Related papers: Transformations of L\'evy Processes

Convolution in Borel-Moore homology plays an important role in Nakajima's construction of representations of the Heisenberg algebra and of modified enveloping algebras of Kac-Moody algebras. In its most basic form, convolution between two…

We obtain a representation of an inhomogeneous Levy process in a Lie group or a homogeneous space in terms of a drift, a matrix function and a measure function. Because the stochastic continuity is not assumed, our result generalizes the…

We introduce the notion of a family of convolution operators associated with a given elliptic partial differential operator. Such a convolution structure is shown to exist for a general class of Laplace-Beltrami operators on two-dimensional…

This paper studies the invertibility property of continuous time moving average processes driven by a L\'evy process. We provide of sufficient conditions for the recovery of the driving noise. Our assumptions are specified via the kernel…

Convolution semigroups of states on a quantum group form the natural noncommutative analogue of convolution semigroups of probability measures on a locally compact group. Here we initiate a theory of weakly continuous convolution semigroups…

The method of direct computation of universal (fibred) product in the category of commutative associative algebras of finite type with unity over a field is given and proven. The field of coefficients is not supposed to be algebraically…

As in the classical case of L\'evy processes on a group, L\'evy processes on a Voiculescu dual group are constructed from conditionally positive functionals. It is essential for this construction that Schoenberg correspondence holds for…

Let X and Y be time-homogeneous Markov processes with common state space E, and assume that the transition kernels of X and Y admit densities with respect to suitable reference measures. We show that if there is a time t>0 such that, for…

Let L_1 denotes the Lie algebra of formal vector fields on the line which vanish at the origin together with their first derivatives. Buchstaber and Shokurov have shown that the universal enveloping algebra U(L_1) is isomorphic to the…

The paper presents a construction of the crossed product of a C*-algebra by a commutative semigroup of bounded positive linear maps generated by partial isometries. In particular, it generalizes Antonevich, Bakhtin, Lebedev's crossed…

In contrast to their seemingly simple and shared structure of independence and stationarity, L\'evy processes exhibit a wide variety of behaviors, from the self-similar Wiener process to piecewise-constant compound Poisson processes.…

We develop a general construction for nonlinear L\'evy processes with given characteristics. More precisely, given a set $\Theta$ of L\'evy triplets, we construct a sublinear expectation on Skorohod space under which the canonical process…

We provide a new representation of a refinable shift invariant space with a compactly supported generator, in terms of functions with a special property of homogeneity. In particular these functions include all the homogeneous polynomials…

Every symmetric generating functional of a convolution semigroup of states on a locally compact quantum group is shown to admit a dense unital $*$-subalgebra with core-like properties in its domain. On the other hand we prove that every…

For a L\'evy process $\xi=(\xi_t)_{t\geq0}$ drifting to $-\infty$, we define the so-called exponential functional as follows \[{\rm{I}}_{\xi}=\int_0^{\infty}e^{\xi_t} dt.\] Under mild conditions on $\xi$, we show that the following…

We deduce a product formula for the Whittaker $W$ function whose kernel does not depend on the second parameter. Making use of this formula, we define the positivity-preserving convolution operator associated with the index Whittaker…

In [Yu.M. Berezansky, E. Lytvynov, D. A. Mierzejewski, Ukrainian Math. J. 55 (2003), 853--858 ], the Jacobi field of a L\'evy process was derived. This field consists of commuting self-adjoint operators acting in an extended (interacting)…

Global Weyl modules for generalized loop algebras $\lie g\tensor A$, where $\lie g$ is a simple finite dimensional Lie algebra and A is a commutative associative algebra were defined, for any dominant integral weight $\lambda$, by…

By abstracting a connection between gauge symmetry and gauge identity on a noncommutative space, we analyse star (deformed) gauge transformations with usual Leibnitz rule as well as undeformed gauge transformations with a twisted Leibnitz…

In the theory of C*-algebras, interesting noncommutative structures arise as deformations of the tensor product. For instance, the rotation algebra may be seen as a scalar twist deformation of the tensor product of the functions on the…