Related papers: Clark--Ocone formula and variational representatio…

We characterize the solutions of the Poisson equation and the domain of its associated one-sided Hilbert transform for Ces\`aro bounded operators of fractional order. The results obtained fairly generalize the corresponding ones for…

A common approach to the theory of nonlocal Poisson brackets, seen from the operatorial point of view, has been to keep implicit the sets on which these brackets act. In this paper we aim to explicitly define appropriate functional spaces…

Spaces of differential forms over configuration spaces with Poisson measures are constructed. The corresponding Laplacians (of Bochner and de Rham type) on 1-forms and associated semigroups are considered. Their probabilistic interpretation…

Poisson's equation is fundamental to the study of Markov chains, and arises in connection with martingale representations and central limit theorems for additive functionals, perturbation theory for stationary distributions, and average…

In this article we determine the Laplace transforms of the main boundary functionals of the oscillating compound Poisson process. These are the first passage time of the level, the joint distribution of the first exit time from the interval…

We give a extensive account of a recent new way of applying the Dirichlet form theory to random Poisson measures. The main application is to obtain existence of density for thelaws of random functionals of L\'evy processes or solutions of…

We prove an extension of the Ocone-Karatzas integral representation, valid for all $BV$ functions on the classical Wiener space. We establish also an elementary chain rule formula and combine the two results to compute explicit integral…

In this paper we examine the existence of bicomplexied inverse Laplacetransform as an extension of its complexied inverse version within theregion of convergence of bicomplex Laplace transform. In this course weuse the idempotent…

As a first step at developing a theory of noncommutative nonlinear elliptic partial differential equations, we analyze noncommutative analogues of Laplace's equation and its variants (some of the them nonlinear) over noncommutative tori.…

This paper proves sharp lower bounds on a resonance counting function for obstacle scattering in even-dimensional Euclidean space without a need for trapping assumptions. Similar lower bounds are proved for some other compactly supported…

A simple pseudo-Hamiltonian formulation is proposed for the linear inhomogeneous systems of ODEs. In contrast to the usual Hamiltonian mechanics, our approach is based on the use of non-stationary Poisson brackets, i.e. corresponding…

We study the Stokes and Poisson problem in the context of variable exponent spaces. We prove the existence of strong and weak solutions for bounded domains with C^{1,1} boundary with inhomogenous boundary values. The result is based on…

We prove continuity and surjectivity of the trace map onto $L_p$, from a space of functions of locally bounded variation, defined by the Carleson functional. The extension map is constructed through a stopping time argument. This extends…

We derive the asymptotic behavior of the radial distribution function $g(x)$ for one-dimensional (1D) hard-rod systems and related quasi-one-dimensional geometries at high packing fractions using Laplace transform techniques and pole…

We consider the approximation of a convolution of possibly different probability measures by (compound) Poisson distributions and also by related signed measures of higher order. We present new total variation bounds having a better…

In this work we use variational methods to prove results on existence and concentration of solutions to a problem in $\mathbb{R}^N$ involving the $1-$Laplacian operator. A thorough analysis on the energy functional defined in the space of…

In this article we prove the restriction theorem for Helgason-Fourier transform on homogeneous tree. Our proof is based on the duality argument and the norm estimates of Poisson transform. We also characterize all eigenfunctions of the…

We construct a pathwise calculus for functionals of integer-valued measures and use it to derive an martingale representation formula with respect to a large class of integer-valued random measures. Using these results, we extend the…

Pricing of the lookback options using the Clark-Ocone formula for the underlying assets driven by stochastic L\'evy processes requires computing the Malliavin derivatives of their maximum or minimum on the Wiener-Poisson space and their…

This paper is concerned with the Poisson transform of differential forms on the hyperbolic space $H^n(\mathbb R)$. Consider an integer $p$ such that $1\leqslant p\leqslant n$ and let $q$ be either $p-1$ or $p$. For $1<r<\infty$, we prove…