Related papers: Transformations of L\'evy Processes
A logarithm representation of operators is introduced as well as a concept of pre-infinitesimal generator. Generators of invertible evolution families are represented by the logarithm representation, and a set of operators represented by…
This paper investigates homomorphisms \`a la Bercovici-Pata between additive and multiplicative convolutions. We also consider their matricial versions which are associated with measures on the space of Hermitian matrices and on the unitary…
The space of de Rham currents supported in finitely many points in a Lie group $G$ has the structure of a filtered differential graded Hopf algebra. The product is given by convolution of compactly supported currents, and the co-product…
In this paper we consider the existence of weakly c\`adl\`ag versions of a solution to a linear equation in a Hilbert space $H$, driven by a Levy process taking values in a Hilbert space $U$. In particular we are interested in diagonal type…
The reparametrization-invariant generating functional for the unitary and causal perturbation theory in general relativity in a finite space-time is obtained. The region of validity of the Faddeev-Popov-DeWitt functional is studied. It is…
We define involution algebroids which generalise Lie algebroids to the abstract setting of tangent categories. As a part of this generalisation the Jacobi identity which appears in classical Lie theory is replaced by an identity similar to…
We study finite-dimensional representations of hyper loop algebras, i.e., the hyperalgebras over an algebraically closed field of positive characteristic associated to the loop algebra over a complex finite-dimensional simple Lie algebra.…
We start by defining a subordinator by means of the lower-incomplete gamma function. It can be considered as an approximation of the stable subordinator, easier to be handled thank to its finite activity. A tempered version is also…
We define a Fourier transform and a convolution product for functions and distributions on Heisenberg--Clifford Lie supergroups. The Fourier transform exchanges the convolution and a pointwise product, and is an intertwining operator for…
Given a group action, known by its infinitesimal generators, we exhibit a complete set of syzygies on a generating set of differential invariants. For that we elaborate on the reinterpretation of Cartan's moving frame by Fels and Olver…
In this work we generalize the concept of product by generators to the class of solvable Lie algebras. We analyze the number of invariants by the coadjoint representation by means of Maurer-Cartan equations and give some applications to…
We review the properties of transversality of distributions with respect to submersions. This allows us to construct a convolution product for a large class of distributions on Lie groupoids. We get a unital involutive algebra…
In this paper, we introduce a C*-algebra associated to any substitution (via its Bratteli diagram model). We show that this C*-algebra contains the partial crossed product C*-algebra of the corresponding Bratteli-Vershik system and show…
In this work we are motivated by factorization of bosonic quantum dynamics and we study the corresponding Lie algebras, which can potentially be infinite dimensional. To characterize such factorization, we identify conditions for these Lie…
Levy processes, which have stationary independent increments, are ideal for modelling the various types of noise that can arise in communication channels. If a Levy process admits exponential moments, then there exists a parametric family…
A simple procedure to obtain complete, closed expressions for Lie algebra invariants is presented. The invariants are ultimately polynomials in the group parameters. The construction of finite group elements require the use of projectors,…
For a (killed) spectrally negative L\'evy process we provide an analytic expression for the distribution of its overshoot over a fixed level in terms of the infinitesimal generator and the scale function of the process. Our identity…
Monotone L\'evy processes with additive increments are defined and studied. It is shown that these processes have a natural Markov structure and their Markov transition semigroups are characterized using the monotone L\'evy-Khintchine…
We derive explicitly the coupling property for the transition semigroup of a L\'{e}vy process and gradient estimates for the associated semigroup of transition operators. This is based on the asymptotic behaviour of the symbol or the…
In this paper, we present a comprehensive theory of generalized and weak generalized convolutions, illustrate it by a large number of examples, and discuss the related infinitely divisible distributions. We consider L\'{e}vy and additive…