Bernstein-gamma functions and exponential functionals of Lévy processes

P Patie, M Savov - 2018 - projecteuclid.org
In this work we analyse the solution to the recurrence equation M_Ψ(z+1)=-zΨ(-
z)M_Ψ(z),\quadM_Ψ(1)=1, defined on a subset of the imaginary line and where -Ψ is any …

[图书][B] Partial Differential Equations: An Introduction to Analytical and Numerical Methods

W Arendt, K Urban - 2023 - books.google.com
This textbook introduces the study of partial differential equations using both analytical and
numerical methods. By intertwining the two complementary approaches, the authors create …

The Robin Laplacian—spectral conjectures, rectangular theorems

RS Laugesen - Journal of Mathematical Physics, 2019 - pubs.aip.org
Shape optimization conjectures for the first two eigenvalues of the Robin Laplacian are
developed and supported with new results for rectangular boxes. The square minimizes the …

Intertwining, excursion theory and Krein theory of strings for non-self-adjoint Markov semigroups

P Patie, M Savov, Y Zhao - The Annals of Probability, 2019 - JSTOR
In this paper, we start by showing that the intertwining relationship between two minimal
Markov semigroups acting on Hilbert spaces implies that any recurrent extensions, in the …

Wolfgang Arendt

K Urban, JB Kennedy - Springer
Numerous processes in nature, medicine, economics, and technology can be described by
partial differential equations (PDEs). This alone is enough to explain the enormous interest …

Spectral decomposition and evolution equations

W Arendt, K Urban - Partial Differential Equations: An Introduction to …, 2022 - Springer
Spectral decomposition and evolution equations | SpringerLink Skip to main content
Advertisement SpringerLink Account Menu Find a journal Publish with us Track your research …

Spectral expansions and excursion theory for non-self-adjoint Markov semigroups with applications in mathematical finance

YX Zhao - 2017 - search.proquest.com
This dissertation consists of three parts. In the first part, we establish a spectral theory in the
Hilbert space L 2 (R+) of the C 0-semigroup P and its adjoint Pˆ having as generator …

Disjointness-preserving operators and isospectral Laplacians

W Arendt, JB Kennedy - Journal of Spectral Theory, 2021 - ems.press
The most commonly considered counterexamples to Kac's famous question “can one hear
the shape of a drum?”–ie, does isospectrality of two Laplacians on domains imply that the …

[PDF][PDF] MUMT–618 Computational Modeling of Musical Acoustic Systems Monday, December 10th, 2018 Isospectral Drum Investigation

A Daigle - music.mcgill.ca
The available frequencies that make up the sound of our system are the eigenvalues of the
Laplacian. Furthermore, the concentration of energy can also be expressed in the form of …

[PDF][PDF] Theory of Exponential Functionals of Lévy Processes

MS Savov - 2017 - researchgate.net
Theory of Exponential Functionals of Lévy Processes Page 1 Theory of Exponential Functionals
of Lévy Processes Mladen S. Savov Institute of Mathematics and Informatics Bulgarian …