相关论文: The log-L\'evy moment problem via Berg-Urbanik sem…

The small noise cut-off phenomenon in continuous time and space has been studied in the recent literature for the linear and non-linear stable Langevin dynamics with additive L\'evy drivers - understood as abrupt thermalization of the…

The aim of this paper is two prove two versions of the Dynamical Uncertainty Principlefor the Schr\"odinger equation $i\partial_s u=\mathcal{L}u+Vu$, $u(s=0)=u_0$ where$\mathcal{L}$ is the sub-Laplacian on the Heisenberg group.We show two…

We show that the Bernstein-Hoeffding method can be employed to a larger class of generalized moments. This class includes the exponential moments whose properties play a key role in the proof of a well-known inequality of Wassily Hoeffding,…

Conditions are given, sufficient for the distribution of an Ornstein-Uhlenbeck process with L\'evy noise to be absolutely continuous or to possess a smooth density. For the processes with non-degenerate drift coefficient, these conditions…

Recent works have shown that the family of probability distributions with moments given by the Fuss-Catalan numbers permit a simple parameterized form for their density. We extend this result to the Raney distribution which by definition…

In this work we investigate the long-time behavior, that is the existence and characterization of invariant measures as well as convergence of transition probabilities, for Markov processes obtained as the unique mild solution to stochastic…

Grothendieck defined a group that represents the local obstruction for an abelian variety to have semi-stable reduction. These groups were studied by Silverberg and Zarhin and more recently by the author in order to give a group theoretic…

Young's convolution inequality provides an upper bound for the convolution of functions in terms of $L^p$ norms. It is known that for certain groups, including Heisenberg groups, the optimal constant in this inequality is equal to that for…

Skew convolution semigroups play an important role in the study of generalized Mehler semigroups and Ornstein-Uhlenbeck processes. We give a characterization for a general skew convolution semigroup on real separable Hilbert space whose…

We consider Feller semigroups of operators determinated by systems of jumps dominated by the rotation invariant stable L\'evy measure. Using an approximation schema we prove the existence and obtain estimates of corresponding heat kernels.

It is well known that the transition semigroup of an Ornstein Uhlenbeck process with delay is not strong Feller for small times, so it has no regularizing effects when acting on bounded and continuous functions. In this paper we study…

We show that there exists an algorithm to decide any single equation in the Heisenberg group in finite time. The method works for all two-step nilpotent groups with rank-one commutator, which includes the higher Heisenberg groups. We also…

We give a new, two-step approach to prove existence of finite invariant measures for a given Markovian semigroup. First, we identify a convenient auxiliary measure and then we prove conditions equivalent to the existence of an invariant…

In this paper, we study the asymptotic behavior of a semi-linear slow-fast stochastic partial differential equation with singular coefficients. Using the Poisson equation in Hilbert space, we first establish the strong convergence in the…

Here we review and extend central limit theorems for highly chaotic but deterministic semi-dynamical discrete time systems. We then apply these results show how Brownian motion-like results are recovered, and how an Ornstein-Uhlenbeck…

We consider the problem of modelling restricted interactions between continuously-observed time series as given by a known static graph (or network) structure. For this purpose, we define a parametric multivariate Graph Ornstein-Uhlenbeck…

We study the $\varrho$-th order variation seminorm of a general Ornstein--Uhlenbeck semigroup $\left(\mathcal H_t\right)_{t>0}$ in $\mathbb R^n$, taken with respect to $t$. We prove that this seminorm defines an operator of weak type…

We consider local singular perturbations of a one-dimensional Laplace operator from the point of view of semigroup theory. Under certain assumptions, we prove the convergence of the corresponding semigroups to the heat semigroup with…

This paper investigates the long-term behavior of a class of $\Lambda$-Wright--Fisher processes incorporating frequency-dependent selection, coordinated (bidirectional) selection, as well as individual and coordinated mutation. Our primary…

We develop a multidimensional Stein methodology for non-degenerate self-decomposable random vectors in $\mathbb{R}^d$ having finite first moment. Building on previous univariate findings, we solve an integro-partial differential Stein…