Related papers: A transformation for L\'evy processes with one-sid…
This a free translation with additional explanations of {\em Processus \`a Accroissement Independants Chapitre I: La D\'ecomposition de Paul L\'evy}, by J.L. Bretagnolle, in {\em Ecole d'Et\'e de Probabilit\'es}, Lecture Notes in…
We derive an explicit formula for the Jacobi field that is acting in an extended Fock space and corresponds to an ($\R$-valued) L\'evy process on a Riemannian manifold. The support of the measure of jumps in the L\'evy--Khintchine…
We provide integral formulae for the Laplace transform of the entrance law of the reflected excursions for symmetric L\'evy processes in terms of their characteristic exponent. For subordinate Brownian motions and stable processes we…
Motivated by link transformations of lattice gauge theory, a method for generating local unitary invariants, especially for a system of qubits, has been pointed out in an earlier work [M. S. Williamson {\it et. al.}, Phys. Rev. A {\bf 83},…
In the present paper authors introduce the L_n-integral transform and the inverse integral transform for n = 2^k, k=0,1,2,..., as a generalization of the classical Laplace transform and the inverse Laplace transform, respectively.…
We present a method of generation of exact and explicit forms of one-sided, heavy-tailed Levy stable probability distributions g_{\alpha}(x), 0 \leq x < \infty, 0 < \alpha < 1. We demonstrate that the knowledge of one such a distribution…
Two $(p,q)$-Laplace transforms are introduced and their relative properties are stated and proved. Applications are made to solve some $(p,q)$-linear difference equations.
We calculate exactly the Laplace transform of the Fr\'{e}chet distribution in the form $\gamma x^{-(1+\gamma)} \exp(-x^{-\gamma})$, $\gamma > 0$, $0 \leq x < \infty$, for arbitrary rational values of the shape parameter $\gamma$, i.e. for…
This note is a continuation of the previous paper math.AP/0411383 by the same authors. Its purpose is to extend the results of math.AP/0411383 to the context of root systems with even multiplicities. Under the even multiplicity assumption,…
We consider a family of Markov maps on the unit interval, interpolating between the tent map and the Farey map. The latter map is not uniformly expanding. Each map being composed of two fractional linear transformations, the family…
We generalize and slight improve the result of I. I. Sharapudinov [Mat. Zametki, 1996, Volume 59, Issue 2, 291--302]. Some applications to the de la Vall\'{e}e Poussin operator will also be given.
We consider Laplace transforms of the Picard-Fuchs differential equations of Calabi-Yau hypersurfaces and calculate their Stokes matrices. We also introduce two different types of Laplace transforms of Gel'fand-Kapranov-Zelevinski…
We study properties of the Laplace transforms of non-negative additive functionals of Markov chains. We are namely interested in a multiplicative ergodicity property used in [18] to study bifurcating processes with ancestral dependence. We…
In this work, we present a comprehensive study of the relationship among uniform Lyapunov exponents, the Liouville trace formula, and adapted metrics for cocycles in Hilbert spaces. First, we prove that uniform Lyapunov exponents can be…
We obtain an intertwining relation between some Riemann-Liouville operators of order a in (1,2) connecting through a certain multiplicative identity in law the one-dimensional marginals of reflected completely asymmetric a-stable L\'evy…
The method of moving frames (rep\`ere mobile) was used by Elie Cartan as a way of organizing the identification of differential invariants and solving equivalence problems. In this expository paper, we discuss how moving frames are used to…
Starting from a remark about the computation of Kashiwara-Schapira's enhanced Laplace transform by using the Dolbeault complex of enhanced distributions, we explain how to obtain explicit holomorphic Paley-Wiener-type theorems. As an…
For a one-dimensional L\'{e}vy process, we derive an explicit formula for the probability of first hitting a specified point among a fixed finite set. Moreover, using this formula, we obtain an explicit expression for each entry of the…
The Li\'enard equation is used in various applications. Therefore, constructing general analytical solutions of this equation is an important problem. Here we study connections between the Li\'enard equation and some equations from the…
The characteristic (Laplace or L\'evy) exponents uniquely characterize infinitely divisible probability distributions. Although of purely mathematical origin they appear to be uniquely associated with the memory functions present in…