相关论文: Holomorphic transforms with application to affine …
Motivated by the notion of isotropic $\alpha$-stable L\'evy processes confined, by reflections, to a bounded open Lipschitz set $D\subset \mathbb{R}^d$, we study some related analytical objects. Thus, we construct the corresponding…
The theory of affine processes on the space of positive semidefinite d x d matrices has been established in a joint work with Cuchiero, Filipovi\'c and Teichmann (2011). We confirm the conjecture stated therein that in dimension d greater…
We obtain a representation of an inhomogeneous Levy process in a Lie group or a homogeneous space in terms of a drift, a matrix function and a measure function. Because the stochastic continuity is not assumed, our result generalizes the…
Many stochastic processes are defined on special geometrical objects like spheres and cones. We describe how tools from harmonic analysis, i.e. Fourier analysis on groups, can be used to investigate probability density functions (pdfs) on…
We consider one-parameter families of quadratic-phase integral transforms which generalize the fractional Fourier transform. Under suitable regularity assumptions, we characterize the one-parameter groups formed by such transforms.…
We study boundary traces of shift-invariant diffusions: two-dimensional diffusions in the upper half-plane $\mathbb{R} \times [0, \infty)$ (or in $\mathbb{R} \times [0, R)$) invariant under horizontal translations. We prove that the…
We characterize various forms of positive dependence for a general class of time-inhomogeneous Markov processes called Feller evolution processes (FEPs) and for jump-FEPs. General FEPs can be studied through their time and state-space…
We study the fully nonlinear time evolution of a holographic system possessing a first order phase transition. The initial state is chosen in the spinodal region of the phase diagram, and includes an inhomogeneous perturbation in one of the…
We review some of the theory relevant to passage times of one-dimensional L\'evy processes out of bounded regions, highlighting results that are useful in physical phenomena modelled by heavy-tailed L\'evy flights. The process is…
Let $f\colon X \to \mathbb{A}^1_t$ be an affine flat morphism of finite type, and let $V = f^{-1}(0)$. Then, we obtain a morphism of log schemes $f\colon (X|V) \to (\mathbb{A}^1_t|0)$. In this article, we develop algorithmic tools to study…
We construct intrinsic on-and off-diagonal upper and lower estimates for the transition probability density of a L\'evy process in small time. By intrinsic we mean that such estimates reflect the structure of the characteristic exponent of…
We consider holomorphic functions on the unit disc whose images are contained in a strip of the complex plane. Under an additional condition, such functions are constants. We also consider appropriate operator valued versions. Applications…
We show that any finitely dependent invariant process on a transitive amenable graph is a finitary factor of an i.i.d. process. With an additional assumption on the geometry of the graph, namely that no two balls with different centers are…
We propose a transformation algorithm for a class of Linear Parameter-Varying (LPV) systems with functional affine dependence on parameters, where the system matrices depend affinely on nonlinear functions of the scheduling varable, into…
We study Fourier transforms of holonomic D-modules on the complex affine line and show that their enhanced solution complexes are described by a twisted Morse theory. We thus recover and even strengthen the well-known formula for their…
We consider a class of L\'evy-type processes on which spectral analysis technics can be made to produce optimal results, in particular for the decay rate of their survival probability and for the spectral gap of their ground state…
Deformation of the easy-axis ferromagnetic state in asymmetric bilayer systems are investigated numerically. Using the exact diagonalization the easy-axis to easy-plane ferromagnetic transition at total filling factor 3 or 4 is…
We consider a class of L\'evy-type processes derived via a Doob-transform from L\'evy processes conditioned by a control function called potential. These processes have position-dependent and generally unbounded components, with stationary…
The analytical solving dynamic problems of elasticity theory for piecewise homogeneous half-space is found. The explicit construction of direct and inverse Fourier's vector transform with discontinuous coefficients is presented. The…
Long memory processes driven by L\'evy noise with finite second-order moments have been well studied in the literature. They form a very rich class of processes presenting an autocovariance function which decays like a power function. Here,…