Related papers: Affine Dunkl processes

We use the abstract method of (local) martingale problems in order to give criteria for convergence of stochastic processes. Extending previous notions, the formulation we use is neither restricted to Markov processes (or semimartingales),…

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…

The goal of this paper is to clarify when a stochastic partial differential equation with an affine realization admits affine state processes. This includes a characterization of the set of initial points of the realization. Several…

Dunkl theory is a far reaching generalization of Fourier analysis and special function theory related to root systems. During the sixties and seventies, it became gradually clear that radial Fourier analysis on rank one symmetric spaces was…

In this paper, we study darning of general symmetric Markov processes by shorting some parts of the state space into singletons. A natural way to construct such processes is via Dirichlet forms restricted to the function space whose members…

Suppose that a real valued process X is given as a solution to a stochastic differential equation. Then, for any twice continuously differentiable function f, the backward Kolmogorov equation gives a condition for f(t,X) to be a local…

Stencil loops are a common motif in computations including convolutional neural networks, structured-mesh solvers for partial differential equations, and image processing. Stencil loops are easy to parallelise, and their fast execution is…

In this article, we first establish derivative formulae for fractional Gruschin type process, which generalize the result of Wang (J Theor Probab 27:80--95, Theorem 1.1, 2012). Since we work on a non-Markovian context, some technical…

We construct the scattering matrices for an arbitrary Weyl group in terms of elementary operators which obey the generalised Yang-Baxter equation. We use this construction to obtain the affine Hecke algebras. The center of the affine Hecke…

Recently a new technique in the harmonic analysis on symmetric spaces was suggested based on certain remarkable representations of affine and double affine Hecke algebras in terms of Dunkl and Demazure operators instead of Lie groups and…

We establish fractional Leibniz rules for the Dunkl Laplacian $\Delta_k$ of the form $$\|(-\Delta_k)^s(fg)\|_{L^p(d\mu_k)} \lesssim \|(-\Delta_k)^s f\|_{L^{p_1}(d\mu_k)} \|g\|_{L^{p_2}(d\mu_k)} + \|f\|_{L^{p_1}(d\mu_k)} \|(-\Delta_k)^s…

The main objective consists in generalizing a well-known It{\^o} formula of J. Jacod and A. Shiryaev: given a c{\`a}dl{\`a}g process S, there is an equivalence between the fact that S is a semimartingale with given characteristics (B^k , C,…

A non-abelian generalisation of a birational representation of affine Weyl groups and their application to the discrete dynamical systems is presented. By using this generalisation, non-commutative analogs for the discrete systems of…

Let $\Phi$ be an irreducible crystallographic root system and $\mathcal P$ its root polytope, i.e., its convex hull. We provide a uniform construction, for all root types, of a triangulation of the facets of $\mathcal P$. We also prove…

Two aspects of noncolliding diffusion processes have been extensively studied. One of them is the fact that they are realized as harmonic Doob transforms of absorbing particle systems in the Weyl chambers. Another aspect is integrability in…

We develop a general theory of Bessel-Dunkl type diffusions in Weyl chambers associated with classical root systems. The class considered here allows time-dependent and configuration-dependent diffusion and drift coefficients, as well as…

Based on the theory of multivariate time changes for Markov processes, we show how to identify affine processes as solutions of certain time change equations. The result is a strong version of a theorem presented by J. Kallsen (2006) which…

We refine stochastic calculus for symmetric Markov processes without using time reverse operators. Under some conditions on the jump functions of locally square integrable martingale additive functionals, we extend Nakao's divergence-like…

We give a unified interpretation of confluences, contiguity relations and Katz's middle convolutions for linear ordinary differential equations with polynomial coefficients and their generalization to partial differential equations. The…

Recently, a new approach in the fine analysis of stochastic processes sample paths has been developed to predict the evolution of the local regularity under (pseudo-)differential operators. In this paper, we study the sample paths of…