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Given a two-sided real-valued L\'evy process $(X_t)_{t \in \mathbb{R}}$, define processes $(L_t)_{t \in \mathbb{R}}$ and $(M_t)_{t \in \mathbb{R}}$ by $L_t := \sup\{h \in \mathbb{R} : h - \alpha(t-s) \le X_s \text{ for all } s \le t\} =…

Probability · Mathematics 2020-03-12 Steven N. Evans , Mehdi Ouaki

We study a porous medium equation with nonlocal diffusion effects given by an inverse fractional Laplacian operator. More precisely, $$ u_t=\nabla\cdot(u\nabla (-\Delta)^{-s}u), \quad \ 0<s<1. $$ The problem is posed in $\{x\in\ren, t\in…

Analysis of PDEs · Mathematics 2012-01-31 Luis Caffarelli , Fernando Soria , Juan Luis Vazquez

In this paper we study the measure-theoretical entropy of the one-dimensional linear cellular automata (CA hereafter) $T_{f[-l,r]}$, generated by local rule $f(x_{-l},...,x_{r})= \sum\limits_{i=-l}^{r}\lambda_{i}x_{i}(\text{mod}\ m)$, where…

Dynamical Systems · Mathematics 2007-05-23 Hasan Akin

We consider a $n \times n$ nonlinear reaction-diffusion system posed on a smooth bounded domain $\Omega$ of $\mathbb{R}^N$. This system models reversible chemical reactions. We act on the system through $m$ controls ($1 \leq m < n$),…

Analysis of PDEs · Mathematics 2018-09-17 Kévin Le Balc'H

Let $X=(X_t)$ be a one-dimensional Ornstein-Uhlenbeck process with an initial density function $f$ supported on the positive real-line that is a regularly varying function with exponent $-(1+\eta)$, with $\eta\in (0,1)$. We prove the…

Probability · Mathematics 2007-06-13 Manuel Lladser , Jaime San Martin

We derive some estimates for the integral modulus of continuity of probability densities of infinitely divisible distributions. The paper is splitted into two parts. The first part deals with general infinitely divisible distributions. The…

Probability · Mathematics 2018-05-07 David Berger

In a general measure space $(X,\mathcal L,\lambda)$, a characterization of weakly null sequences in $L_\infty (X,\mathcal L,\lambda)$ ($u_k \rightharpoonup 0$) in terms of their pointwise behaviour almost everywhere is derived from the…

Functional Analysis · Mathematics 2018-09-18 J F Toland

Let $\Om\subset\RR^N$ a bounded domain with a Lipschitz continuous boundary. We study the controllability of the space-time fractional diffusion equation \begin{equation*} \begin{cases} \mathbb D_t^\alpha u+(-\Delta)^su=0\;\;&\mbox{ in…

Analysis of PDEs · Mathematics 2019-03-12 Mahamadi Warma

Let $(g_{n})_{n\geq 1}$ be a sequence of independent and identically distributed positive random $d\times d$ matrices, where $d\geq 2$ is an integer. For any starting point $x \in \mathbb{R}_+^d$ with $|x| = 1$ and $y \in \mathbb R$, we…

Probability · Mathematics 2025-07-11 Ion Grama , Hui Xiao

Let $W=(W_t)_{t\ge0}$ be a supercritical $\alpha$-stable Dawson-Watanabe process (with $\alpha\in(0,2]$) and $f$ be a test function in the domain of $-(-\Delta)^{\frac \alpha2}$ satisfying some integrability condition. Assuming the initial…

Probability · Mathematics 2017-06-01 Khoa Lê

We consider the class of (possibly killed) spectrally positive L\'evy process that have been time-changed by the inverse of an integral functional. Within this class we characterize the family of those processes which satisfy the following…

Probability · Mathematics 2022-09-20 Matija Vidmar

For a class of $\Lambda$-Fleming-Viot processes with underlying Brownian motion whose associated $\Lambda$-coalescents come down from infinity, we prove a one-sided modulus of continuity result for their ancestry processes recovered from…

Probability · Mathematics 2013-09-23 Huili Liu , Xiaowen Zhou

The Neumann initial-boundary problem for the chemotaxis system \begin{align} \label{prob:abstract} \tag{$\star$} \begin{cases} u_t = \Delta u - \nabla \cdot (u \nabla v) + \kappa(|x|) u - \mu(|x|) u^p, \\ 0 = \Delta v -…

Analysis of PDEs · Mathematics 2019-09-12 Mario Fuest

We investigate certain analytical properties of the free $\alpha-$stable densities on the line. We prove that they are all classically infinitely divisible when $\alpha\le 1$, and that they belong to the extended Thorin class when $\alpha…

Probability · Mathematics 2018-05-08 Takahiro Hasebe , Thomas Simon , Min Wang

Let $R$ be a polynomial ring over a field $k$ with irrelevant ideal $\frak m$ and dimension $d$. Let $I$ be a homogeneous ideal in $R$. We study the asymptotic behavior of the length of the modules $H^{i}_{\frak m}(R/I^n)$ for $n\gg 0$. We…

Commutative Algebra · Mathematics 2017-10-10 Hailong Dao , Jonathan Montaño

For $\{X(t), t \in G_\delta\}$ a centered Gaussian process with stationary increments and a.s. sample paths on a discrete grid $G_\delta=\{0,\delta,2\delta, ...\}$, where $\delta>0$, we investigate the stationary reflected process…

Probability · Mathematics 2022-06-30 Krzysztof Dȩbicki , Grigori Jasnovidov

In this paper we study the domain of stable processes, stable-like processes and more general pseudo- and integro-differential operators which naturally arise both in analysis and as infinitesimal generators of L\'evy- and L\'evy-type…

Probability · Mathematics 2019-02-26 Franziska Kühn , René L. Schilling

By making use of the Langevin equation with a kernel, it was shown that the Feynman measure exp(-S) can be realized in a restricted sense in a diffusive stochastic process, which diverges and has no equilibrium, for bottomless systems. In…

High Energy Physics - Theory · Physics 2007-05-23 Kazuya Yuasa , Hiromichi Nakazato

We provide a sufficient condition for the continuity of real valued permanental processes. When applied to the subclass of permanental processes which consists of squares of Gaussian processes, we obtain the sufficient condition for…

Probability · Mathematics 2013-03-18 Michael B. Marcus , Jay Rosen

Let $u$ be a nonnegative, local, weak solution to the porous medium equation for $m\ge2$ in a space-time cylinder $\Omega_T$. Fix a point $(x_o,t_o)\in\Omega_T$: if the average \[…

Analysis of PDEs · Mathematics 2023-02-28 Ugo Gianazza , Juhana Siljander