distribution $P(x) \propto 1/x^{1+{\alpha}}$, with $0 < {\alpha} < 2$. The Levy parameter ${\alpha}$ was measured from $P(x)$,…

We connect boundary conditions for one-sided pseudo-differential operators with the generators of modified one-sided L\'evy processes. On one hand this allows modellers to use appropriate boundary conditions with confidence when restricting…

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.…

We prove asymptotic behaviour of transition density for a large class of spectrally one-sided L\'evy processes of unbounded variation satisfying mild condition imposed on the second derivative of the Laplace exponent, or equivalently, on…

For $\alpha \in (1,2)$ we consider the equation $\partial_t u = \Delta^{\alpha/2} u - r b \cdot \nabla u$, where $b$ is a divergence free singular vector field not necessarily belonging to the Kato class. We show that for sufficiently small…

We establish the fractional diffusion limit of the kinetic scattering equation with diffusive boundary condition in a strongly convex bounded domain $\mathcal{D}\subset\mathbb{R}^d$. According to the nature of the boundary condition, two…

We connect boundary conditions for one-sided pseudo-differential operators with the generators of modified one-sided L\'evy processes. On one hand this allows modellers to use appropriate boundary conditions with confidence when restricting…

Transport phenomena are ubiquitous in nature and known to be important for various scientific domains. Examples can be found in physics, electrochemistry, heterogeneous catalysis, physiology, etc. To obtain new information about diffusive…

In this article we study a class of stochastic functional differential equations driven by L\'{e}vy processes (in particular, $\alpha$-stable processes), and obtain the existence and uniqueness of Markov solutions in small time intervals.…

In this note, we consider the construction of a one-dimensional stable Langevin type process confined in the upper half-plane and submitted to reflective-diffusive boundary conditions whenever the particle position hits 0. We show that two…

This article studies a Fokker-Planck type equation of fractional diffusion with conservative drift $\partial$f/$\partial$t = $\Delta$^($\alpha$/2) f + div(Ef), where $\Delta$^($\alpha$/2) denotes the fractional Laplacian and E is a…

In a separable Hilbert space, we study supercontractivity and ultracontractivity properties for a transition semigroups associated with a stochastic partial differential equations. This is done in terms of exponential integrability of…

This paper is devoted to the inverse problem of determining the spatially dependent source in a time fractional diffusion-wave equation, with the aid of extra measurement data at subboundary. Uniqueness result is obtained by using the…

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…

It is shown that the second term in the asymptotic expansion as $t\to 0$ of the trace of the semigroup of symmetric stable processes (fractional powers of the Laplacian) of order $\alpha$, for any $0<\alpha<2$, in Lipschitz domains is given…

We provide integral formulae for the Laplace transform of the entrance law of the reflected excursions for symmetric L\'evy processes in terms of their characteristic exponent. For subordinate Brownian motions and stable processes we…

The limiting behavior of Toeplitz type quadratic forms of stationary processes has received much attention through decades, particularly due to its importance in statistical estimation of the spectrum. In the present paper we study such…

In this article we consider the Levy processes and the corresponding semigroup. We represent the generator of this semigroup in a convolution form. Using the obtained convolution form and the theory of integral equations we investigate the…

In this article, we first review the connection between L\'evy processes and infinitely divisible random variables, and the classification of infinitely divisible distributions. Using this connection and the L\'evy-Khinchine representation…

In this paper, we study de Finetti's optimal dividend problem with capital injection under the assumption that the dividend strategies are absolutely continuous. In many previous studies, the process before being controlled was assumed to…