Complex Tauberian theorems for Laplace transforms with local pseudofunction boundary behavior [PDF]
, 2019 We provide several Tauberian theorems for Laplace transforms with local pseudofunction boundary behavior. Our results generalize and improve various known versions of the Ingham-Fatou-Riesz theorem and the Wiener-Ikehara theorem.
Debruyne, Gregory, Vindas Diaz, Jasson
core +1 more source
Some exact results for a trapped quantum gas at finite temperature [PDF]
, 2002 We present closed analytical expressions for the particle and kinetic energy spatial densities at finite temperatures for a system of noninteracting fermions (bosons) trapped in a d-dimensional harmonic oscillator potential.
Akira Suzuki +21 more
core +1 more source
The $W,Z$ scale functions kit for first passage problems of spectrally negative Levy processes, and applications to the optimization of dividends [PDF]
, 2019 First passage problems for spectrally negative L\'evy processes with possible absorbtion or/and reflection at boundaries have been widely applied in mathematical finance, risk, queueing, and inventory/storage theory.
Albrecher +113 more
core +3 more sources
Meromorphic Levy processes and their fluctuation identities [PDF]
, 2011 The last couple of years has seen a remarkable number of new, explicit examples of the Wiener-Hopf factorization for Levy processes where previously there had been very few.
Kuznetsov, Alexey +2 more
core +3 more sources
Null Spaces of Radon Transforms [PDF]
, 2015 We obtain new descriptions of the null spaces of several projectively equivalent transforms in integral geometry. The paper deals with the hyperplane Radon transform, the totally geodesic transforms on the sphere and the hyperbolic space, the spherical ...
Estrada, Ricardo, Rubin, Boris
core +1 more source
Evaporation of a thin film: diffusion of the vapour and Marangoni instabilities [PDF]
, 2004 The stability of an evaporating thin liquid film on a solid substrate is investigated within lubrication theory. The heat flux due to evaporation induces thermal gradients; the generated Marangoni stresses are accounted for.
Amar, Martine Ben +2 more
core +3 more sources
On the infimum attained by a reflected L\'evy process [PDF]
, 2011 This paper considers a L\'evy-driven queue (i.e., a L\'evy process reflected at 0), and focuses on the distribution of $M(t)$, that is, the minimal value attained in an interval of length $t$ (where it is assumed that the queue is in stationarity at the ...
A. Acosta De +23 more
core +5 more sources
Stochastic areas of diffusions and applications in risk theory
, 2013 In this paper we study the stochastic area swept by a regular time-homogeneous diffusion till a stopping time. This unifies some recent literature in this area.
Cui, Zhenyu
core +1 more source
Exit problems for spectrally negative Lévy processes and applications to Russian, American and Canadized options [PDF]
, 2002 We consider spectrally negative Lévy process and determine the joint Laplace trans- form of the exit time and exit position from an interval containing the origin of the process reflected in its supremum.
Avram, F. +2 more
core
Some exact results for the trapping of subdiffusive particles in one dimension
, 2003 We study a generalization of the standard trapping problem of random walk theory in which particles move subdiffusively on a one-dimensional lattice.
Anlauf +46 more
core +1 more source