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

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L\'evy processes, known for their ability to model complex dynamics with skewness, heavy tails and discontinuities, play a critical role in stochastic modeling across various domains. However, inference for most L\'evy processes, whether in…

Methodology · Statistics 2025-05-29 Bill Z. Lin , Simon Godsill

Fourier transform of multivariate orthogonal polynomials on the unit ball are obtained. By using Parseval's identity, a new family of multivariate orthogonal functions are introduced. The results are expressed in terms of the continuous…

Classical Analysis and ODEs · Mathematics 2022-09-19 Esra Güldoğan Lekesiz , Rabia Aktaş , Iván Area

Efficient and accurate spectral solvers for nonlocal models in any spatial dimension are presented. The approach we pursue is based on the Fourier multipliers of nonlocal Laplace operators introduced in a previous work. It is demonstrated…

Numerical Analysis · Mathematics 2019-07-30 Bacim Alali , Nathan Albin

In this paper we consider Fourier multiplier operators between vector-valued Besov spaces with different integrability exponents $p$ and $q$, which depend on the type $p$ and cotype $q$ of the underlying Banach spaces. In a previous paper…

Functional Analysis · Mathematics 2017-10-18 Jan Rozendaal , Mark Veraar

In this paper we establish decay estimates for Fourier transform on Hardy-Morrey spaces and its localizable version. Our work include some aspects to these spaces linked up with pointwise Fourier estimates, in particular a natural approach…

Analysis of PDEs · Mathematics 2023-04-25 Marcelo F. de Almeida , Tiago H. Picon

The Fourier transform of a bounded measurable function, $f$, on the real line is shown to be the second distributional derivative of a H\"older continuous function. The Fourier transform is written as the difference of $\int_{-1}^1…

Classical Analysis and ODEs · Mathematics 2026-01-26 Erik Talvila

Given two real numbers, the $L^2$ functions whose Fourier transforms vanish with a certain rapidity near the given numbers are characterised as those that are expressible as the sum of a certain number of generalised finite differences that…

Classical Analysis and ODEs · Mathematics 2016-05-24 Rodney Nillsen

Consider the Fourier transform on the group $GL(2,R)$ of real $2\times 2$-matrices. We show that Fourier-images of polynomial differential operators on $GL(2,R)$ are differential-difference operators with coefficients meromorphic in…

Representation Theory · Mathematics 2019-10-29 Yury A. Neretin

We study sums of a random multiplicative function; this is an example, of number-theoretic interest, of sums of products of independent random variables (chaoses). Using martingale methods, we establish a normal approximation for the sum…

Number Theory · Mathematics 2010-12-02 Adam J. Harper

We provide an integral representation for the (implied) copulas of dependent random variables in terms of their moment generating functions. The proof uses ideas from Fourier methods for option pricing. This representation can be used for a…

Probability · Mathematics 2014-06-24 Antonis Papapantoleon

What is the analogue of L\'evy processes for random surfaces? Motivated by scaling limits of random planar maps in random geometry, we introduce and study L\'evy looptrees and L\'evy maps. They are defined using excursions of general L\'evy…

Probability · Mathematics 2025-07-15 Igor Kortchemski , Cyril Marzouk

Our primary objective in this article is to establish H\"ormander type $L^p \rightarrow L^q$ Fourier multiplier theorems in the context of noncompact type Riemannian symmetric spaces $\mathbb{X}$ of arbitrary rank for the range $1 < p \leq…

Functional Analysis · Mathematics 2024-11-07 Tapendu Rana , Michael Ruzhansky

We establish several closed pricing formula for various path-independent payoffs, under an exponential L\'evy model driven by the Variance Gamma process. These formulas take the form of quickly convergent series and are obtained via tools…

Pricing of Securities · Quantitative Finance 2020-06-03 Jean-Philippe Aguilar

For a general Multidimensional L\'{e}vy process (satisfying some moment conditions), we introduce the Multidimensional power jump processes and the related Multidimensional Teugels martingales. Furthermore, we orthogonalize the…

Probability · Mathematics 2011-11-02 Jianzhong Lin

In [8], asymptotic expansion of the martingale with mixed normal limit was provided. The expansion formula is expressed by the adjoint of a random symbol with coefficients described by the Malliavin calculus, differently from the standard…

Probability · Mathematics 2012-12-27 Nakahiro Yoshida

In this paper we establish the $L^p$-$L^q$ boundedness of Fourier multipliers on locally compact separable unimodular groups for the range of indices $1<p\leq 2 \leq q<\infty$. Our approach is based on the operator algebras techniques. The…

Operator Algebras · Mathematics 2017-03-14 Rauan Akylzhanov , Michael Ruzhansky

We show that several definitions of algebras of continuous Fourier multipliers on variable Lebesgue spaces over the real line are equivalent under some natural assumptions on variable exponents. Some of our results are new even in the case…

Classical Analysis and ODEs · Mathematics 2019-03-26 Alexei Karlovich

In this paper, we investigate the global properties of Fourier multipliers in the setting of nonharmonic analysis of boundary value problems. We give necessary and sufficient conditions for a Fourier multiplier to be globally hypoelliptic…

Analysis of PDEs · Mathematics 2021-06-30 Wagner Augusto Almeida de Moraes

We give a definition of scattering matrices based on the asymptotic behaviors of generalized eigenfunctions and show that these scattering matrices are equivalent to the ones defined by wave-operator approach in long-range $N$-body…

Mathematical Physics · Physics 2018-11-20 Sohei Ashida

The first passage time process of a L\'evy subordinator with heavy-tailed L\'evy measure has long-range dependent paths. The random fluctuations that appear under two natural schemes of summation and time scaling of such stochastic…

Probability · Mathematics 2012-04-02 Ingemar Kaj , Anders Martin-Löf
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