Related papers: Littlewood--Paley estimates for pure-jump Dirichle…

We show that any strictly quasi-regular generalized Dirichlet form that satisfies the mild structural condition D3 is associated to a Hunt process, and that the associated Hunt process can be approximated by a sequence of multivariate…

We establish explicit quenched asymptotics for pure-jump symmetric L\'evy processes in general Poissonian potentials, which is closely related to large time asymptotic behavior of solutions to the nonlocal parabolic Anderson problem with…

We derive characteristic function identities for conditional distributions of an r-trimmed Levy process given its r largest jumps up to a designated time t. Assuming the underlying Levy process is in the domain of attraction of a stable…

We use reflections involving analytic Dirichlet and Neumann data on a real-analytic curve in order to find a representation of solutions to Cauchy problems for harmonic functions in the plane. We apply this representation for finding…

The paper considers the integration theory for $G$-L\'evy processes with finite activity. We introduce the It\^o-L\'evy integrals, give the It\^o formula for them and establish SDE's, BSDE's and decoupled FBSDE's driven by $G$-L\'evy…

On any denumerable product of probability spaces, we construct a Malliavin gradient and then a divergence and a number operator. This yields a Dirichlet structure which can be shown to approach the usual structures for Poisson and Brownian…

Let $(X,\mathbf{q},\mu)$ be an ultra-RD-space with upper dimension $n\in(0,\infty)$; i.e., it is a quasi-ultrametric space of homogeneous type whose measure $\mu$ satisfies an additional reverse doubling property. Let…

We consider the gap probability for the Pearcey and Airy processes; we set up a Riemann--Hilbert approach (different from the standard one) whereby the asymptotic analysis for large gap/large time of the Pearcey process is shown to…

By analyzing an optimization problem over orthogonal matrices, we prove a generalization of the Hardy-Littlewood-P\'olya rearrangement inequality to positive definite matrices. The inequality is then extended to rectangular matrices. Using…

We obtain Fourier inequalities in the weighted $L_p$ spaces for any $1<p<\infty$ involving the Hardy-Ces\`aro and Hardy-Bellman operators. We extend these results to product Hardy spaces for $p\le 1$. Moreover, boundedness of the…

We consider one-dimensional stochastic differential equations with jumps in the general case. We introduce new technics based on local time and we prove new results on pathwise uniqueness and comparison theorems. Our approach are very easy…

In this paper, we study an approximation scheme for L\'evy processes with drift in terms of a representation that is akin to the celebrated Mehler formula for L\'evy-Ornstein-Uhlenbeck processes. The approximation scheme is based on a…

We investigate the statistical distribution of the zeros of Dirichlet $L$--functions both analytically and numerically. Using the Hardy--Littlewood conjecture about the distribution of prime numbers we show that the two--point correlation…

For integer valued random variables, the translated Poisson distributions form a flexible family for approximation in total variation, in much the same way that the normal family is used for approximation in Kolmogorov distance. Using the…

In this paper, we present new results on Hunt's hypothesis (H) for L\'{e}vy processes. We start with a comparison result on L\'{e}vy processes which implies that big jumps have no effect on the validity of (H). Based on this result and the…

In this paper we consider generalized square function norms of holomorphic functions with values in a Banach space. One of the main results is a characterization of embeddings of the form \[L^p(X)\subseteq \gamma(X) \subseteq L^q(X),\] in…

We present recent advances on Dirichlet forms methods either to extend financial models beyond the usual stochastic calculus or to study stochastic models with less classical tools. In this spirit, we interpret the asymptotic error on the…

We establish a new improvement of the classical $L^p$-Hardy inequality on the multidimensional Euclidean space in the supercritical case. Recently, in [14], there has been a new kind of development of the one dimensional Hardy inequality.…

The Hardy--Littlewood inequality for $m$-linear forms on $\ell _{p}$ spaces and $m<p\leq 2m$ asserts that \begin{equation*} \left( \sum_{j_{1},...,j_{m}=1}^{\infty }\left\vert T\left( e_{j_{1}},\ldots ,e_{j_{m}}\right) \right\vert…

Efficient estimation of a non-Gaussian stable Levy process with drift and symmetric jumps observed at high frequency is considered. For this statistical experiment, the local asymptotic normality of the likelihood is proved with a…