Related papers: Fourier multipliers for non-symmetric L\'evy proce…
We investigate Fourier multipliers associated with the Strichartz Fourier transform on the Heisenberg group. In particular, we establish H\"ormander-type $L^{p}-L^{q}$ boundedness results for the range $1<p\leq 2\leq q<\infty$. The analysis…
We prove $L^p$ estimates for trilinear multiplier operators with singular symbols. These operators arise in the study of iterated trilinear Fourier integrals, which are trilinear variants of the bilinear Hilbert transform. Specifically, we…
In this paper, a class of reflected generalized backward doubly stochastic differential equations (reflected GBDSDEs in short) driven by Teugels martingales associated with L\'{e}vy process and the integral with respect to an adapted…
We develop an approach to Malliavin calculus for L\'evy processes from the perspective of expressing a random variable $Y$ by a functional $F$ mapping from the Skorohod space of c\`adl\`ag functions to $\mathbb{R}$, such that $Y=F(X)$ where…
This article study the class of distributions obtained by subordinating L\'evy processes and L\'evy bases. To do this we derive properties of a suitable mapping obtained via L\'evy mixing. We show that our results can be used to solve the…
The aim of this work is to extend and study a family of transformations between Laplace exponents of L\'evy processes which have been introduced recently in a variety of different contexts by Patie, Kyprianou and Patie, and, Gnedin, as well…
As the conclusion of a line of investigation undertaken in two previous papers, we compute asymptotic frequencies for the values taken by numerators of differences of consecutive Farey fractions with denominators restricted to lie in…
A kind of generalized Gelfand pair is introduced via a Banach algebra consisting of bi-invariant functions in a weighted Lebesgue space. The related spherical functions and the Fourier transformation are constructed. The multipliers of the…
In this article, we introduce a non Gaussian long memory process constructed by the aggregation of independent copies of a fractional L\'evy Ornstein-Uhlenbeck process with random coefficients. Several properties and a limit theorem are…
In this note a Fuglede type theorem is proved for Fourier multiplier operators on translation invariant Banach function spaces with order continuous norm over compact abelian groups.
We study a family of Fourier integral operators, by allowing their symbols to satisfy a multi-parameter differential inequality. We extend the sharp L^p-result obtained by Seeger, Sogge and Stein to product spaces.
The paper is devoted to a systematic study of the duality of processes in the sense that $E f(X_t^x,y)=E f (x, Y_t^y)$ for a certain $f$. This classical topic has well known applications in interacting particles, intertwining,…
With a view to computing fluctuation identities related to stable processes, we review and extend the class of hypergeometric L\'evy processes explored in Kuznetsov and Pardo (arXiv:1012.0817). We give the Wiener-Hopf factorisation of a…
In this paper, we attempt to develop the Schreier theory for two special types extensions of multiplicative Lie algebras.
The purpose of this paper is to obtain Fourier transforms of multivariate orthogonal polynomials on the cone such as Laguerre polynomials on the cone and Jacobi polynomials on the cone and to define two new families of multivariate…
For the noncommutative 2-torus, we define and study Fourier transforms arising from representations of states with central supports in the bidual, exhibiting a possibly nontrivial modular structure (i.e. type III representations). We then…
We develop a unified approach for establishing rates of decay for the Fourier transform of a wide class of dynamically defined measures. Among the key features of the method is the systematic use of the $L^2$-flattening theorem obtained in…
We derive the explicit form of the martingale representation for square-integrable processes that are martingales with respect to the natural filtration of the super-Brownian motion. This is done by using a weak extension of the Dupire…
In this paper asymptotic formulas are given for the Lebesgue constants generated by three special approximation processes related to the $\ell_1$-partial sums of Fourier series. In particular, we consider the Lagrange interpolation…
Volterra processes appear in several applications ranging from turbulence to energy finance where they are used in the modelling of e.g. temperatures and wind and the related financial derivatives. Volterra processes are in general…