Related papers: A Generalized Occupation Time Formula For Continuo…

We compute some dependence coefficients for the stationary Markov chain whose transition kernel is the Perron-Frobenius operator of an expanding map $T$ of $[0, 1]$ with a neutral fixed point. We use these coefficients to prove a central…

In this paper, we study the existence and uniqueness of solutions for general fractional-time parabolic equations of mixture type, and their probabilistic representations in terms of the corresponding inverse subordinators with or without…

Let A(n) be a sequence of i.i.d. topical (i.e. isotone and additively homogeneous) operators. Let $x(n,x_0)$ be defined by $x(0,x_0)=x_0$ and $x(n,x_0)=A(n)x(n-1,x_0)$. This can modelize a wide range of systems including, task graphs, train…

A stochastic process $X$ becomes occupied when it is enlarged with its occupation flow $\mathcal{O}$ that tracks the time spent by the path at each level. When $X$ is Markov, the occupied process $(\mathcal{O},X)$ enjoys a Markov structure…

The status of small x resummation in the timelike kinematics is discussed. We present a general procedure to extract the large logarithms of x in the MS factorization scheme and to resum them in a closed form. New results for the…

Monotone processes, just like martingales, can often be recovered from their final values. Examples include running maxima of supermartingales, as well as running maxima, local times, and various integral functionals of sticky processes…

Let $\Omega\subset\R^N$ be an arbitrary open set and denote by $(e^{-t(-\Delta)_{\RR^N}^s})_{t\ge 0}$ (where $0<s<1$) the semigroup on $L^2(\RR^N)$ generated by the fractional Laplace operator. In the first part of the paper we show that if…

In this paper we will establish necessary and sufficient conditions for a Laplace-Carleson embedding to be bounded for certain spaces of functions on the positive half-line. We will use these results to characterise weighted (infinite-time)…

The aim of this paper is to introduce and study the concept of a contra-semicontinuous function and further investigate the class of strongly $S$-closed spaces. We obtain some new decompositions of generalized continuous functions.

We study the size of the set of points where the $\alpha$-divided difference of a function in the H\"older class $\Lambda_\alpha$ is bounded below by a fixed positive constant. Our results are obtained from their discrete analogues which…

This paper concerns three classes of real-valued functions on intervals, operator monotone functions, operator convex functions, and strongly operator convex functions. Strongly operator convex functions were previously treated in [3] and…

In this article, we study exponents which preserve complete monotonicity of functions on lattices. We prove that for any completely monotone function $f$ on a finite lattice, $f^\alpha$ is completely monotone for all $\alpha\geq c$, where…

In this paper, we construct operator fractional L\'evy motion (ofLm), a broad class of non-Gaussian stochastic processes that are covariance operator self-similar, have wide-sense stationary increments and display infinitely divisible…

We investigate the commutators $[b,I_{\rho}]$ of generalized fractional integral operators $I_{\rho}$ with functions $b$ in generalized Campanato spaces and give a necessary and sufficient condition for the boundedness of the commutators on…

Multivariate distributions are explored using the joint distributions of marginal sample quantiles. Limit theory for the mean of a function of order statistics is presented. The results include a multivariate central limit theorem and a…

Let $B^H$ be a fractional Brownian motion with Hurst index $0<H<1/2$. In this paper we study the {\it generalized quadratic covariation} $[f(B^H),B^H]^{(W)}$ defined by $$ [f(B^H),B^H]^{(W)}_t=\lim_{\epsilon\downarrow…

This paper provides a new version of the condition of Di Nunno et al. (2003), Ankirchner and Imkeller (2005) and Biagini and \{O}ksendal (2005) ensuring the semimartingale property for a large class of continuous stochastic processes.…

A binomial-type operator on a stationary Gaussian process is introduced in order to model long memory in the spatial context. Consistent estimators of model parameters are demonstrated. In particular, it is shown that…

We construct $P(phi)_1$-processes indexed by the full time-line, separately derived from the functional integral representations of the relativistic and non-relativistic Nelson models in quantum field theory. These two cases differ…

We present an analysis of the approximation error for a $d$-dimensional quasiperiodic function $f$ with Diophantine frequencies, approximated by a periodic function with the fundamental domain $[0,L_1)\times [0,L_2)\times \cdots…