Related papers: Fourier multipliers for non-symmetric L\'evy proce…
We consider a new method of the semiparametric statistical estimation for the continuous-time moving average L\'evy processes. We derive the convergence rates of the proposed estimators, and show that these rates are optimal in the minimax…
We define and study multivariate exponential functions, symmetric with respect to the alternating group A_n, which is a subgroup of the permutation (symmetric) group S_n. These functions are connected with multivariate exponential…
Fractional Brownian motion can be represented as an integral of a deterministic kernel w.r.t. an ordinary Brownian motion either on infinite or compact interval. In previous literature fractional L\'evy processes are defined by integrating…
This chapter is an attempt to present a mathematical theory of compound fractional Poisson processes. The chapter begins with the characterization of a well-known L\'evy process: The compound Poisson process. The semi-Markov extension of…
In the paper we study the multipliers of Fourier series in polynomials orthogonal in continuous-discrete Sobolev's spaces. Multiplier Theorem for Fourier-Sobolev series is obtained. This result is based on the representation of the Fej\'er…
In arXiv:2206.00549, transference results between multilinear Fourier and Schur multipliers on noncommutative $L_p$-spaces were shown for unimodular groups. We propose a suitable extension of the definition of multilinear Fourier…
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…
The theory for multiplier empirical processes has been one of the central topics in the development of the classical theory of empirical processes, due to its wide applicability to various statistical problems. In this paper, we develop…
Stochastic processes on manifolds over non-Archimedean fields and with transition measures having values in the field $\bf C$ of complex numbers are defined and investigated. The analogs of Markov, Poisson and Wiener processes are studied.…
In this paper we have studied Fourier multipliers and Littlewood-Paley square functions in the context of modulation spaces. We have also proved that any bounded linear operator from modulation space $\mathcal{M}_{p,q}(\R^n), 1\leq p,q\leq…
Monotone L\'evy processes with additive increments are defined and studied. It is shown that these processes have a natural Markov structure and their Markov transition semigroups are characterized using the monotone L\'evy-Khintchine…
In this paper we prove a Marcinkiewicz-type multiplier result for the spherical Fourier transform on products of rank one noncompact symmetric spaces.
The study of distributed order calculus usually concerns about fractional derivatives of the form $\int_0^1 \partial^\alpha u \, m(d\alpha)$ for some measure $m$, eventually a probability measure. In this paper an approach based on L\'evy…
In this work, we present some applications of the $L^p$-$L^q$ boundedness of Fourier multipliers to PDEs on the noncommutative (or quantum) Euclidean space. More precisely, we establish $L^p$-$L^q$ norm estimates for solutions of heat,…
In this paper, we introduce a family of Fourier multipliers using the spherical Fourier transform on Gelfand pairs. We refer to them as spherical Fourier multipliers. We study certain sufficient conditions under which they are bounded.…
We investigate the $L_p \mapsto L_q$ boundedness of the Fourier multipliers. We obtain sufficient conditions, namely, we derive Hormander and Lizorkin type theorems. We also obtain the necessary conditions. For $M$-generalized monotone…
We provide a nonparametric method for the computation of instantaneous multivariate volatility for continuous semi-martingales, which is based on Fourier analysis. The co-volatility is reconstructed as a stochastic function of time by…
We develop the information geometry of L\'evy processes. Deriving $\alpha$-divergences directly in terms of the L\'evy triplets of the L\'evy processes, we identify Fisher information matrix and $\alpha$-connection on the statistical…
The index Whittaker convolution operator, recently introduced by the authors, gives rise to a convolution measure algebra having the property that the convolution of probability measures is a probability measure. In this paper, we introduce…
We propose isomorphism type identities for nonlinear functionals of general infinitely divisible processes. Such identities can be viewed as an analogy of the Cameron-Martin formula for Poissonian infinitely divisible processes but with…