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

Suppose that $\mathsf{S}$ is a closed set of the unit sphere $\mathbb{S}^{d-1} = \{x\in \mathbb{R}^d: |x| =1\}$ in dimension $d\geq2$, which has positive surface measure. We construct the law of absorption of an isotropic stable L\'evy…

We develop at-the-money call-price and implied volatility asymptotic expansions in time to maturity for a class of asset-price models whose log returns follow a L\'evy process. Under mild assumptions placing the driving L\'evy process in…

This article studies the dynamics of the strong solution of a SDE driven by a discontinuous L\'evy process taking values in a smooth foliated manifold with compact leaves. It is assumed that it is \textit{foliated} in the sense that its…

In a rather general setting of It\^o-L\'evy processes we study a class of transforms (Fourier for example) of the state variable of a process which are holomorphic in some disc around time zero in the complex plane. We show that such…

This paper develops a fractional stochastic partial differential equation (SPDE) to model the evolution of a random tangent vector field on the unit sphere. The SPDE is governed by a fractional diffusion operator to model the L\'{e}vy-type…

The relationship between the refractive index decrement, $\delta$, and the real part of the atomic form factor, $f^\prime$, is used to derive a simple polynomial functional form for $\delta(E)$ far from the K-edge of the element. The…

We propose a transformation algorithm for a class of Linear Parameter-Varying (LPV) systems with functional affine dependence on parameters, where the system matrices depend affinely on nonlinear functions of the scheduling varable, into…

We study the stochastic differential equation $dX_t = A(X_{t-}) \, dZ_t$, $ X_0 = x$, where $Z_t = (Z_t^{(1)},\ldots,Z_t^{(d)})^T$ and $Z_t^{(1)}, \ldots, Z_t^{(d)}$ are independent one-dimensional L{\'e}vy processes with characteristic…

This paper is concerned with nonparametric estimation of the L\'evy density of a pure jump L\'evy process. The sample path is observed at $n$ discrete instants with fixed sampling interval. We construct a collection of estimators obtained…

We develop a general framework for finding error estimates for convection-diffusion equations with nonlocal, nonlinear, and possibly degenerate diffusion terms. The equations are nonlocal because they involve fractional diffusion operators…

We present the results for the low energy properties of the infinite dimensional t-J model with $J=0$, using $O(\lambda^2)$ equations of the extremely correlated Fermi liquid formalism. The parameter $\lambda \in [0,1]$ is analogous to the…

Resonances which result from perturbation of embedded eigenvalues are studied by time dependent methods. A general theory is developed, with new and weaker conditions, allowing for perturbations of threshold eigenvalues and relaxed Fermi…

We develop a method that relates the truncated cumulant-function of the fourth order with the L\'evian cumulant-function. This gives us explicit formulas for the L\'evy-parameters, which allow a real-time analysis of the state of a…

We study generalizations of the Schr\"odinger problem in statistical mechanics in two directions: when the density is constrained at more than two times, and when the joint law of the initial and final positions for the particles is…

The non-stationary relaxation and physical ageing in the diffusion-limited erosion process ({\sc dle}) is studied through the exact solution of its Langevin equation, in $d$ spatial dimensions. The dynamical exponent $z=1$, the growth…

We carry out a detailed study of the branching fractions and lepton pair invariant-mass spectrum of \tau^- ->\pi^- \nu_\tau l^+l^- decays (l=e,\mu). In addition to the model-independent (QED) contributions, we include the…

We suppose that a L\'evy process is observed at discrete time points. Starting from an asymptotically minimax family of estimators for the continuous part of the L\'evy Khinchine characteristics, i.e., the covariance, we derive a…

We extend the model structure on the category $\mathbf{Cat}(\mathcal{E})$ of internal categories studied by Everaert, Kieboom and Van der Linden to an algebraic model structure. Moreover, we show that it restricts to the category of…

In this paper, we establish the existence of moments and moment estimates for L\'evy-type processes. We discuss whether the existence of moments is a time dependent distributional property, give sufficient conditions for the existence of…

We consider a class of L\'evy-type processes on which spectral analysis technics can be made to produce optimal results, in particular for the decay rate of their survival probability and for the spectral gap of their ground state…