相关论文: Intrinsic Ultracontractivity for Levy processes

Consider a Lipschitz domain $\Omega$ and a measurable function $\mu$ supported in $\overline\Omega$ with $\left\|{\mu}\right\|_{L^\infty}<1$. Then the derivatives of a quasiconformal solution of the Beltrami equation $\overline{\partial} f…

We show on- and off-diagonal upper estimates for the transition densities of symmetric Levy and Levy-type processes. To get the an-diagonal estimates we prove a Nash type inequality for the related Dirichlet form. For the off-diagonal…

We suppose that a L\'evy process is observed at discrete time points. A rather general construction of minimum-distance estimators is shown to give consistent estimators of the L\'evy-Khinchine characteristics as the number of observations…

We consider a supercritical branching L\'evy process on the real line. Under mild moment assumptions on the number of offspring and their displacements, we prove a second-order limit theorem on the empirical mean position.

We consider convex monotone $C_0$-semigroups on a Banach lattice, which is assumed to be a Riesz subspace of a $\sigma$-Dedekind complete Banach lattice. Typical examples include the space of all bounded uniformly continuous functions and…

Under an appropriate regular variation condition, the affinely normalized partial sums of a sequence of independent and identically distributed random variables converges weakly to a non-Gaussian stable random variable. A functional version…

The concept of a L\'evy subordinator is generalized to a family of non-decreasing stochastic processes, which are parameterized in terms of two Bernstein functions. Whereas the independent increments property is only maintained in the…

We prove a quantified Tauberian theorem for functions under a new kind of Tauberian condition. In this condition we assume in particular that the Laplace transform of the considered function extends to a domain to the left of the imaginary…

This paper provides a multivariate extension of Bertoin's pathwise construction of a L\'evy process conditioned to stay positive/negative. Thus obtained processes conditioned to stay in half-spaces are closely related to the original…

A suitable notion of hypercontractivity for a nonlinear semigroup $\{T_t\}$ is shown to imply Gagliardo--Nirenberg inequalities for its generator $H$, provided a subhomogeneity property holds for the energy functional $(u,Hu)$. We use this…

We present here an overview of the history, applications and important properties of a function which we refer to as the Levy integral. For certain values of its characteristic parameter the Levy integral defines the symmetric Levy stable…

We present new proofs of two theorems of E.B. Davies and B. Simon about ultracontractivity property for of semigroups of operators and logarithmic Sobolev inequalities with parameter (LSIWP for short) satisfied by the generator of the…

In this paper, we study the cut-off phenomenon under the total variation distance of $d$-dimensional Ornstein-Uhlenbeck processes which are driven by L\'evy processes. That is to say, under the total variation distance, there is an abrupt…

In this note, we consider the construction of a one-dimensional stable Langevin type process confined in the upper half-plane and submitted to reflective-diffusive boundary conditions whenever the particle position hits 0. We show that two…

Several long-time limit theorems of one-dimensional L\'{e}vy processes weighted and normalized by functions of the local time are studied. The long-time limits are taken via certain families of random times, called clocks: exponential…

In this paper, we solve exit problems for a level-dependent L\'evy process which is exponentially killed with a killing intensity that depends on the present state of the process. Moreover, we analyse the respective resolvents. All…

We investigate selfadjoint $C_0$-semigroups on Euclidean domains satisfying Gaussian upper bounds. Major examples are semigroups generated by second order uniformly elliptic operators with Kato potentials and magnetic fields. We study the…

In the metric spaces, we give some equivalent condition of intrinsically Lipschitz maps introduce by Franchi, Serapioni and Serra Cassano in subRiemannian Carnot groups. Unlike what happens in the Carnot groups, in our context intrinsic…

We prove an intrinsic equivalence between strong hypercontractivity and a strong logarithmic Sobolev inequality for the cone of logarithmically subharmonic functions. We introduce a new large class of measures, Euclidean regular and…

$\mu$ being a nonnegative measure satisfying some log-Sobolev inequality, we give conditions on F for the measure $\nu=e^{-2F} \mu$ to also satisfy some log-Sobolev inequality. Explicit examples are studied.