Related papers: Fourier-Laplace transforms in polynomial Ornstein-…
We review the Parisi-Frisch MultiFractal formalism for Navier--Stokes turbulence with particular emphasis on the issue of statistical fluctuations of the dissipative scale. We do it for both Eulerian and Lagrangian Turbulence. We also show…
We study the large deviations of the power injected by the active force for an Active Ornstein-Uhlenbeck Particle (AOUP), free or in a confining potential. For the free-particle case, we compute the rate function analytically in…
Based on the recent developments in the irregular Riemann-Hilbert correspondence for holonomic D-modules and the Fourier-Sato transforms for enhanced ind-sheaves, we study the Fourier transforms of some irregular holonomic D-modules. For…
We introduce the linear operators of fractional integration and fractional differentiation in the framework of the Riemann-Liouville fractional calculus. Particular attention is devoted to the technique of Laplace transforms for treating…
We study very smooth functions on the real line, namely Schwartz functions, that satisfy a finite identity relating their translates and a single modulation. Concretely, we assume there is a nontrivial linear combination of translates of…
We consider a positive stationary generalized Ornstein--Uhlenbeck process \[V_t=\mathrm{e}^{-\xi_t}\biggl(\int_0^t\mathrm{e}^{\xi_{s-}}\ ,\mathrm{d}\eta_s+V_0\biggr)\qquadfor t\geq0,\] and the increments of the integrated generalized…
This thesis deals with some $(1+1)$-dimensional lattice path models from the KPZ universality class: the directed random polymer with inverse-gamma weights (known as log-gamma polymer) and its zero temperature degeneration, i.e. the last…
We study the fluctuations of linear statistics with polynomial test functions for Multiple Orthogonal Polynomial Ensembles. Multiple Orthogonal Polynomial Ensembles form an important class of determinantal point processes that include…
In this article we investigate the Fourier series and transforms for the functions defined on the $ [0, 2 \pi]^ d $ or $ R^d $ and belonging to the exponential Orlicz and some other rearrangement invariant (r.i.) spaces.
In this research work, an explicit Runge-Kutta-Fehlberg (RKF) time integration with a fourth-order compact finite difference scheme in space and a high order analytical approximation of the optimal exercise boundary is employed for solving…
In this article we focus on the pricing of exchange options when the dynamic of logprices follows either the well-known variance gamma or the recent variance gamma++ process introduced in Gardini et al [19]. In particular, for the former…
This paper is a continuation of the work on unbounded Toeplitz-like operators $T_\Om$ with rational matrix symbol $\Om$ initiated in Groenewald et. al (Complex Anal. Oper. Theory 15, 1(2021)), where a Wiener-Hopf type factorization of $\Om$…
The purpose of this paper is to expose and investigate natural phase-space formulations of two longstanding problems in the restriction theory of the Fourier transform. These problems, often referred to as the Stein and Mizohata--Takeuchi…
The Ornstein-Uhlenbeck process can be seen as a paradigm of a finite-variance and statistically stationary rough random walk. Furthermore, it is defined as the unique solution of a Markovian stochastic dynamics and shares the same local…
We provide a short-time large deviation principle (LDP) for stochastic volatility models, where the volatility is expressed as a function of a Volterra process. This LDP does not require strict self-similarity assumptions on the Volterra…
Using the Riesz-Feller fractional derivative, we apply the factorization algorithm to the fractional quantum harmonic oscillator along the lines previously proposed by Olivar-Romero and Rosas-Ortiz, extending their results. We solve the…
Extending earlier work by Rogers, Wiener-Hopf factorisation is studied for a class of functions closely related to Nevanlinna-Pick functions and complete Bernstein functions. The name 'Rogers functions' is proposed for this class. Under…
We consider an Ornstein-Uhleneck (OU) process associated to self-normalised sums in i.i.d. symmetric random variables from the domain of attraction of $N(0, 1)$ distribution. We proved the self-normalised sums converge to the OU process (in…
We formulate a notion of group Fourier transform for a finite dimensional Lie group. The transform provides a unitary map from square integrable functions on the group to square integrable functions on a non-commutative dual space. We then…
We study quantum effects in higher curvature extensions of general relativity using the functional renormalisation group. New flow equations are derived for general classes of models involving Ricci scalar, Ricci tensor, and Riemann tensor…