相关论文: Two-term trace estimates for relativistic stable p…

We combine earlier investigations of linear systems with L\'{e}vy fluctuations [Physica {\bf 113A}, 203, (1982)] with recent discussions of L\'{e}vy flights in external force fields [Phys.Rev. {\bf E 59},2736, (1999)]. We give a complete…

In this paper we derive $W^{1,\infty}$ and piecewise $C^{1,\alpha}$ estimates for solutions, and their $t-$derivatives, of divergence form parabolic systems with coefficients piecewise H\"older continuous in space variables $x$ and smooth…

We establish stability criterion for a two-class retrial system with Poisson inputs, general class-dependent service times and class-dependent constant retrial rates. We also characterise an interesting phenomenon of partial stability when…

Using lattice approximations of Euclidean space, we develop a way to approximate stable processes that are represented by stochastic integrals over Euclidean space. Via a stable version of the Lindeberg-Feller Theorem we show that the…

In this paper, we consider stochastic master equations describing the evolution of quantum spin-1/2 systems interacting with electromagnetic fields undergoing continuous-time measurements. We suppose that the initial states and the exact…

In this paper, we obtain a regularized trace formula for a Sturm Liouville problem which has two points of discontinuity and also contains an eigenparameter in a boundary ondition.

This article establishes several necessary and sufficient criteria on asymptotic stability and mean ergodicity in various types of topologies for Feller processes taking values in Polish spaces. In particular, asymptotic stability and mean…

The issues of robust stability for two types of uncertain fractional-order systems of order $\alpha \in (0,1)$ are dealt with in this paper. For the polytope-type uncertainty case, a less conservative sufficient condition of robust…

This paper establishes the quantitative stability of invariant measures $\mu_{\alpha}$ for $\mathbb{R}^d$-valued ergodic stochastic differential equations driven by rotationally invariant multiplicative $\alpha$-stable processes with…

Dilatively stable processes generalize the class of infinitely divisible self-similar processes. We reformulate and extend the definition of dilative stability introduced by Igl\'oi (2008) using characteristic functions. We also generalize…

In this article, we provide a modified argument for proving conditional stability for inverse problems of determining spatially varying functions in evolution equations by Carleman estimates. Our method needs not any cut-off procedures and…

We study statistical inference of the drift parameters for the Volterra Ornstein-Uhlenbeck process on R in the ergodic regime. For continuous-time observations, we derive the corresponding maximum likelihood estimators and show that they…

This paper deals with the convergence time analysis of a class of fixed-time stable systems with the aim to provide a new non-conservative upper bound for its settling time. Our contribution is fourfold. First, we revisit the well-known…

The risk of catastrophes is related to the possibility of occurring extreme values. Several statistical methodologies have been developed in order to evaluate the propensity of a process for the occurrence of high values and the permanence…

In this article, we prove a stability estimate going from the Radon transform of a function with limited angle-distance data to the $L^p$ norm of the function itself, under some conditions on the support of the function. We apply this…

We obtain a trace formula for algebraic differential operators which the corresponding analytic results have been proved by M. Engeli and G. Felder

At high levels, the asymptotic distribution of a stationary, regularly varying Markov chain is conveniently given by its tail process. The latter takes the form of a geometric random walk, the increment distribution depending on the sign of…

We characterize the values of the stable rank for Leavitt path algebras, by giving concrete criteria in terms of properties of the underlying graph.

With a view to computing fluctuation identities related to stable processes, we review and extend the class of hypergeometric L\'evy processes explored in Kuznetsov and Pardo (arXiv:1012.0817). We give the Wiener-Hopf factorisation of a…

The two-step time discretization proposed by Dahlquist, Liniger and Nevanlinna is variable step $G$-stable. (In contrast, for increasing time steps, the BDF2 method loses $A$-stability and suffers non-physical energy growth in the…