相关论文: Non-Negative Integer-Valued Semi-Selfsimilar Proce…
In the present paper, we introduce so-called operator-stable-like processes. Roughly speaking, they behave locally like operator-stable processes, but they need not to be homogenous in space. Having shown existence for this class of…
The study of solving the inverse eigenvalue problem for nonnegative matrices has been around for decades. It is clear that an inverse eigenvalue problem is trivial if the desirable matrix is not restricted to a certain structure. Provided…
In this paper, we obtain a Lamperti type representation for real-valued self-similar Markov processes, killed at their hitting time of zero. Namely, we represent real-valued self-similar Markov processes as time changed multiplicative…
A L\'evy processes resurrected in the positive half-line is a Markov process obtained by removing successively all jumps that make it negative. A natural question, given this construction, is whether the resulting process is absorbed at 0…
In this work we first introduce quasi-infinitely divisible (QID) random measures and formulate spectral representations. Then, we introduce QID stochastic integrals and present integrability conditions and continuity properties. Further, we…
The purpose of this review article is to give an up to date account of the theory and application of scale functions for spectrally negative Levy processes. Our review also includes the first extensive overview of how to work numerically…
In this paper, we present a fractional decomposition of the probability generating function of the innovation process of the first-order non-negative integer-valued autoregressive [INAR(1)] process to obtain the corresponding probability…
The non-Abelian symmetries of the half-infinite XXZ spin chain for all possible types of integrable boundary conditions are classified. For each type of boundary conditions, an analog of the Chevalley-type presentation is given for the…
Trawl processes belong to the class of continuous-time, strictly stationary, infinitely divisible processes; they are defined as Levy bases evaluated over deterministic trawl sets. This article presents the first nonparametric estimator of…
We solve the problem left in the recent paper by N. Gozlan et al [Potential Analysis 58, 2023, 123--158], establishing the semi-log-convexity of semigroups associated with ${\rm M}/{\rm M}/\infty$ queuing processes on the set of…
We consider the problem of static Bayesian inference for partially observed Levy-process models. We develop a methodology which allows one to infer static parameters and some states of the process, without a bias from the…
We propose a novel estimation framework for path-dependent functionals of Levy processes from discretely observed data. Traditional approaches rely on Monte Carlo simulation of full paths, which requires complete model specification and…
We obtain series expansions of the $q$-scale functions of arbitrary spectrally negative L\'evy processes, including processes with infinite jump activity, and use these to derive various new examples of explicit $q$-scale functions.…
We discuss the Gamma Levy process, including path properties, the inverse process, integrability, and its spin-offs obtained by compounding, exponentiation, and other operations; further extendable to arbitrary sigma-finite continuous Borel…
In our previous paper (ArXiv:1306.1492) we have proved that a representation of the infinitesimal generators $L$ for Levy processes $X_t$ can be written down in a convolution type form. For the case of non-summable Levy measures we…
This is the continuation of our previous work [5], where we introduced and studied some nonlinear integral equations on bounded domains that are related to the sharp Hardy-Littlewood-Sobolev inequality. In this paper, we introduce some…
We give a complete derived equivalence classification of all nonstandard representation-infinite domestic selfinjective algebras over an algebraically closed field. As a consequence, also a complete stable equivalence classification of…
We discuss an impact of various (path-wise) reflection-from-the barrier scenarios upon confining properties of a paradigmatic family of symmetric $\alpha $-stable L\'{e}vy processes, whose permanent residence in a finite interval on a line…
In this paper, we continue studying the properties of $\gamma$-semi-continuous and $\gamma$-semi-open functions introduced in [5].
Nongraded infinite-dimensional Lie algebras appeared naturally in the theory of Hamiltonian operators, the theory of vertex algebras and their multi-variable analogues. They play important roles in mathematical physics. This survey article…