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

The ordinary Levy motion is a random process whose stationary independent increments are statistically self-affine and distributed with a stable probability law characterized by the Levy index alpha, 0 < alpha < 2. The divergence of…

In this paper we consider the existence of weakly c\`adl\`ag versions of a solution to a linear equation in a Hilbert space $H$, driven by a Levy process taking values in a Hilbert space $U$. In particular we are interested in diagonal type…

A model for the radial distribution function $g(r)$ of a square-well fluid of variable width previously proposed [S. B. Yuste and A. Santos, J. Chem. Phys. {\bf 101}, 2355 (1994)] is revisited and simplified. The model provides an explicit…

Estimation methods for the L\'{e}vy density of a L\'{e}vy process are developed under mild qualitative assumptions. A classical model selection approach made up of two steps is studied. The first step consists in the selection of a good…

We propose a unified stochastic SIR model driven by L\'{e}vy noise. The model is structural enough to allow for time-dependency, nonlinearity, discontinuity, demography and environmental disturbances. We present concise results on the…

We construct a finite element approximation of a strain-limiting elastic model on a bounded open domain in $\mathbb{R}^d$, $d \in \{2,3\}$. The sequence of finite element approximations is shown to exhibit strong convergence to the unique…

The estimation of the L\'{e}vy density, the infinite-dimensional parameter controlling the jump dynamics of a L\'{e}vy process, is considered here under a discrete-sampling scheme. In this setting, the jumps are latent variables, the…

The paper estimates the rate of convergence of the weak Euler approximation for the solutions of SDEs with Hoelder continuous coefficients driven by point and martingale measures. The equation considered has a non-degenerate main part whose…

We investigate the problem of estimating a function $f$ based on observations from its noisy convolution when the noise exhibits long-range dependence. We construct an adaptive estimator based on the kernel method, derive minimax lower…

We construct covariant theories incorporating fluctuating boundaries and soft cutoffs by introducing dynamical reference frames (DRFs). This framework generalizes the covariant action from a hard-cutoff to a soft-cutoff formulation,…

While short-range dependence is widely assumed in the literature for its simplicity, long-range dependence is a feature that has been observed in data from finance, hydrology, geophysics and economics. In this paper, we extend a…

The Littlewood-Richardson coefficients describe the decomposition of tensor products of irreducible representations of a simple Lie algebra into irreducibles. Assuming the number of factors is large, one gets a measure on the space of…

The density correlations of some singular Fermi liquids with anomalous properties such as resistivity varying linearly with T at low temperatures, a $T \log T$ contribution to the entropy and thermopower, etc., are expected to be quite…

We generalize Franz' independence in tensor categories with inclusions from two morphisms (which represent generalized random variables) to arbitrary ordered families of morphisms. We will see that this only works consistently if the unit…

L\'evy processes are widely used in financial mathematics to model return data. Price processes are then defined as a corresponding geometric L\'evy process, implying the fact that returns are independent. In this paper we propose an…

We develop a microscopic theory of dynamic structure factor to describe the Bogoliubov-Anderson-Goldstone phonon mode and its damping rate in a strongly interacting Fermi gas at finite temperature. It is based on a density functional…

Given $n$ equidistant realisations of a L\'evy process $(L_t,\,t\ge 0)$, a natural estimator $\hat N_n$ for the distribution function $N$ of the L\'evy measure is constructed. Under a polynomial decay restriction on the characteristic…

A new microscopic derivation of the elastic constants of amorphous solids is presented within the framework of nonaffine lattice dynamics, which makes use of a perturbative form of the low-frequency eigenvectors of the dynamical matrix…

The electron density $n(\rb,t)$, which is the central tool of time-dependent density functional theory, is presently considered to be derivable from a one-body time-dependent potential $V(\rb,t)$, via one-electron wave functions satisfying…

A three-dimensional simulation model is proposed here to study the erosive wear of structure caused by solid particles, which accounts for the accumulation of surface deformation and degradation during the erosion process. Although there…