ﻻ يوجد ملخص باللغة العربية
The dynamics of a Markov process are often specified by its infinitesimal generator or, equivalently, its symbol. This paper contains examples of analytic symbols which do not determine the law of the corresponding Markov process uniquely. These examples also show that the law of a polynomial process is not necessarily determined by its generator. On the other hand, we show that a combination of smoothness of the symbol and ellipticity warrants uniqueness in law. The proof of this result is based on proving stability of univariate marginals relative to some properly chosen distance.
A continuous-time particle system on the real line verifying the branching property and an exponential integrability condition is called a branching Levy process, and its law is characterized by a triplet $(sigma^2,a,Lambda)$. We obtain a necessary a
We consider a general class of metric measure spaces equipped with a regular Dirichlet form and then provide a lower bound on the hitting time probabilities of the associated Hunt process. Using these estimates we establish (i) a generalization of th
This paper is devoted to the existence, uniqueness and comparison theorem on unbounded solutions of a scalar backward stochastic differential equation (BSDE) whose generator grows (with respect to both unknown variables $y$ and $z$) in a super-linear
We consider the supercooled Stefan problem, which captures the freezing of a supercooled liquid, in one space dimension. A probabilistic reformulation of the problem allows to define global solutions, even in the presence of blow-ups of the freezing
Several counterexample models to the Nelson-Seiberg theorem have been discovered in previous literature, with generic superpotentials respecting the R-symmetry and non-generic R-charge assignments for chiral fields. This work present a sufficient con