Related papers: Transformations of L\'evy Processes

We study an infinite-dimensional Ornstein-Uhlenbeck process $(X_t)$ in a given Hilbert space $H$. This is driven by a cylindrical symmetric L\'evy process without a Gaussian component and taking values in a Hilbert space $U$ which usually…

We consider isotropic L\'evy processes on a compact Riemannian manifold, obtained from an $\mathbb{R}^d$-valued L\'evy process through rolling without slipping. We prove that the Feller semigroups associated with these processes extend to…

Any deformation of a Weyl or Clifford algebra can be realized through a change of generators in the undeformed algebra. q-Deformations of Weyl or Clifford algebrae that were covariant under the action of a simple Lie algebra g are…

We generalize Franz' independence in tensor categories with inclusions from two morphisms (which represent generalized random variables) to arbitrary ordered families of morphisms. We will see that this only works consistently if the unit…

In this paper, we extend recent work on the functions that we call Bernstein-gamma to the class of bivariate Bernstein-gamma functions. In the more general bivariate setting, we determine Stirling-type asymptotic bounds which generalise,…

There is the notion of action Lie algebroids, containing information about Lie algebras and their actions, which is why it is natural to generalise gauge theories to a formulation using Lie algebroids; these allow structure functions in…

We consider a unitary cocycle or Sch\"urmann triple on the non-commutative unitary group fixed by a complex matrix which induces an additive free white noise or an additive free L\'evy process on the tensor algebra over the full Fock space.…

Let $G$ be a locally compact abelian group with a Haar measure, and $Y$ be a measure space. Suppose that $H$ is a reproducing kernel Hilbert space of functions on $G\times Y$, such that $H$ is naturally embedded into $L^2(G\times Y)$ and is…

In this article we consider the Levy processes and the corresponding semigroup. We represent the generator of this semigroup in a convolution form. Using the obtained convolution form and the theory of integral equations we investigate the…

Under mild assumptions, we establish a Liouville theorem for the "Laplace" equation $Au=0$ associated with the infinitesimal generator $A$ of a L\'evy process: If $u$ is a weak solution to $Au=0$ which is at most of (suitable) polynomial…

We prove that under a symmetry assumption all cocycles on Hopf *-algebras arise from generating functionals. This extends earlier results of R.Vergnioux and D.Kyed and has two quantum group applications: all quantum L\'evy processes with…

This paper investigates the structure of product systems of Hilbert spaces derived from Banach space-valued L\'evy processes. We establish conditions under which these product systems are completely spatial and show that Gaussian L\'evy…

We study the regularity of solutions to the integro-differential equation $Af-\lambda f=g$ associated with the infinitesimal generator $A$ of a L\'evy process. We show that gradient estimates for the transition density can be used to derive…

A finitely generated shift invariant space $V$ is a closed subspace of $L^2(\R^d)$ that is generated by the integer translates of a finite number of functions. A set of frame generators for $V$ is a set of functions whose integer translates…

This paper provides a multivariate extension of Bertoin's pathwise construction of a L\'evy process conditioned to stay positive/negative. Thus obtained processes conditioned to stay in half-spaces are closely related to the original…

A fundamental result of Biane (1998) states that a process with freely independent increments has the Markov property, but that there are two kinds of free Levy processes: the first kind has stationary increments, while the second kind has…

In this paper, we present the testing of four hypotheses on two streams of observations that are driven by L\'evy processes. This is applicable for sequential decision making on the state of two-sensor systems. In one case, each sensor…

In this paper we study the domain of stable processes, stable-like processes and more general pseudo- and integro-differential operators which naturally arise both in analysis and as infinitesimal generators of L\'evy- and L\'evy-type…

We study surjective homomorphisms f:\prod_I A_i\to B of not-necessarily-associative algebras over a commutative ring k, for I a generally infinite set; especially when k is a field and B is countable-dimensional over k. Our results have the…

By killing a stable L\'{e}vy process when it leaves the positive half-line, or by conditioning it to stay positive, or by conditioning it to hit 0 continuously, we obtain three different positive self-similar Markov processes which…