Related papers: Transformations of L\'evy Processes
The index Whittaker convolution operator, recently introduced by the authors, gives rise to a convolution measure algebra having the property that the convolution of probability measures is a probability measure. In this paper, we introduce…
An explicit form of the generators of quantum and ordinary semisimple algebras for an arbitrary finite-dimensional representation is found. The generators corresponding to the simple roots are obtained in terms of a solution of a system of…
L\'evy processes in the sense of Sch\"urmann on the Lie algebra of the Lorentz grouop are studied. It is known that only one of the irreducible unitary representations of the Lorentz group admits a non-trivial one-cocycle. A Sch\"urmann…
In a rather general setting of It\^o-L\'evy processes we study a class of transforms (Fourier for example) of the state variable of a process which are holomorphic in some disc around time zero in the complex plane. We show that such…
Any deformation of a Weyl or Clifford algebra can be realized through some change of generators in the undeformed algebra. Here we briefly describe and motivate our systematic procedure for constructing all such changes of generators for…
We study states on the universal noncommutative *-algebra generated by the coefficients of a unitary matrix, or equivalently states on the unitary dual group. Its structure of dual group in the sense of Voiculescu allows to define five…
In this paper we study processes which are constructed by a convolution of a deterministic kernel with a martingale. A special emphasis is put on the case where the driving martingale is a centred L\'evy process, which covers the popular…
For a Lie-Rinehart algebra (A,L), generators for the Gerstenhaber algebra \Lambda_A L correspond bijectively to right (A,L)-connections on A in such a way that B-V structures correspond to right (A,L)-module structures on A. When L is…
Additive processes are obtained from L\'{e}vy ones by relaxing the condition of stationary increments, hence they are spatially (but not temporally) homogeneous. By analogy with the case of time-homogeneous Markov processes, one can define…
Functorial properties of the correspondence between commutative BV$_\infty$-algebras and L$_\infty$-algebras are investigated. The category of L$_\infty$-algebras with L$_\infty$-morphisms is characterized as a certain category of pure…
This paper defines the notion of generators for a class of decreasing radial Loewner chains which are only continuous with respect to time. For this purpose, "Loewner's integral equation" which generalizes Loewner's differential equation is…
We first introduce the Wigner-Weyl-Moyal formalism for a theory whose phase-space is an arbitrary Lie algebra. We also generalize to quantum Lie algebras and to supersymmetric theories. It turns out that the non-commutativity leads to a…
Process convolutions yield random fields with flexible marginal distributions and dependence beyond Gaussianity, but statistical inference is often hampered by a lack of closed-form marginal distributions, and simulation-based inference may…
We prove a necessary and sufficient condition for the Liouville property of the infinitesimal generator of a L\'evy process and subordinate L\'evy processes. Combining our criterion with the necessary and sufficient condition obtained by…
Strongly continuous semigroups of unital completely positive maps (i.e. quantum Markov semigroups or quantum dynamical semigroups) on compact quantum groups are studied. We show that quantum Markov semigroups on the universal or reduced…
We investigate learning the eigenfunctions of evolution operators for time-reversal invariant stochastic processes, a prime example being the Langevin equation used in molecular dynamics. Many physical or chemical processes described by…
To study operator algebras with symmetries in a wide sense we introduce a notion of {\em relative convolution operators} induced by a Lie algebra. Relative convolutions recover many important classes of operators, which have been already…
Exponential functionals of L\'evy processes appear as stationary distributions of generalized Ornstein-Uhlenbeck (GOU) processes. In this paper we obtain the infinitesimal generator of the GOU process and show that it is a Feller process.…
The so-called Weyl transform is a linear map from a commutative algebra of functions to a noncommutative algebra of linear operators, characterized by an action on Cartesian coordinate functions of the form $(x, y) \mapsto (X, Y)$ such that…
In this article, we consider the problem of periodic homogenization of a Feller process generated by a pseudo-differential operator, the so-called L\'evy-type process. Under the assumptions that the generator has rapidly periodically…