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pro vyhledávání: '"Salavati, Erfan"'
Autor:
Salavati, Erfan
A non-linear differential equation arising from a stochastic process known as branching Brownian motion is considered. We find an explicit solution and show the uniqueness of the solution under some boundedness conditions using probabilistic ideas. W
Externí odkaz:
http://arxiv.org/abs/2210.14728
Autor:
Salavati, Erfan
A new family of distributions on the circle is introduced which are a generalization of the Cardioid distributions. The elementary properties such as mean, variance and the characteristic function are computed. The distribution is either unimodal or
Externí odkaz:
http://arxiv.org/abs/2001.00013
Stochastic evolution equations with compensated Poisson noise are considered in the variational approach with monotone and coercive coefficients. Here the Poisson noise is assumed to be time-homogeneous with $\sigma$-finite intensity measure on a met
Externí odkaz:
http://arxiv.org/abs/1912.09863
Autor:
Alishahi, Kasra, Salavati, Erfan
In this article, we define the new concept of local coupling property for Markov processes and study its relationship with distributional properties of the transition probability. In the special case of L\'evy processes we show that this property is
Externí odkaz:
http://arxiv.org/abs/1802.09608
Autor:
Salavati, Erfan, Zangeneh, Bijan Z.
Semilinear stochastic evolution equations with L\'evy noise and monotone nonlinear drift are considered. The existence and uniqueness of the mild solutions in $L^p$ for these equations is proved and a sufficient condition for exponential asymptotic s
Externí odkaz:
http://arxiv.org/abs/1612.08611
Autor:
Alishahi, Kasra, Salavati, Erfan
We consider infinitely divisible distributions with symmetric L\'evy measure and study the absolute continuity of them with respect to the Lebesgue measure. We prove that if $\eta(r)=\int_{|x|\le r} x^2 \nu(dx)$ where $\nu$ is the L\'evy measure, the
Externí odkaz:
http://arxiv.org/abs/1606.07106
Autor:
Salavati, Erfan, Zangeneh, Bijan Z.
An inequality for the $p$th power of the norm of a stochastic convolution integral in a Hilbert space is proved. The inequality is stronger than analogues inequalities in the Literature in the sense that it is pathwise and not in expectation. An appl
Externí odkaz:
http://arxiv.org/abs/1501.00402
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Autor:
Salavati, Erfan, Zangeneh, Bijan Z.
Semilinear stochastic evolution equations with multiplicative L\'evy noise and monotone nonlinear drift are considered. Unlike other similar works, we do not impose coercivity conditions on coefficients. We establish the continuous dependence of the
Externí odkaz:
http://arxiv.org/abs/1406.3910
Autor:
Salavati, Erfan, Zangeneh, Bijan Z.
Semilinear stochastic evolution equations with multiplicative Poisson noise and monotone nonlinear drift are considered. We do not impose coercivity conditions on coefficients. A novel method of proof for establishing existence and uniqueness of the
Externí odkaz:
http://arxiv.org/abs/1406.3908