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Related papers: Fourier multipliers for non-symmetric L\'evy proce…

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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…

Functional Analysis · Mathematics 2007-05-23 Rodrigo Bañuelos , Krzysztof Bogdan

We give a class of Fourier multipliers with non-symmetric symbols and explicit norm bounds on $L^p$ spaces by using the stochastic calculus of L\'evy processes and Burkholder-Wang estimates for differentially subordinate martingales.

Functional Analysis · Mathematics 2012-06-05 Krzysztof Bogdan , Łukasz Wojciechowski

We use a method of rotations to study the $L^p$ boundedness, $1<p<\infty$, of Fourier multipliers which arise as the projection of martingale transforms with respect to symmetric $\alpha$-stable processes, $0<\alpha<2$. Our proof does not…

Probability · Mathematics 2015-08-17 Michael Perlmutter

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…

Probability · Mathematics 2012-06-08 David Applebaum , Rodrigo Bañuelos

Fourier multiplier analysis is developed for nonlocal peridynamic-type Laplace operators, which are defined for scalar fields in $\mathbb{R}^n$. The Fourier multipliers are given through an integral representation. We show that the integral…

Classical Analysis and ODEs · Mathematics 2019-11-11 Bacim Alali , Nathan Albin

We develop a new approach to prove multiplier theorems in various geometric settings. The main idea is to use martingale transforms and a Gundy-Varopoulos representation for multipliers defined via a suitable extension procedure. Along the…

Probability · Mathematics 2021-07-13 Rodrigo Bañuelos , Fabrice Baudoin , Li Chen , Yannick Sire

Using the argument of Geiss, Montgomery-Smith and Saksman \cite{GMSS}, and a new martingale inequality, the $L^p$--norms of certain Fourier multipliers in $\R^d$, $d\geq 2$, are identified. These include, among others, the second order…

Probability · Mathematics 2016-08-14 Rodrigo Bañuelos , Adam Oȩkowski

In this work, we study Fourier multipliers on noncommutative spaces. In particluar, we show a simple proof of $L^p$-$L^q$ estimate of Fourier multipliers on general noncommutative spaces associated with semi-finite von Neumann algebras.…

Functional Analysis · Mathematics 2025-08-05 Michael Ruzhansky , Kanat Tulenov

We study class of L\'{e}vy processes having distributions being indentifiable by moments. We define system of polynomial martingales \newline $\left\{ M_{n}(X_{t},t),\mathcal{F}_{\leq t}\right\} _{n\geq 1},$ where $% \mathcal{F}_{\leq t}$…

Probability · Mathematics 2014-03-18 Paweł J. Szabłowski

Using It\^o's formula for processes with jumps, we give a simple direct proof of the Hardy-Stein identity proved in \cite{BBL}. We extend the proof given in that paper to non-symmetric L\'evy-Fourier multipliers.

Probability · Mathematics 2017-11-23 Rodrigo Banuelos , Daesung Kim

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…

Probability · Mathematics 2022-05-24 Pierre Patie , Thomas Simon

In this paper we obtain a martingale representation theorem in the progressive enlargement $\mathbb{G}$ by a random time $\tau$ of the filtration $\mathbb{F}^L$ generated by a L\'evy process $L$. The assumptions on the random time are that…

Probability · Mathematics 2020-07-29 Paolo Di Tella , Hans-Jürgen Engelbert

This paper provides a framework for investigations in fluctuation theory for L\'evy processes with matrix-exponential jumps. We present a matrix form of the components of the infinitely divisible factorization. Using this representation we…

Probability · Mathematics 2014-12-09 Ievgen Karnaukh

In this article, we present some results about Fourier multipliers on Hardy spaces in the product case. We mainly give descriptions of multipliers from the space $H^1(\mathbb{T}\times\mathbb{T})$ into the space $\ell^2$ and from the space…

Functional Analysis · Mathematics 2022-06-13 Aleksander Pawlewicz

We define and study symmetrized and antisymmetrized multivariate exponential functions. They are defined as determinants and antideterminants of matrices whose entries are exponential functions of one variable. These functions are…

Classical Analysis and ODEs · Mathematics 2009-11-13 A. Klimyk , J. Patera

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,…

Probability · Mathematics 2016-08-14 Jan Bergenthum , Ludger Rüschendorf

Let $\mathbb{R}^N_+= [0,\infty)^N$. We here consider a class of random fields $(X_t)_{t\in \mathbb{R}^N_+}$ which are known as Multiparameter L\'evy processes. Related multiparameter semigroups of operators and their generators are…

Probability · Mathematics 2023-05-31 Francesco Iafrate , Costantino Ricciuti

An analogue of the Fourier transform will be introduced for all square integrable continuous martingale processes whose quadratic variation is deterministic. Using this transform we will formulate and prove a stochastic Heisenberg…

Probability · Mathematics 2011-02-18 C. Mueller , A. Stan

In this paper we develop the theory of Fourier multiplier operators $T_{m}:L^{p}(\mathbb{R}^{d};X)\to L^{q}(\mathbb{R}^{d};Y)$, for Banach spaces $X$ and $Y$, $1\leq p\leq q\leq \infty$ and $m:\mathbb{R}^d\to \mathcal{L}(X,Y)$ an…

Functional Analysis · Mathematics 2018-10-04 Jan Rozendaal , Mark Veraar

For bilinear Fourier multipliers that contain some oscillatory factors, boundedness of the operators between Lebesgue spaces is given including endpoint cases. Sharpness of the result is also considered.

Classical Analysis and ODEs · Mathematics 2024-04-17 Tomoya Kato , Akihiko Miyachi , Naoto Shida , Naohito Tomita
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