Telegraph models of financial markets.
The classical limit of a class of quantum dynamical semigroups
The entrance boundary of the multiplicative coalescent.
The law of the hitting times to points by a stable Lev́y process with no negative jumps.
The martingale problem for a class of pseudo differential operators.
The principle of variation for relativistic quantum particles
The total continuity of natural filtrations
Time dependent subordination and Markov processes with jumps
Time reversal of non-Markov point processes
Time-substitution based on fluctuating additive functionals (Wiener-Hopf factorization for infinitesimal generators)
Transience and non-explosion of certain stochastic Newtonian systems.
Transitions on a noncompact Cantor set and random walks on its defining tree
First, noncompact Cantor sets along with their defining trees are introduced as a natural generalization of -adic numbers. Secondly we construct a class of jump processes on a noncompact Cantor set from given pairs of eigenvalues and measures. At the same time, we have concrete expressions of the associated jump kernels and transition densities. Then we construct intrinsic metrics on noncompact Cantor set to obtain estimates of transition densities and jump kernels under some regularity conditions...
Transportation inequalities for stochastic differential equations of pure jumps
For stochastic differential equations of pure jumps, though the Poincaré inequality does not hold in general, we show that W1H transportation inequalities hold for its invariant probability measure and for its process-level law on right continuous paths space in the L1-metric or in uniform metrics, under the dissipative condition. Several applications to concentration inequalities are given.
Two results on jump processes