Related papers: Affine Dunkl processes
We study a real-valued L\'evy-type process $X$, which is locally $\alpha$-stable in the sense that its jump kernel is a combination of a `principal' (state dependent) $\alpha$-stable part with a `residual' lower order part. We show that…
We consider additive functionals of stationary Markov processes and show that under Kipnis-Varadhan type conditions they converge in rough path topology to a Stratonovich Brownian motion, with a correction to the Levy area that can be…
Using complex analysis techniques we obtain precise asymptotic approximations for the kernels corresponding to the symmetric $\alpha$-stable processes and their fractional derivatives. We apply our method to general L\'evy processes whose…
We derive integrable equations starting from autonomous mappings with a general form inspired by the multiplicative systems associated to the affine Weyl group E$_8^{(1)}$. Five such systems are obtained, three of which turn out to be…
The affine Weyl groups with their corresponding four types of orbit functions are considered. Two independent admissible shifts, which preserve the symmetries of the weight and the dual weight lattices, are classified. Finite subsets of the…
This paper contributes to the study of relative martingales. Specifically, for a closed random set $H$, they are processes null on $H$ which decompose as $M=m+v$, where $m$ is a c\`adl\`ag uniformly integrable martingale and, $v$ is a…
The primary goal of this paper is to prove a near-martingale optional stopping theorem and establish solvability and large deviations for a class of anticipating linear stochastic differential equations. We prove the existence and…
We conjecture a geometrical form of the Paley-Wiener theorem for the Dunkl transform and prove three instances thereof, one of which involves a limit transition from Opdam's results for the graded Hecke algebra. Furthermore, the connection…
We give an explicit integral formula for the Dunkl kernel associated to root system of type $A_2$ and parameter $k>0$, by exploiting recent result in [1].
In this study the general formula for differential and integral operations of fractional calculus via fractal operators by the method of cumulative diminution and cumulative growth is obtained. The under lying mechanism in the success of…
Matrix Dirichlet processes, in reference to their reversible measure, appear in a natural way in many different models in probability. Applying the language of diffusion operators and the method of boundary equations, we describe Dirichlet…
We consider finite approximations of a fractal generated by an iterated function system of affine transformations on $\mathbb{R}^d$ as a discrete set of data points. Considering a signal supported on this finite approximation, we propose a…
This paper gives a complete characterization of infinitely divisible semimartingales, i.e., semimartingales whose finite dimensional distributions are infinitely divisible. An explicit and essentially unique decomposition of such…
A method is suggested for obtaining the Plancherel measure for Affine Hecke Algebras as a limit of integral-type formulas for inner products in the polynomial and related modules of Double Affine Hecke Algebras. The analytic continuation…
Arcade processes are a class of continuous stochastic processes that interpolate in a strong sense, i.e., omega by omega, between zeros at fixed pre-specified times. Their additive randomisation allows one to match any finite sequence of…
Discrete Dirac type self-adjoint system is equivalent to the block Szeg\"o recurrence. Representation of the fundamental solution is obtained, inverse problems on the interval and semi-axis are solved. A Borg-Marchenko type result is…
A stable-like process is a Feller process $(X_t)_{t\geq 0}$ taking values in $\mathbb{R}^d$ and whose generator behaves, locally, like an $\alpha$-stable L\'evy process, but the index $\alpha$ and all other characteristics may depend on the…
Fragmentation processes are part of a broad class of models describing the evolution of a system of particles which split apart at random. These models are widely used in biology, materials science and nuclear physics, and their asymptotic…
In this paper, we introduce a class of processes that contains many natural examples. The interesting feature of such type processes lays on its infinite memory that allows it to record a quite ancient history. Then, using the martingale…
We propose an $n$-dimensional analogue of elliptic difference Painlev\'e equation. Some Weyl group acts on a family of rational varieties obtained by successive blow-ups at $m$ points in $\mpp^n(\mc)$, and in many cases they include the…