Related papers: Affine Dunkl processes
We give a construction of an affine Hecke algebra associated to any Coxeter group acting on an abelian variety by reflections; in the case of an affine Weyl group, the result is an elliptic analogue of the usual double affine Hecke algebra.…
Comparison results for Markov processes w.r.t. function class induced (integral) stochastic orders have a long history. The most general results so far for this problem have been obtained based on the theory of evolution systems on Banach…
Linear fractional Galton-Watson branching processes in i.i.d.~random environment are, on the quenched level, intimately connected to random difference equations by the evolution of the random parameters of their linear fractional marginals.…
In the first section we review recent results on the harmonic analysis of fractals generated by iterated function systems with emphasis on spectral duality. Classical harmonic analysis is typically based on groups whereas the fractals are…
For a class of stochastic differential equations with reflection for which a certain ${\mathbb{L}}^p$ continuity condition holds with $p>1$, it is shown that any weak solution that is a strong Markov process can be decomposed into the sum…
A class of stochastic processes, called "weak Dirichlet processes", is introduced and its properties are investigated in detail. This class is much larger than the class of Dirichlet processes. It is closed under C^1$-transformations and…
In this paper we discuss weak convergence of continuous-time Markov chains to a non-symmetric pure jump process. We approach this problem using Dirichlet forms as well as semimartingales. As an application, we discuss how to approximate a…
In this paper we study processes which are constructed by a convolution of a deterministic kernel with a martingale. A special emphasis is put on the case where the driving martingale is a centred L\'evy process, which covers the popular…
Partially motivated by the fact that the grand partition function of the ABJM theory or its generalization is expressed by a spectral operator enjoying symmetries of the Weyl group, it was found that the grand partition function satisfies…
We show that we can release the rigidity of the skew Howe duality process for ${\mathfrak sl}_n$ knot invariants by rescaling the quantum Weyl group action, and recover skein modules for web-tangles. This skew Howe duality phenomenon can be…
We study the local regularity and multifractal nature of the sample paths of jump diffusion processes, which are solutions to a class of stochastic differential equations with jumps. This article extends the recent work of Barral {\it et…
Let A denote the ring of differential operators on the affine line with its two usual generators t and d/dt given degrees +1 and -1 respectively. Let X be the stack having coarse moduli space the affine line Spec k[z] and isotropy groups…
The discrete cosine and sine transforms are generalized to a triangular fragment of the honeycomb lattice. The honeycomb point sets are constructed by subtracting the root lattice from the weight lattice points of the crystallographic root…
We give a birational realization of affine Weyl group of type $A^{(1)}_{m-1} \times A^{(1)}_{n-1}$. We apply this representation to construct some discrete integrable systems and discrete Painlev\'e equations. Our construction has a…
The existence of unique solutions is established for rough differential equations (RDEs) with path-dependent coefficients and driven by c\`adl\`ag rough paths. Moreover, it is shown that the associated solution map, also known as…
The present paper continues the study of infinite dimensional calculus via regularization, started by C. Di Girolami and the second named author, introducing the notion of weak Dirichlet process in this context. Such a process X, taking…
We consider stochastic (partial) differential equations appearing as Markovian lifts of affine Volterra processes with jumps from the point of view of the generalized Feller property which was introduced in e.g.~\cite{doetei:10}. In…
We show the existence of a broad class of affine Markov processes in the cone of positive self-adjoint Hilbert-Schmidt operators. Such processes are well-suited as infinite dimensional stochastic volatility models. The class of processes we…
An explicit procedure to construct a family of martingales generated by a process with independent increments is presented. The main tools are the polynomials that give the relationship between the moments and cumulants, and a set of…
Brane configurations in a circle allow subsequent applications of the Hanany-Witten transitions, which are known as duality cascades. By studying the process of duality cascades corresponding to quantum curves with symmetries of Weyl…