相关论文: On the harmonic measure of stable processes

We consider the class of stationary-increment harmonizable stable processes with infinite control measure, which most notably includes real harmonizable fractional stable motions. We give conditions for the integrability of the paths of…

In this paper we introduce a new class of L\'evy processes which we call hypergeometric-stable L\'evy processes, because they are obtained from symmetric stable processes through several transformations and where the Gauss hypergeometric…

In a setting, where only "exit measures" are given, as they are associated with an arbitrary right continuous strong Markov process on a separable metric space, we provide simple criteria for the validity of Harnack inequalities for…

Conditioning stable L\'evy processes on zero probability events recently became a tractable subject since several explicit formulas emerged from a deep analysis using the Lamperti transformations for self-similar Markov processes. In this…

We establish a dimension formula for the harmonic measure of a finitely supported and symmetric random walk on a hyperbolic group. We also characterize random walks for which this dimension is maximal. Our approach is based on the Green…

The main purpose of this chapter is to present some theoretical aspects of parametric estimation of L\'evy processes based on high-frequency sampling, with a focus on infinite activity pure-jump models. Asymptotics for several classes of…

For a stable process, we give an explicit formula for the potential measure of the process killed outside a bounded interval and the joint law of the overshoot, undershoot and undershoot from the maximum at exit from a bounded interval. We…

We study the mean-value harmonic functions on open subsets of $\mathbb{R}^n$ equipped with weighted Lebesgue measures and norm induced metrics. Our main result is a necessary condition saying that all such functions solve a certain…

For one-dimensional symmetric L\'{e}vy processes, which hit every point with positive probability, we give sharp bounds for the tail function of the first hitting time of B which is either a single point or an interval. The estimates are…

We prove gradient estimates for harmonic functions with respect to a $d$-dimensional unimodal pure-jump Levy process under some mild assumptions on the density of its Levy measure. These assumptions allow for a construction of an unimodal…

In a setting, where only exit measures are given, as they are associated with a right continuous strong Markov process on a separable metric space, we provide simple criteria for scaling invariant H\"older continuity of bounded harmonic…

For a certain class of asymmetric L\'evy processes where the origin is regular for itself, the renormalized zero resolvent is proved to be harmonic for the killed process upon hitting zero.

Suppose that Y(t) is a d-dimensional Levy symmetric process for which its Levy measure differs from the Levy measure of the isotropic alpha-stable process (0<alpha<2) by a finite signed measure. For a bounded Lipschitz set D we compare the…

We consider the system of stochastic differential equations dX_t=A(X_{t-}) dZ_t, where Z_t^1, ..., Z^d_t are independent one-dimensional symmetric stable processes of order \alpha, and the matrix-valued function A is bounded, continuous and…

We prove sharp two-sided estimates on the tail probability of the first hitting time of bounded interval as well as its asymptotic behaviour for general non-symmetric processes which satisfy an integral condition \[ \int_0^{\infty}…

In this paper, we introduce some new notions of aging based on geometric, harmonic means of failure rate and aging intensity function. We define a generalized version of aging functions called specific interval-average geometric hazard…

We consider harmonic measures that arise from random walks on the mapping class group determined by probability distributions that have finite first moment with respect to the Teichmuller metric, and whose supports generate non-elementary…

We study \alpha-harmonic functions on the complement of the sphere and on the complement of the hyperplane in Euclidean spaces of dimension bigger than one, for \alpha\in(1,2). We describe the corresponding Hardy spaces and prove the Fatou…

We propose new nonparametric estimators of the integrated volatility of an It\^{o} semimartingale observed at discrete times on a fixed time interval with mesh of the observation grid shrinking to zero. The proposed estimators achieve the…

For every non-elementary hyperbolic group, we show that for every random walk with finitely supported admissible step distribution, the associated entropy equals the drift times the logarithmic volume growth if and only if the corresponding…