Related papers: Fourier multipliers for non-symmetric L\'evy proce…
In this note, we study the convergence from the discrete to the continuous non-linear Fourier transform. Relations between spectral problems and questions in complex function theory provide a new approach to the study of scattering problems…
The Laplace transform of partial sums of the square of a non-centered Gauss-Markov process, conditioning on its starting point, is explicitly computed. The parameters of multiplicative ergodicity are deduced.
We survey and investigate some computational aspects of the Fourier-Mukai transform.
A distributional equation as a criterion for invariant measures of Markov processes associated to L\'evy-type operators is established. This is obtained via a characterization of infinitesimally invariant measures of the associated…
We give characterizations of radial Fourier multipliers as acting on radial L^p-functions, 1<p<2d/(d+1), in terms of Lebesgue space norms for Fourier localized pieces of the convolution kernel. This is a special case of corresponding…
We study the Fourier expansion of the distribution density of a Levy process in a compact Lie group based on the Peter-Weyl theorem.
In this paper we study processes which are constructed by a convolution of a deterministic kernel with a martingale. A special emphasis is put on the case where the driving martingale is a centred L\'evy process, which covers the popular…
In this paper, we study recurrence and transience of L\'evy-type processes, that is, Feller processes associated with pseudo-differential operators. Since the recurrence property of L\'evy-type processes in dimensions greater than two is…
This is an attempt of a comprehensive survey of the results in which estimates of the norms of linear means of multiple Fourier series, the Lebesgue constants, are obtained by means of estimating the Fourier transform of a function…
We present a class of L\'evy processes for modelling financial market fluctuations: Bilateral Gamma processes. Our starting point is to explore the properties of bilateral Gamma distributions, and then we turn to their associated L\'evy…
We control a broad class of singular (or "rough") Fourier multipliers by geometrically-defined maximal operators via general weighted $L^2(\mathbb{R})$ norm inequalities. The multipliers involved are related to those of Coifman--Rubio de…
We treat the quaternionic Fourier transform (QFT) applied to quaternion fields and investigate QFT properties useful for applications. Different forms of the QFT lead us to different Plancherel theorems. We relate the QFT computation for…
Our main result is the martingale representations for Markov additive processes where the modulator is a Levy process. These processes have three parts: the modulator, the jumps of the ordinate triggered by the modulator, and the…
We give a short introduction to the theory of L\'evy processes on dual groups. As examples we consider L\'evy processes with additive increments and L\'evy processes on the dual affine group.
In this paper we study multipliers on graded nilpotent Lie groups defined via group Fourier transform. More precisely, we show that H\"ormander type conditions on the Fourier multipliers imply $L^p$-boundedness. We express these conditions…
In this paper we present multivariate space-time fractional Poisson processes by considering common random time-changes of a (finite-dimensional) vector of independent classical (non-fractional) Poisson processes. In some cases we also…
For a general free L\'evy process, we prove the existence of its higher variation processes as limits in distribution, and identify the limits in terms of the L\'evy-It\^o representation of the original process. For a general free compound…
Given a smooth bump function, we consider the multiplier formed by taking the linear combination of the translations of the bump function and the corresponding bilinear Fourier multiplier operator. Under certain condition on the bump…
We study a family of convolution operators. Their regarding Fourier multipliers are defined in terms of distributions having singularity on the light-cone in $\mathbb{R}^{n+1}$. As a result, we give a new approach to the Bochner-Riesz…
Extending It\^o's formula to non-smooth functions is important both in theory and applications. One of the fairly general extensions of the formula, known as Meyer-It\^o, applies to one dimensional semimartingales and convex functions.…