相关论文: Radonification of a cylindrical L\'evy process
The aim of this note is to give a straightforward proof of a general version of the Ciesielski-Taylor identity for positive self-similar Markov processes of the spectrally negative type which umbrellas all previously known Ciesielski-Taylor…
The Lorentz Integral Transform approach allows microscopic calculations of electromagnetic reaction cross sections without explicit knowledge of final state wave functions. The necessary inversion of the transform has to be treated with…
In this paper, we discuss a general approach to find periodic solutions bifurcating from equilibrium points of classical Vlasov systems. The main access to the problem is chosen through the Hamiltonian representation of any Vlasov system,…
We show a stochastic version of the Schauder-Tychonoff fixed point theorem which yields a solution of the martingale problem for a class of systems of nonlinear reaction-diffusion equations driven by a cylindrical Wiener process and a…
A steady-state superradiant laser can be used to generate ultranarrow-linewidth light, and thus has important applications in the fields of quantum information and precision metrology. However, the light produced by such a laser is still…
In this paper a drift-randomized Milstein method is introduced for the numerical solution of non-autonomous stochastic differential equations with non-differentiable drift coefficient functions. Compared to standard Milstein-type methods we…
We present an existence result for L\'evy-type processes which requires only weak regularity assumptions on the symbol $q(x,\xi)$ with respect to the space variable $x$. Applications range from existence and uniqueness results for…
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…
The well-known gyrokinetic problem regards the perturbative expansion related to the dynamics of a charged particle subject to fast gyration motion due to the presence of a strong magnetic field. Although a variety of approaches have been…
We present a general method to construct couplings of stochastic differential equations driven by L\'{e}vy noise in terms of coupling operators. This approach covers both coupling by reflection and refined basic coupling which are often…
We show that the Radon transform related to closed geodesics is injective on a Lie group if and only if the connected components are not homeomorphic to $S^1$ nor to $S^3$. This is true for both smooth functions and distributions. The key…
Recovering a function from its spherical Radon transform with centers of spheres of integration restricted to a hypersurface is at the heart of several modern imaging technologies, including SAR, ultrasound imaging, and photo- and…
These lectures notes aim at introducing L\'{e}vy processes in an informal and intuitive way, accessible to non-specialists in the field. In the first part, we focus on the theory of L\'{e}vy processes. We analyze a `toy' example of a…
This paper is devoted to a construction of the stochastic It\^o integral with respect to infinite dimensional cylindrical Wiener process. The construction given is an alternative one to that introduced by DaPrato and Zabczyk [3]. The…
We stu\dd y a class of nonlinear stochastic partial differential equations with dissipative nonlinear drift, driven by L\'evy noise. Our work is divided in two parts. In the present part I we first define a Hilbert-Banach setting in which…
Minimal thinness is a notion that describes the smallness of a set at a boundary point. In this paper, we provide tests for minimal thinness at finite and infinite minimal Martin boundary points for a large class of purely discontinuous…
Generalizing the linearisation procedure used by Dirac and later by L\'evy-Leblond, we derive the first-order non-relativistic wave equations for particles of spin 1 and spin 3/2 starting from the Schrodinger equation.
We prove a theorem for transforming the polarization eigenstates of an arbitrary elliptical birefringent device into the eigenstates of another similar device by means of a birefringent device. The theorem is applied to synthesize a…
In this article we present a generalization of the electron localization function (ELF) that can be used to analyze time-dependent processes. The time-dependent ELF allows the time-resolved observation of the formation, the modulation, and…
We study the least squares estimator for the drift parameter of the Langevin stochastic equation driven by the Rosenblatt process. Using the techniques of the Malliavin calculus and the stochastic integration with respect to the Rosenblatt…