Related papers: Intertwining certain fractional derivatives
We discuss an impact of various (path-wise) reflection-from-the barrier scenarios upon confining properties of a paradigmatic family of symmetric $\alpha $-stable L\'{e}vy processes, whose permanent residence in a finite interval on a line…
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 study Fourier multipliers which result from modulating jumps of L\'evy processes. Using the theory of martingale transforms we prove that these operators are bounded in $L^p(\Rd)$ for $1<p<\infty$ and we obtain the same explicit bound…
Supersymmetrical (SUSY) intertwining relations are generalized to the case of quantum Hamiltonians in Minkowski space. For intertwining operators (supercharges) of second order in derivatives the intertwined Hamiltonians correspond to…
An infinite set of operator-valued relations in Liouville field theory is established. These relations are enumerated by a pair of positive integers $(m,n)$, the first $(1,1)$ representative being the usual Liouville equation of motion. The…
We prove that the stochastic differential equation $$ Y_{s,t}(x) = Y_{s,s}(x) + \int_0^{t-s} f(Y_{s,s+u}(x)) dX_{s+u}, Y_{s,s}(x)=x\in\R^d. $$ driven by a L\'evy process whose paths have finite p-variation almost surely for some $p\in[1,2)$…
The transformation of the partial fractional derivatives under spatial rotation in $R^2$ are derived for the Riemann-Liouville and Caputo definitions. These transformation properties link the observation of physical quantities, expressed…
We extend the modular invariance property of the trace functions of vertex operator algebra on the set of irreducible modules (Zhu's theory) to the case of trace functions of intertwining operators.
The general solution of the intertwining relations between a pair of Schr\"odinger Hamiltonians by the supercharges of third order in derivatives is obtained. The solution is expressed in terms of one arbitrary function. Some properties of…
Following Beurling's theorem the natural compressions of the multiplication operator in the classical $L^2$ space are compressions to model spaces and to their orthogonal complements. Two possibly different model spaces are considered hence…
In this article, we first review the connection between L\'evy processes and infinitely divisible random variables, and the classification of infinitely divisible distributions. Using this connection and the L\'evy-Khinchine representation…
This paper constructs a class of martingale transforms based on L\'evy processes on Lie groups. From these, a natural class of bounded linear operators on the $L^p$-spaces of the group (with respect to Haar measure) for $1<p<\infty$, are…
A natural consequence of the fractional calculus is its extension to a matrix order of differentiation and integration. A matrix-order derivative definition and a matrix-order integration arise from the generalization of the gamma function…
Given a sequence of real numbers, we consider its subsequences converging to possibly different limits and associate to each of them an index of convergence which depends on the density of the associated subsequences. This index turns out…
Interweaving relations are introduced and studied here in a general Markovian setting as a strengthening of usual intertwining relations between semigroups, obtained by adding a randomized delay feature. They provide a new classification…
This is the first of two papers in which we study the modular invariance of pseudotraces of logarithmic intertwining operators. We construct and study genus-one correlation functions for logarithmic intertwining operators among generalized…
We analyze the extension of the well known relation between Brownian motion and Schroedinger equation to the family of Levy processes. We consider a Levy-Schroedinger equation where the usual kinetic energy operator - the Laplacian - is…
Let $A$ be a pseudo-differential operator with symbol $q(x,\xi)$. In this paper we derive sufficient conditions which ensure the existence of a solution to the $(A,C_c^{\infty}(\mathbb{R}^d))$-martingale problem. If the symbol $q$ depends…
In this paper, we address the one-parameter families of the fractional integrals and derivatives defined on a finite interval. First we remind the reader of the known fact that under some reasonable conditions, there exists precisely one…
We exhibit conditions under which the flow of marginal distributions of a discontinuous semimartingale $\xi$ can be matched by a Markov process, whose infinitesimal generator is expressed in terms of the local characteristics of $\xi$. Our…