Related papers: Fractional Laplacian with supercritical killings
Suppose that $\alpha \in (0,2)$ and that $X$ is an $\alpha$-stable-like process on $\R^d$. Let $F$ be a function on $\R^d$ belonging to the class $\bf{J_{d,\alpha}}$ (see Introduction) and $A_{t}^{F}$ be $\sum_{s \le t}F(X_{s-},X_{s}), t>…
We introduce a class of L\'{e}vy processes subject to specific regularity conditions, and consider their Feynman-Kac semigroups given under a Kato-class potential. Using new techniques, first we analyze the rate of decay of eigenfunctions…
In this work, we investigate the compactness and the long time behavior of killed Feynman-Kac semigroups of various processes arising from statistical physics with very general singular Schr{\"o}dinger potentials. The processes we consider…
We prove that the operator $L_0=-(1+|x|)^\beta(-\Delta)^{\alpha/2}$ with $\alpha\in(0,2)$, $d>\alpha$ and $\beta\ge0$ generates a compact semigroup or resolvent on $L^2(\R^d;(1+|x|)^{-\beta}\,dx)$, if and only if $\beta>\alpha$. When…
We analyze the relaxation dynamics of Feynman-Kac path integral kernel functions in terms of branching diffusion processes with killing. This sheds new light on the admissible path-wise description of the relaxation to equilibrium for…
We study the Feynman-Kac semigroup generated by the Schr{\"o}dinger operator based on the fractional Laplacian $-(-\Delta)^{\alpha/2} - q$ in $\Rd$, for $q \ge 0$, $\alpha \in (0,2)$. We obtain sharp estimates of the first eigenfunction…
The challenge to fruitfully merge state-of-the-art techniques from mathematical finance and numerical analysis has inspired researchers to develop fast deterministic option pricing methods. As a result, highly efficient algorithms to…
Let $G$ be a finite group and let $c(G)$ be the number of cyclic subgroups of $G$. We study the function $\alpha(G) = c(G)/|G|$. We explore its basic properties and we point out a connection with the probability of commutation. For many…
We introduce a stochastic process and functional that should describe the semigroup generated by the stochastic Bessel operator. Recently Gorin and Shkolnikov showed that the largest eigenvalues for certain random matrix ensembles with soft…
We propose and study a certain discrete time counterpart of the classical Feynman--Kac semigroup with a confining potential in countable infinite spaces. For a class of long range Markov chains which satisfy the direct step property we…
We access the edge of Gaussian beta ensembles with one spike by analyzing high powers of the associated tridiagonal matrix models. In the classical cases beta=1, 2, 4, this corresponds to studying the fluctuations of the largest eigenvalues…
The critical behaviour of a non-local scalar field theory is studied. This theory has a non-local kinetic term which involves a real power 1-2\alpha of the Laplacian. The interaction term is the usual local \phi^{4} interaction. The lowest…
Motivated by the notion of isotropic $\alpha$-stable L\'evy processes confined, by reflections, to a bounded open Lipschitz set $D\subset \mathbb{R}^d$, we study some related analytical objects. Thus, we construct the corresponding…
We describe the large-time asymptotics of solutions to the heat equation for the fractional Laplacian with added subcritical or even critical Hardy-type potential. The asymptotics is governed by a self-similar solution of the equation,…
We study mean-field particle approximations of normalized Feynman-Kac semi-groups, usually called Fleming-Viot or Feynman-Kac particle systems. Assuming various large time stability properties of the semi-group uniformly in the initial…
A Feynman formula is a representation of a solution of an initial (or initial-boundary) value problem for an evolution equation (or, equivalently, a representation of the semigroup resolving the problem) by a limit of $n$-fold iterated…
The aim of the present paper is twofold:(1) We carry on with developing an abstract method for deriving decay estimates on the semigroup associated to non-symmetric operators in Banach spaces as introduced in [10]. We extend the method so…
Suppose that Y(t) is a d-dimensional Levy symmetric process for which its Levy measure differs from the Levy measure of the isotropic alpha-stable process (0<alpha<2) by a finite signed measure. For a bounded Lipschitz set D we compare the…
This work develops further a probabilist approach to the asymptotic behavior of growth-fragmentation semigroups via the Feynman-Kac formula, which was introduced in a joint article with A.R. Watson [4]. Here, it is first shown that the…
The infinitesimal generator of a one-dimensional strictly $\alpha$-stable process can be represented as a weighted sum of (right and left) Riemann-Liouville fractional derivatives of order $\alpha$ and one obtains the fractional Laplacian…