Related papers: Intrinsic Ultracontractivity for Levy processes
We first introduce and derive some basic properties of a two-parameters family of one-sided Levy processes. Their Laplace exponents are given in terms of the Pochhammer symbol. This family includes, in a limit case, the family of Brownian…
In this work we give a complete description to the asymptotic behaviors of exponential functionals of L\'evy processes and divide them into five different types according to their convergence rates. Not only their exact convergence speeds…
Necessary and sufficient conditions are given for a substochastic semigroup on $L^1$ obtained through the Kato--Voigt perturbation theorem to be either stochastic or strongly stable. We show how such semigroups are related to piecewise…
In this paper, we study the existence of the density associated to the exponential functional of the L\'evy process $\xi$, \[ I_{\ee_q}:=\int_0^{\ee_q} e^{\xi_s} \, \mathrm{d}s, \] where $\ee_q$ is an independent exponential r.v. with…
Given a bounded domain in the Euclidean space satisfying the uniform outer cone condition, we show that a uniformly elliptic operator of second order with continuous second order coefficients generates a holomorphic semigroup on the space…
We study the speed of extinction of continuous state branching processes in a L\'evy environment, where the associated L\'evy process oscillates. Assuming that the L\'evy process satisfies the Spitzer's condition and the existence of some…
For several classes of bounded sets $A$, the limit of a one-dimensional L\'{e}vy process conditioned to avoid $A$ up to a parametrized random time which tends to infinity. For $A$ we take the set of finite points with several clocks and a…
In this paper we study the mean of the first exit time from a bounded interval of various L\'evy processes. We establish sharp two-sided estimates of the mean for L\'evy processes under certain condition on their characteristic exponents.…
This paper proves sharp bounds on the tails of the L\'evy exponent of an operator semistable law on $\mathbb R^d$. These bounds are then applied to explicitly compute the Hausdorff and packing dimensions of the range, graph, and other…
Partial symmetries are described by generalized group structures known as symmetric inverse semigroups. We use the algebras arising from these structures to realize supersymmetry in (0+1) dimensions and to build many-body quantum systems on…
Kuznetsov et al. (2011) and Kuznetsov and Pardo (2013) introduced the family of Hypergeometric L\'evy processes. They appear naturally in the study of fluctuations of stable processes when one analyses stable processes through the theory of…
In this paper, we prove the equivalent of ultracontractive bound of heat semigroup or the uniform upper bound of the heat kernel with the Nash inequality, Log-Sobolev inequalities on graphs. We also show that under the assumption of volume…
We study the possibility of a gradual improvement as time progresses of the regularity of solutions to evolution problems of parabolic type driven by L\'evy-type operators, not necessarily translation invariant. In the course of our…
The phenomenology of LiFeAs superconductor can be explained in the framework of a four-band s$\pm$-wave Eliashberg theory. We have examined the experimental data available in literature and we have found out that it is possible to reproduce…
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 note, we answer a question raised by Johnson and Schechtman \cite{JS}, about the hypercontractive semigroup on $\{-1,1\}^{\NN}$. More generally, we prove the folllowing theorem. Let $1<p<2$. Let $(T(t))_{t>0}$ be a holomorphic…
We present a satisfactory definition of the important class of L\'evy processes indexed by a general collection of sets. We use a new definition for increment stationarity of set-indexed processes to obtain different characterizations of…
We consider a one-dimensional symmetric Levy process that has local time. In the first part, we construct a self-adjoint extension of the generator of the process so that the constructed operator corresponds to the generator with the delta…
In this paper, we study the contractivity of Lur'e dynamical systems whose nonlinearity is either Lipschitz, incrementally sector bounded, or monotone. We consider both the discrete- and continuous-time settings. In each case, we provide…
We show that the Ornstein-Uhlenbeck semigroup associated with a general Poisson random measure is hypercontractive, whenever it is restricted to non-increasing mappings on configuration spaces. We deduce from this result some versions of…