Related papers: Skew-product representations of multidimensional D…
In this paper, we derive comparison results for terminal values of $d$-dimensional special semimartingales and also for finite-dimensional distributions of multivariate L\'{e}vy processes. The comparison is with respect to nondecreasing,…
We give shorter proofs of the following known results: the radial Dunkl process associated with a reduced system and a strictly positive multiplicity function is the unique strong solution for all times of a stochastic differential equation…
We obtain stochastic duality functions for specific Markov processes using representation theory of Lie algebras. The duality functions come from the kernel of a unitary intertwiner between $*$-representations, which provides (generalized)…
In the recent paper \cite{Ng5} we have introduced a method of studying the multi-dimensional Kingman convolutions and their associated stochastic processes by embedding them into some multi-dimensional ordinary convolutions which allows to…
We study the structure of quantum Markov Processes from the point of view of product systems and their representations.
A general diffusion semimartingale is a one-dimensional path-continuous semimartingale that is also a regular strong Markov process. We say that a continuous semimartingale has the representation property if all local martingales w.r.t. its…
The Weyl modules in the sense of V.Chari and A.Pressley [CP] over the current Lie algebra on an affine variety are studied. We show that local Weyl modules are finite-dimensional and generalize the tensor product decomposition theorem from…
We show that a one-dimensional regular continuous Markov process \(\X\) with scale function \(s\) is a Feller--Dynkin process precisely if the space transformed process \(s (X)\) is a martingale when stopped at the boundaries of its state…
Positive self-similar Markov processes (pssMp) are positive Markov processes that satisfy the scaling property and it is known that they can be represented as the exponential of a time-changed L\'evy process via Lamperti representation. In…
Firstly we consider a finite dimensional Markov semigroup generated by Dunkl laplacian with drift terms. Using gradient bounds we show that for small coefficients this semigroup has an invariant measure. We then extend this analysis to an…
We give a necessary and sufficient condition for a homogeneous Markov process taking values in $\R^n$ to enjoy the time-inversion property of degree $\alpha$. The condition sets the shape for the semigroup densities of the process and…
In this paper we generalize the martingale of Kella and Whitt to the setting of L\'{e}vy-type processes and show that the (local) martingales obtained are in fact square integrable martingales which upon dividing by the time index converge…
Sets of orthogonal martingales are importants because they can be used as stochastic integrators in a kind of chaotic representation property, see [20]. In this paper, we revisited the problem studied by W. Schoutens in [21], investigating…
We study a decomposition of a general Markov process in a manifold invariant under a Lie group action into a radial part (transversal to orbits) and an angular part (along an orbit). We show that given a radial path, the conditioned angular…
In this paper we define and study the Dunkl convolution product and the Dunkl transform on spaces of distributions on $ \mathbb{R}^d$. By using the main results obtained, we study the hypoelliptic Dunkl convolution equations in the space of…
In this paper we study direct and inverse problems for discrete and continuous time skew-selfadjoint Dirac systems with rectangular (possibly non-square) pseudo-exponential potentials. For such a system the Weyl function is a strictly…
Roughly speaking, the regular subspace of a Dirichlet form is also a regular Dirichlet form on the same state space. It inherits the same form of original Dirichlet form but possesses a smaller domain. What we are concerned in this paper…
We develop our earlier approach to the Weyl calculus for representations of infinite-dimensional Lie groups by establishing continuity properties of the Moyal product for symbols belonging to various modulation spaces. For instance, we…
Weyl theory for Dirac systems with rectangular matrix potentials is non-classical. The corresponding Weyl functions are rectangular matrix functions. Furthermore, they are non-expansive in the upper semi-plane. Inverse problems are treated…
Multiple-integral representations of the (skew-)Macdonald symmetric functions are obtained. Some bosonization schemes for the integral representations are also constructed.