Related papers: Non-Negative Integer-Valued Semi-Selfsimilar Proce…
It is known that there are Lie algebras with non-semigroup gradings, i.e. such that the binary operation on the grading set is not associative. We provide a similar example in the class of associative algebras.
In this article we consider the Levy processes and the corresponding semigroup. We represent the generator of this semigroup in a convolution form. Using the obtained convolution form and the theory of integral equations we investigate the…
In this note we identify the class of distributions for {Xn} that can generate a linear, additive, first order auto-regressive scheme that is marginally stationary as semi-selfdecomposable laws. We give a method to construct these…
We give a review of the state of the art with regard to the theory of scale functions for spectrally negative Levy processes. From this we introduce a general method for generating new families of scale functions. Using this method we…
A semi-process is an analog of the semi-flow for non-autonomous differential equations or inclusions. We prove an abstract result on the existence of measurable semi-processes in the situations where there is no uniqueness. Also, we allow…
In this paper, a new bivariate random coefficient integer-valued autoregressive process based on modified negative binomial operator with dependent innovations is proposed. Basic probabilistic and statistical properties of this model are…
We study the relation between L\'evy processes under nonlinear expectations, nonlinear semigroups and fully nonlinear PDEs. First, we establish a one-to-one relation between nonlinear L\'evy processes and nonlinear Markovian convolution…
A new class of integrable mappings and chains is introduced. Corresponding $(1+2)$ integrable systems invariant with respect to such discrete transformations are presented in an explicit form. Their soliton-type solutions are constructed in…
For a broad class of the Levy processes the new form (convolution type) of the infinitesimal generators is introduced. It leads to the new notions: a truncated generator, a quasi-potential. The probability of the Levy process remaining…
A semi-parametric, non-linear regression model in the presence of latent variables is introduced. These latent variables can correspond to unmodeled phenomena or unmeasured agents in a complex networked system. This new formulation allows…
In this paper, we introduce the first-order integer-valued autoregressive (INAR(1)) model, with Poisson-Lindley innovations based on power series thinning operator. Some mathematical features of this process are given and estimating the…
A new class of Semantic Numeration Systems, namely, positive rational Semantic Numeration Systems is introduced. For cardinal semantic operators, differences in the formation of carry (common carry) and remainders are defined. The…
We study the scale function of the spectrally negative phase-type Levy process. Its scale function admits an analytical expression and so do a number of its fluctuation identities. Motivated by the fact that the class of phase-type…
The classical notion of L\'evy process is generalized to one that takes as its values probabilities on a first order model equipped with a commutative semigroup. This is achieved by applying a convolution product on definable probabilities…
A cylindrical Levy process does not enjoy a cylindrical version of the semi-martingale decomposition which results in the need to develop a completely novel approach to stochastic integration. In this work, we introduce a stochastic…
Let us consider a signed measure $\Qv$ and a probability measure $\Pv$ such that $\Qv<<\Pv$. Let $D$ be the density of $\Qv$ with respect to $\Pv$. $H$ represents the set of zeros of $D$, $\bar{g}=0\vee\sup{H}$. In this paper, we shall…
Nonparametric methods for the estimation of the Levy density of a Levy process are developed. Estimators that can be written in terms of the ``jumps'' of the process are introduced, and so are discrete-data based approximations. A model…
A class of continuous-time autoregressive moving average (CARMA) process driven by simple semi-Levy measure is defined and its properties are studied. We discuss some new insights on the structure of the semi-Levy measure which is described…
We classify semisimple module categories over the tensor category of representations of quantum SL(2) extending previous results to the roots of unity and positive characteristic cases.
We consider some special classes of L\'evy processes with no gaussian component whose L\'evy measure is of the type $\pi(dx)=e^{\gamma x}\nu(e^x-1) dx$, where $\nu$ is the density of the stable L\'evy measure and $\gamma$ is a positive…