Related papers: Transformations of L\'evy Processes

We study recurrence and transience for L\'{e}vy processes induced by topological transformation groups. In particular the transience-recurrence dichotomy in terms of potential measures is established and transience is shown to be equivalent…

The Weyl algebra (W_{2m}[h]; *) is the algebra generated by u=(u_1,...,u_m,v_1,.....,v_m) over C with the fundamental commutation relation [u_i,v_j]=-ih\delta_{ij}, where h is a positive constant. The Heisenberg algebra (\Cal H_{2m}[nu];*)…

We give further insights into the weighted Hurwitz product and the weighted tensor product of Joyal species. Our first group of results relate the Hurwitz product to the pointwise product, including the interaction with Rota--Baxter…

We regard classical phase space as a generalised complex manifold and analyse the B-transformation properties of the *-product of functions. The C*-algebra of smooth functions transforms in the expected way, while the C*-algebra of…

Two Lie algebroids are presented that are linked to the construction of the linearizing output of an affine in the input nonlinear system. The algorithmic construction of the linearizing output proceeds inductively, and each stage has two…

In this paper we define and study convolution products for modules over certain families of VV algebras. We go on to study morphisms between these products which yield solutions to the Yang-Baxter equation so that in fact these morphisms…

We show that a recent identity of Beck-Gessel-Lee-Savage on the generating function of symmetrically contrained compositions of integers generalizes naturally to a family of convex polyhedral cones that are invariant under the action of a…

Given a coalgebra C over a cooperad, and an algebra A over an operad, it is often possible to define a natural homotopy Lie algebra structure on hom(C,A), the space of linear maps between them, called the convolution algebra of C and A. In…

In the paper we study stochastic convolution appearing in Volterra equation driven by so called L\'evy process. By L\'evy process we mean a process with homogeneous independent increments, continuous in probability and cadlag.

As an associative algebra, the Heisenberg-Weyl algebra $\mathcal{H}$ is generated by two elements $A$, $B$ subject to the relation $AB-BA=1$. As a Lie algebra, however, where the usual commutator serves as Lie bracket, the elements $A$ and…

A surjective endomorphism or, more generally, a polymorphism in the sense of \cite{SV}, of a compact abelian group $H$ induces a transformation of $L^2(H)$. We study the C*-algebra generated by this operator together with the algebra of…

Let $A$ be an algebra over a field $K$ of characteristic zero, let $\d_1, >..., \d_s\in \Der_K(A)$ be {\em commuting locally nilpotent} $K$-derivations such that $\d_i(x_j)=\d_{ij}$, the Kronecker delta, for some elements $x_1,..., x_s\in…

Using the BV-formalism of mathematical physics an explicit construction for the minimal model of a quantum L-infinity-algebra is given as a formal super integral. The approach taken herein to these formal integrals is axiomatic; they can be…

Any deformation of a Weyl or Clifford algebra A can be realized through a `deforming map', i.e. a formal change of generators in A. This is true in particular if A is covariant under a Lie algebra g and its deformation is induced by some…

We study the category of finite--dimensional bi--graded representations of toroidal current algebras associated to finite--dimensional complex simple Lie algebras. Using the theory of graded representations for current algebras, we…

We show that the general L\'{e}vy process can be embedded in a suitable Fock space, classified by cocycles of the real line regarded as a group, ${\bf R}$. The formula of de Finetti corresponds to coboundaries. Kolmogorov's processes…

For a fixed C*-algebra A, we consider all noncommutative dynamical systems that can be generated by A. More precisely, an A-dynamical system is a triple (i,B,\alpha) where $\alpha$ is a *-endomorphism of a C*-algebra B, and i: A --> B is…

Convolution is a ubiquitous operation in mathematics and computing. The Kripke semantics for substructural and interval logics motivates its study for quantale-valued functions relative to ternary relations. The resulting notion of…

We suppose that $G$ is a locally compact abelian group, $Y$ is a measure space, and $H$ is a reproducing kernel Hilbert space on $G\times Y$ such that $H$ is naturally embedded into $L^2(G\times Y)$ and it is invariant under the…

Explicit coupling property and gradient estimates are investigated for the linear evolution equations on Hilbert spaces driven by an additive cylindrical L\'evy process. The results are efficiently applied to establish the exponential…