相关论文: Harmonic analysis of additive Levy processes

In [16], under mild conditions, a Wiener-Hopf type factorization is derived for the exponential functional of proper L\'evy processes. In this paper, we extend this factorization by relaxing a finite moment assumption as well as by…

This paper concerns the effects of additive non-Gaussian L\'evy noises on the pitchfork bifurcation. We consider two types of noises, $\alpha$-stable process and the truncated process. Under both $\alpha$-stable process and the truncated…

In this paper we introduce the well-balanced L\'{e}vy driven Ornstein-Uhlenbeck process as a moving average process of the form $X_t=\int \exp(-\lambda |t-u|)dL_u$. In contrast to L\'{e}vy driven Ornstein-Uhlenbeck processes the…

The possibility of physics beyond the standard model is studied. The requirement of finiteness of the zero point energy density and pressure or the requirement of the Lorentz invariance of the zero point stress-energy tensor in Minkowski…

In the first part of this article, we prove two-sided estimates of hitting probabilities of balls, the potential kernel and the Green function for a ball for general isotropic unimodal L\'evy processes. Our bounds are sharp under the…

Let $K\subset R^n$ be a compact basic semi-algebraic set. We provide a necessary and sufficient condition (with no a priori bounding parameter) for a real sequence $y=(y_\alpha)$, $\alpha\in N^n$, to have a finite representing Borel measure…

We use a characterization of Minkowski measurability to study the asymptotics of best packing on cut-out subsets of the real line with Minkowski dimension $d\in(0,1)$. Our main result is a proof that Minkowski measurability is a sufficient…

We identify a necessary and sufficient condition for a L\'evy white noise to be a tempered distribution. More precisely, we show that if the L\'evy measure associated with this noise has a positive absolute moment, then the L\'evy white…

We characterize various forms of positive dependence, such as association, positive supermodular association and dependence, and positive orthant dependence, for jump-Feller processes. Such jump processes can be studied through their…

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…

A scaling on some space is a measurable action of the group of positive real numbers. A measure on a measurable space equipped with a scaling is said to be $\alpha$-homogeneous for some nonzero real number $\alpha$ if the mass of any…

After a short review of one of proposals to avoid complex stochastic processes in Complex Langevin studies, the recent progress in the former is reported. In particular, the new developments allow now to construct positive and normalizable…

In this article, we study a nonlinear stochastic control problem perturbed by multiplicative Levy noise, where the nonlinear operator in divergence form satisfies p type growth with coercivity assumptions. By using Aldous tightness criteria…

We are interested in stochastic processes satisfying a nonlinear recurrence relation of the form $$X_{n + k} = \Phi_0 (X_n, ..., X_{n + k - 1}) + \Theta_n$$ where $\Theta$ is a noise term. We establish the existence of an invariant measure…

Let $n, m, k$ be positive integers with $k=n-m+1$. We establish an abstract Morse-Sard-type theorem which allows us to deduce, on the one hand, a previous result of De Pascale's for Sobolev $W^{k,p}_{\textrm{loc}}(\mathbb{R}^n,…

Last years there was increasing an interest to the so called function spaces with non-standard growth, known also as variable exponent Lebesgue spaces. For weighted such spaces on homogeneous spaces, we develop a certain variant of Rubio de…

We study an axisymmetric metric satisfying the Petrov type D property with some additional ansatze, but without assuming the vacuum condition. We find that our metric in turn becomes conformal to the Kerr metric deformed by one function of…

The paper develops new methods of non-parametric estimation a compound Poisson distribution. Such a problem arise, in particular, in the inference of a Levy process recorded at equidistant time intervals. Our key estimator is based on…

Consider a random process s solution of the stochastic partial differential equation Ls = w with L a homogeneous operator and w a multidimensional L\'evy white noise. In this paper, we study the asymptotic effect of zooming in or zooming…

Let $P_1, \ldots, P_m \in K[y]$ be polynomials with distinct degrees, no constant terms and coefficients in a general locally compact topological field $K$. We give a quantitative count of the number of polynomial progressions $x, x+P_1(y),…