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The analytic and formal solutions to a family of singularly perturbed partial differential equations in the complex domain involving two complex time variables are considered. The analytic continuation properties of the solution of an…
There are given sufficient conditions under which mixtures of dilations of L\'evy spectral measures, on a Hilbert space, are L\'evy measures again. We introduce some random integrals with respect to infinite dimensional L\'evy processes,…
We present the stochastic solution to a generalized fractional partial differential equation involving a regularized operator related to the so-called Prabhakar operator and admitting, amongst others, as specific cases the fractional…
A Feynman-Kac-type formula for a L\'evy and an infinite dimensional Gaussian random process associated with a quantized radiation field is derived. In particular, a functional integral representation of $e^{-t\PF}$ generated by the…
In the first part of the paper we prove various results on regularity of Feynman-Kac functionals of Hunt processes associated with time dependent semi-Dirichlet forms. In the second part we study the Cauchy problem for semilinear parabolic…
In this article, we first review the connection between L\'evy processes and infinitely divisible random variables, and the classification of infinitely divisible distributions. Using this connection and the L\'evy-Khinchine representation…
We derive explicitly the coupling property for the transition semigroup of a L\'{e}vy process and gradient estimates for the associated semigroup of transition operators. This is based on the asymptotic behaviour of the symbol or the…
The formality morphism $\boldsymbol{\mathcal{F}}=\{\mathcal{F}_n$, $n\geqslant1\}$ in Kontsevich's deformation quantization is a collection of maps from tensor powers of the differential graded Lie algebra (dgLa) of multivector fields to…
First, we consider generalized wave and scattering operators and derive modifications of commutation relations (between scattering operators and unperturbed operators) when the corresponding deviation factors behave as $\exp\{i t {\mathcal…
We consider a nonlinear stochastic differential equation driven by an $\alpha$-stable L\'{e}vy process ($1<\alpha<2$). We first obtain some regularity results for the probability density of its invariant measure via establishing the a…
These lectures notes aim at introducing L\'{e}vy processes in an informal and intuitive way, accessible to non-specialists in the field. In the first part, we focus on the theory of L\'{e}vy processes. We analyze a `toy' example of a…
In this paper, we get a Liouville type theorem for the special Lagrangian equation with a certain 'convexity' condition, where Warren-Yuan first studied the condition in [30]. Based on Warren-Yuan's work, our strategy is to show a global…
Several two-boundary problems are solved for a special L\'{e}vy process: the Poisson process with an exponential component. The jumps of this process are controlled by a homogeneous Poisson process, the positive jump size distribution is…
Semigroups, generated by Feller processes killed upon leaving a given domain, are considered. These semigroups correspond to Cauchy-Dirichlet type initial-exterior value problems in this domain for a class of evolution equations with…
In theories like SM or MSSM with a complex gauge group structure the complete set of Feynman diagrams contributed to a particular physics process can be splited to exact gauge invariant subsets. Arguments and examples given in the review…
We consider five different abstract Cauchy problems where the operator is of fourth order. For each problem, using semigroups techniques and functional calculus, we study the invertibility and the spectral properties of the fourth order…
The generating series of the intersection numbers of the stable cohomology classes on moduli spaces of curves satisfies the string equation and a KdV hierarchy. Kontsevich's original proof of this result uses a matrix model and the matrix…
In this paper, we study weak and strong transience of a class of Feller processes associated with pseudo-differential operators, the so-called L\'evy-type processes. As a main result, we derive Chung-Fuchs type conditions (in terms of the…
The problem of the construction of strong approximations with a given order of convergence for jump-diffusion equations is studied. General approximation schemes are constructed for L\'evy type stochastic differential equation. In…
Owing to their interesting spectral properties, the synthetic crystals over lattices other than regular Euclidean lattices, such as hyperbolic and fractal ones, have attracted renewed attention, especially from materials and meta-materials…