Related papers: Local properties for $1$-dimensional critical bran…
A refracted L\'evy process is a L\'evy process whose dynamics change by subtracting off a fixed linear drift (of suitable size) whenever the aggregate process is above a pre-specified level. More precisely, whenever it exists, a refracted…
This article extends a strong averaging principle for L\'evy diffusions which live on the leaves of a foliated manifold subject to small transversal L\'evy type perturbation to the case of non-compact leaves. The main result states that the…
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…
Motivated by the recent results of Nualart and Xu \cite{Nualart} concerning limits laws for occupation times of one dimensional symmetric stable processes, this paper proves a decomposition for functionals of one dimensional symmetric…
In this paper, we obtain some additional probabilistic properties of the renewal process $\{\hat{N}_{\alpha}(t)\}_{t\ge0}$, $0<\alpha\le 1$ introduced by Beghin and Orsingher (2010). A time-changed relationship connecting…
Branching Processes in Random Environment (BPREs) $(Z_n:n\geq0)$ are the generalization of Galton-Watson processes where in each generation the reproduction law is picked randomly in an i.i.d. manner. In the supercritical case, the process…
In this paper, we establish the existence of moments and moment estimates for L\'evy-type processes. We discuss whether the existence of moments is a time dependent distributional property, give sufficient conditions for the existence of…
We prove sharp two-sided estimates on the tail probability of the first hitting time of bounded interval as well as its asymptotic behaviour for general non-symmetric processes which satisfy an integral condition \[ \int_0^{\infty}…
For a branching process in random environment it is assumed that the offspring distribution of the individuals varies in a random fashion, independently from one generation to the other. Interestingly there is the possibility that the…
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…
We establish two results about local times of spectrally positive stable processes. The first is a general approximation result, uniform in space and on compact time intervals, in a model where each jump of the stable process may be marked…
We study a first passage time of a L\'evy process over a positive constant level. In the spectrally negative case we give conditions for absolutely continuity of the distributions of the first passage times. The tail asymptotics of their…
In this paper we first provide several conditional limit theorems for L\'evy processes with negative drift and regularly varying tail. Then we apply them to study the asymptotic behavior of expectations of some exponential functionals of…
Let $\xi=(\xi_t, t\ge 0)$ be a real-valued L\'evy process and define its associated exponential functional as follows \[ I_t(\xi):=\int_0^t \exp\{-\xi_s\}{\rm d} s, \qquad t\ge 0. \] Motivated by important applications to stochastic…
We consider the distributional equation $\textbf{Z}\stackrel{d}{=}\sum_{k=1}^N\textbf{A}_k\textbf{Z}(k) $, where $N$ is a random variable taking value in $\mathbb N_0=\{0,1,\cdots\}$, $\textbf{A}_1,\textbf{A}_2,\cdots$ are $p\times p$…
Let $(A_v)_{v\in \mathcal{T}}$ be the balanced Gaussian Branching Random Walk on a $d$-ary tree $\mathcal{T}$ and let $M^A$ be the multiplicative chaos with parameter $\gamma \in (0, \sqrt{2\log d})$ constructed from $A$. In this work we…
We prove several results on the behavior near t=0 of $Y_t^{-t}$ for certain $(0,\infty)$-valued stochastic processes $(Y_t)_{t>0}$. In particular, we show for L\'{e}vy subordinators that the Pareto law on $[1,\infty)$ is the only possible…
Motivated by some recent potential theoretic results on subordinate killed L\'evy processes in open subsets of the Euclidean space, we study processes in an open set $D\subset {\mathbb R}^d$ defined via Dirichlet forms with jump kernels of…
This paper uses two new ingredients, namely stochastic differential equations satisfied by continuous-state branching processes (CSBPs), and a topology under which the Lamperti transformation is continuous, in order to provide…
In this work, we characterize cluster-invariant point processes for critical branching spatial processes on R d for all large enough d when the motion law is $\alpha$-stable or has a finite discrete range. More precisely, when the motion is…