Related papers: Markov processes with jump kernels decaying at the…

This paper is devoted to establishing the full scaling limit theorems for multivariate Hawkes processes. Under some mild conditions on the exciting kernels, we develop a new way to prove that after a suitable time-spatial scaling, the…

We establish sharp boundary regularity estimates in $C^1$ and $C^{1,\alpha}$ domains for nonlocal problems of the form $Lu=f$ in $\Omega$, $u=0$ in $\Omega^c$. Here, $L$ is a nonlocal elliptic operator of order $2s$, with $s\in(0,1)$.…

In this paper, we consider a large class of purely discontinuous rotationally symmetric Levy processes. We establish sharp two-sided estimates for the transition densities of such processes killed upon leaving an open set D. When D is a…

We investigate the Boundary Harnack Principle in H\"older domains of exponent $\alpha>0$ by the analytical method developed in our previous work "A short proof of Boundary Harnack Principle".

Let $(X_{k})_{k \in \mathbb Z }$ be a linear process with values in a separable Hilbert space $\mathbb{H}$ given by $X_{k} =\sum_{j=0}^{\infty} (j+1)^{-N}\varepsilon_{k-j}$ for each $k \in \mathbb Z$, where $N:\mathbb{H} \to \mathbb{H}$ is…

Given $n$ equidistant realisations of a L\'evy process $(L_t,\,t\ge 0)$, a natural estimator $\hat N_n$ for the distribution function $N$ of the L\'evy measure is constructed. Under a polynomial decay restriction on the characteristic…

Recently we extended the concept of intrinsic ultracontractivity to non-symmetric semigroups and proved that for a large class of non-symmetric diffusions Z with measure-valued drift and potential, the semigroup of Z^D (the process obtained…

We establish the Krylov--Safonov theory for a large class of nonlocal operators of order $2s \in (0,2)$ on hyperbolic spaces $\mathbb{H}^{n}_{\kappa}$ with curvature $-\kappa<0$. We prove the Alexandrov--Bakelman--Pucci (ABP) estimates,…

The paper deals with homogenization problem for a non-local linear operator with a kernel of convolution type in a medium with a periodic structure. We consider the natural diffusive scaling of this operator and study the limit behaviour of…

We prove upper bounds on the transition probabilities of random walks with i.i.d. random conductances with a polynomial lower tail near $0$. We consider both constant and variable speed models. Our estimates are sharp. As a consequence, we…

In the paper we develop a general theory of solvability of linear inhomogeneous boundary-value problems for systems of first-order ordinary differential equations in spaces of smooth functions on a finite interval. This problems are set…

For a stationary sequence of random variables we derive a self-normalized functional limit theorem under joint regular variation with index $\alpha \in (0,2)$ and weak dependence conditions. The convergence takes place in the space of…

For general absorbed Markov processes $(X_t)_{0\leq t<\tau_{\partial}}$ having a quasi-stationary distribution (QSD) $\pi$ and absorption time $\tau_{\partial}$, we introduce a Dobrushin-type criterion providing for exponential convergence…

We study normal approximations for a class of discrete-time occupancy processes, namely, Markov chains with transition kernels of product Bernoulli form. This class encompasses numerous models which appear in the complex networks…

In a setting, where only "exit measures" are given, as they are associated with an arbitrary right continuous strong Markov process on a separable metric space, we provide simple criteria for the validity of Harnack inequalities for…

Let $0<\alpha<d$ and $1\leq p<d/\alpha$. We present a proof that for all $f\in W^{1,p}(\mathbb{R}^d)$ both the centered and the uncentered Hardy-Littlewood fractional maximal operator $\mathcal M_\alpha f$ are weakly differentiable and $…

In this paper we survey the almost sure central limit theorem and its functional form (quenched) for stationary and ergodic processes. For additive functionals of a stationary and ergodic Markov chain these theorems are known under the…

Let $\alpha \in (0,2)$ and consider the operator $\sL$ given by \[ \sL f(x)=\int[ f(x+h)-f(x)-1_{(|h|\leq 1)}h\cdot \grad f(x)]\frac{n(x,h)}{|h|^{d+\alpha}} \d h, \] where the term $1_{(|h|\leq 1)}h\cdot \grad f(x)$ is not present when…

Let $\alpha(x)$ be a measurable function taking values in $ [\alpha_1,\alpha_2]$ for $0<\A_1\le \A_2<2$, and $\kappa(x,z)$ be a positive measurable function that is symmetric in $z$ and bounded between two positive constants. Under a…

An essential generalization of the Lebedev index transform with the square of the Macdonald function is investigated. Namely, we consider a family of integral operators with the positive kernel $|K_{(i\tau+\alpha)/2}(x)|^2, \alpha \ge 0,\ x…