相关论文: Symmetric L\'evy flights in semi-infinite domain

We analyze a specific class of random systems that are driven by a symmetric L\'{e}vy stable noise, where Langevin representation is absent. In view of the L\'{e}vy noise sensitivity to environmental inhomogeneities, the pertinent random…

We study small time bounds for transition densities of convolution semigroups corresponding to pure jump L\'evy processes in $\mathbb{R}^{d}$, $d \geq 1$, including those with jumping kernels exponentially and subexponentially localized at…

Rayleigh-Levy flights have played a significant role in cosmology as simplified models for understanding how matter distributes itself under gravitational influence. These models also exhibit numerous remarkable properties that enable the…

We consider here a logistic equation, modeling processes of nonlocal character both in the diffusion and proliferation terms. More precisely, for populations that propagate according to a L\'evy process and can reach resources in a…

We consider nonparametric statistical inference for L\'evy processes sampled irregularly, at low frequency. The estimation of the jump dynamics as well as the estimation of the distributional density are investigated. Non-asymptotic risk…

In this paper we present the asymptotic analysis of the realised quadratic variation for multivariate symmetric $\beta$-stable L\'evy processes, $\beta \in (0,2)$, and certain pure jump semimartingales. The main focus is on derivation of…

We prove the intrinsic ultracontractivity for the semigroup generated by a large class of symmetric Levy processes such that the Levy measure satisfies some conditions in the neighborhood of 0, killed on exiting a bounded and connected…

This paper studies the asymptotic behavior of the flux and circulation of a subclass of random fields within the family of 2-dimensional vector ambit fields. We show that, under proper normalization, the flux and the circulation converge…

In mathematical finance, Levy processes are widely used for their ability to model both continuous variation and abrupt, discontinuous jumps. These jumps are practically relevant, so reliable inference on the feature that controls jump…

Lévy flights in steeper than harmonic potentials have been shown to exhibit finite variance and a critical time at which a bifurcation from an initial mono-modal to a terminal bimodal distribution occurs (Chechkin et al., Phys. Rev. E…

Absorption problems of run-and-tumble particles, described by the telegrapher's equation, are analyzed in one space dimension considering partially reflecting boundaries. Exact expressions for the probability distribution function in the…

We introduce a formalism of fractional diffusion on networks based on a fractional Laplacian matrix that can be constructed directly from the eigenvalues and eigenvectors of the Laplacian matrix. This fractional approach allows random walks…

This review article gives an overview of recent progress in the field of non-equilibrium phase transitions into absorbing states with long-range interactions. It focuses on two possible types of long-range interactions. The first one is to…

We review some of the theory relevant to passage times of one-dimensional L\'evy processes out of bounded regions, highlighting results that are useful in physical phenomena modelled by heavy-tailed L\'evy flights. The process is…

The {\alpha}-stable L\'evy process, commonly used to describe L\'evy flight, is characterized by discontinuous jumps and is widely used to model anomalous transport phenomena. In this study, we investigate the associated exit problem and…

L\'evy walks (LWs) are spatiotemporally coupled random-walk processes describing superdiffusive heat conduction in solids, propagation of light in disordered optical materials, motion of molecular motors in living cells, or motion of…

We develop a general strategy in order to implement (approximate) discrete transparent boundary conditions for finite difference approximations of the two-dimensional transport equation. The computational domain is a rectangle equipped with…

In the paper, the initial-boundary value problems to a semilinear integro-differential equation with multi-term fractional Caputo derivatives are analyzed. A particular case of this equation models oxygen diffusion through capillaries.…

What is the analogue of L\'evy processes for random surfaces? Motivated by scaling limits of random planar maps in random geometry, we introduce and study L\'evy looptrees and L\'evy maps. They are defined using excursions of general L\'evy…

In this paper we study the convergence of solutions for (possibly degenerate) stochastic differential equations driven by L\'evy processes, when the coefficients converge in some appropriate sense. First, we prove, by means of a…