相关论文: On the reducibility of affine models with dependen…

We study a combination of the refracted and reflected L\'evy processes. Given a spectrally negative L\'evy process and two boundaries, it is reflected at the lower boundary while, whenever it is above the upper boundary, a linear drift at a…

This paper is devoted to the study of the inhomogeneous wave equation with singular (less than continuous) time dependent coefficients. Particular attention is given to the role of the lower order terms and suitable Levi conditions are…

We consider high frequency samples from ergodic L\'evy driven stochastic differential equation (SDE) with drift coefficient $a(x,\alpha)$ and scale coefficient $c(x,\gamma)$ involving unknown parameters $\alpha$ and $\gamma$. We suppose…

A new set of vector solutions to Maxwell's equations based on solutions to the wave equation in spheroidal coordinates allows laser beams to be described beyond the paraxial approximation. Using these solutions allows us to calculate the…

We study a class of processes that are akin to the Wright-Fisher model, with transition probabilities weighted in terms of the frequency-dependent fitness of the population types. By considering an approximate weak formulation of the…

The compatibility between the de Sitter Swampland conjecture and Ho\v{r}ava--Lifshitz $F(\bar{R})$ theories with a flat FLRW metric is studied. We first study the standard $f(R)$ theories and show that the only way in which the dS…

We propose a mathematical model to describe the athermal fluctuations of thin sheets driven by the type of random driving that might be experienced prior to weak crumpling. The model is obtained by merging the F\"oppl-von K\'arm\'an…

New method for construction of gauge-invariant deformed theory from an initial gauge theory proposed in our previous papers [1], [2] for closed/open gauge algebras is extended to the case of reducible gauge algebras. The deformation…

This work is devoted to deriving small mass limiting equation for a class of Hamiltonian systems with multiplicative L\'evy noise. Derivation of the limiting equation depends on the structure of the stochastic Hamiltonian systems, in which…

This paper complements the study of the wave equation with discontinuous coefficients initiated in \cite{DGL:22} in the case of time-dependent coefficients. Here we assume that the equation coefficients are depending on space only and we…

Modifications on the predictions about the matter power spectrum based on the hypothesis of a tiny contribution from a degenerate Fermi gas (DFG) test-fluid to some dominant cosmological scenario are investigated. Reporting about the…

Derivation of low-energy effective models by a partial trace summation of the electronic degrees of freedom far away from the Fermi level, called downfolding, is reexamined. We propose an improved formalism free from the double-counting of…

In this paper we study pseudo-processes related to odd-order heat-type equations composed with L\'evy stable subordinators. The aim of the article is twofold. We first show that the pseudo-density of the subordinated pseudo-process can be…

Stochastic reduced-order models are widely used to represent the effective dynamics of complex systems, but estimating their drift and diffusion coefficients from data remains challenging. Standard approaches often rely on short-time…

Structural vector autoregressive (SVAR) models are widely used to analyze the simultaneous relationships between multiple time-dependent data. Various statistical inference methods have been studied to overcome the identification problems…

Assuming that $(X_t)_{t\in\Z}$ is a vector valued time series with a common marginal distribution admitting a density $f$, our aim is to provide a wide range of consistent estimators of $f$. We consider different methods of estimation of…

We derive a non-perturbative equation for the large scale structure power spectrum of long-wavelength modes. Thereby, we use an operator product expansion together with relations between the three-point function and power spectrum in the…

This paper is mainly concerned with a kind of fractional stochastic evolution equations driven by L\'evy noise in a bounded domain. We first state the well-posedness of the problem via iterative approximations and energy estimates. Then,…

Using the theory of free random variables (FRV) and the Coulomb gas analogy, we construct stable random matrix ensembles that are random matrix generalizations of the classical one-dimensional stable L\'{e}vy distributions. We show that the…

The frequency-dependent attenuation typically obeys an empirical power law with an exponent ranging from 0 to 2. The standard time-domain partial differential equation models can describe merely two extreme cases of frequency independent…