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We shall establish a discrete weighted Helmholtz decomposition in edge element spaces, which is stable uniformly with respect to the jumps in the discontinuous weight function. The stable decomposit...
Up to now, the stability problem of mild solution for the impulsive stochastic system with Poisson jumps has not been solved. In this paper, based on fixed point theory, the stability of mild solution...
Abstract: We consider the asymptotics of the invariant measure for the process of the spatial distribution of $N$ coupled Markov chains in the limit of a large number of chains. Each chain reflects th...
Abstract: Let $\Gamma$ denote the space of all locally finite subsets (configurations) in $\mathbb R^d$. A stochastic dynamics of binary jumps in continuum is a Markov process on $\Gamma$ in which pai...
Based on the fixed point theory, the asymp totical stability of mild solution to impulsive stochastic partial differential equations with infinite delays and Markovian jumps is studied. In addition, s...
A comparison principle for the integro-differential equation with the L´evy operator corresponding to the spacial depending jump process is presented in this paper. The jump (x, z) at a point x...
The supersymmetric standard model (SSM) appears to be firmly grounded in superspace.For example, it would be natural to assume that all the physically important composite operators can be made by comb...
We consider a second-order selfadjoint elliptic operator with an anisotropic di usion matrix having a jump across a smooth hypersurface. We prove the existence of a weight-function such that a Carlema...
We derive explicit formulas for the Mellin transform and the distribution of the exponential functional for Levy processes with rational Laplace exponent. This extends recent results by Cai and Kou o...
Within a concept of the fractional diffusion equation and subordination, the paper examines the influence of a competition between long waiting times and long jumps on the escape from the poten-tial ...
We consider a random walk in a stationary ergodic environment in Z, with unbounded jumps. In addition to uniform ellipticity and a bound on the tails of the possible jumps, we assume a condition of s...
The pricing of exotic options in exponential L´evy models amounts to the computation of expectations of functionals of the whole path of a L´evy process. In many situations, Monte-Carlo me...
In [17], D. Szász and A. Telcs have shown that for the diffusively scaled,simple symmetric random walk, weak convergence to the Brownian motion holds even in the case of local impurities if d ≥ 2.
We consider a stochastic volatility model with L´evy jumps for a log-return pro-cess Z = (Zt)t≥0 of the form Z = U +X, where U = (Ut)t≥0 is a classical stochastic volatility process and X = (Xt)...
We prove a strong form of the motivic monodromy conjecture for abelian varieties, by showing that the order of the unique pole of the motivic zeta function is equal to the size of the maximal Jordan b...

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