相关论文: When is the convex hull of a L\'evy path smooth?

We examine the metrics that arise when a finite set of points is embedded in the real line, in such a way that the distance between each pair of points is at least 1. These metrics are closely related to some other known metrics in the…

This paper is concerned with the behaviour of a L\'{e}vy process when it crosses over a positive level, $u$, starting from 0, both as $u$ becomes large and as $u$ becomes small. Our main focus is on the time, $\tau_u$, it takes the process…

We consider the class of (possibly killed) spectrally positive L\'evy process that have been time-changed by the inverse of an integral functional. Within this class we characterize the family of those processes which satisfy the following…

The paper is devoted to the relationship between the continuous Markovian description of Levy flights developed previously and their equivalent representation in terms of discrete steps of a wandering particle, a certain generalization of…

Modelling extreme events and heavy-tailed phenomena is central to building reliable predictive systems in domains such as finance, climate science, and safety-critical AI. While L\'evy processes provide a natural mathematical framework for…

We propose a new model-free method to detect change points between distinct phases in a single random trajectory of an intermittent stochastic process. The local convex hull (LCH) is constructed for each trajectory point, while its…

We provide a L\'evy-It\^o decomposition of sample paths of L\'evy processes with values in complete locally convex Suslin spaces. This class of state spaces contains the well investigated examples of separable Banach spaces, as well as…

We discuss an impact of various (path-wise) reflection-from-the barrier scenarios upon confining properties of a paradigmatic family of symmetric $\alpha $-stable L\'{e}vy processes, whose permanent residence in a finite interval on a line…

Under appropriate conditions, we obtain smoothness and convexity properties of $q$-scale functions for spectrally negative L\'evy processes. Our method appeals directly to very recent developments in the theory of potential analysis of…

In the paper we study stochastic convolution appearing in Volterra equation driven by so called L\'evy process. By L\'evy process we mean a process with homogeneous independent increments, continuous in probability and cadlag.

For a general c\`adl\`ag L\'evy process on a separable Banach space $V$ we estimate values of $\inf_{Y\in{\cal A}_X} \mathbb{E}\left\{ \psi\left( \Vert X - Y \Vert_\infty\right) + \mathrm{TV}(Y[0,T]) \right\}$, where ${\cal A}_X$ is the…

We prove that the norm of a $d$-dimensional L\'evy process possesses a finite second moment if and only if the convex distance between an appropriately rescaled process at time $t$ and a standard Gaussian vector is integrable in time with…

We consider a generalization of a one-dimensional stochastic process known in the physical literature as L\'evy-Lorentz gas. The process describes the motion of a particle on the real line in the presence of a random array of marked points,…

A refracted L\'evy process is a L\'evy process whose dynamics change by subtracting off a fixed linear drift (of suitable size) whenever the aggregate process is above a pre-specified level. More precisely, whenever it exists, a refracted…

This article deals with IDT processes, i.e. processes which are infinitely divisible with respect to time. Given an IDT process $(X_{t},\,t\geq0)$, there exists a unique (in law) L\'evy process $(L_{t}; t\geq0)$ which has the same…

For absolutely convergent series we state explicitly a one-sided summation estimate that can be viewed as the discrete analogue of the change of variable formula on the half line. This estimate is implicit in Pascal Lef\`evre's recent…

We study the closure of the convex hull of a compact set in a complete CAT(0) space. First we give characterization results in terms of compact sets and the closure of their convex hulls for locally compact CAT(0) spaces that are either…

In this paper we consider convex subsets of locally-convex topological vector spaces. Given a fixed point in such a convex subset, we show that there exists a curve completely contained in the convex subset and leaving the point in a given…

In this paper we present several results on the expected complexity of a convex hull of $n$ points chosen uniformly and independently from a convex shape. (i) We show that the expected number of vertices of the convex hull of $n$ points,…

Takeda-Yano determined the limit of L\'{e}vy processes conditioned to avoid zero via various random clocks in terms of Doob's $h$-transform, where the limit processes may differ according to the choice of random clocks. The purpose of this…