Related papers: Fourier multipliers for non-symmetric L\'evy proce…
We construct in the small-time setting the upper and lower estimates for the transition probability density of a L\'evy process in $\rn$. Our approach relies on the complex analysis technique and the asymptotic analysis of the inverse…
Motivated by the study of the distribution of zeros of generalized Bessel-type functions, the principal goal of this paper is to identify new research directions in the theory of multiplier sequences. The investigations focus on multiplier…
The purpose of this paper is to obtain Fourier transforms of multivariate orthogonal structures on the paraboloid such as Laguerre polynomials on the paraboloid and Jacobi polynomials on the paraboloid, and to define two new families of…
A geometric reformulation of the martingale problem associated with a set of diffusion processes is proposed. This formulation, based on second order geometry and Ito integration on manifolds, allows us to give a natural and effective…
In this paper we study the following problem: for a given bounded positive function $f$ on a filtered probability space can we find another function (a multiplier) $m$, $0\le m\le 1$, such that the function $mf$ is not ``too small'' but its…
We develop a Lagrange multiplier theory for nonconvex set-valued optimization problems under Lipschitz-type regularity conditions. Instead of classical continuous linear functionals, we introduce closed convex processes -- set-valued…
The paper develops multiplicative compensation for complex-valued semimartingales and studies some of its consequences. It is shown that the stochastic exponential of any complex-valued semimartingale with independent increments becomes a…
Integral transform method (Fourier or Laplace transform, etc) is more often effective to do the theoretical analysis for the stochastic processes. However, for the time-space coupled cases, e.g., L\'evy walk or nonlinear cases, integral…
We study the relationship between stable sampling sequences for bandlimited functions in $L^p(\R^n)$ and the Fourier multipliers in $L^p$. In the case that the sequence is a lattice and the spectrum is a fundamental domain for the lattice…
We describe arbitrary multiplicative differential forms on Lie groupoids infinitesimally, i.e., in terms of Lie algebroid data. This description is based on the study of linear differential forms on Lie algebroids and encompasses many known…
The purpose of this article is to develop a theory behind the occurrence of "path-integral" kernels in the study of extended determinantal point processes and non-intersecting line ensembles. Our first result shows how determinants…
We study Bessel processes on Weyl chambers of types A and B on $\mathbb R^N$. Using elementary symmetric functions, we present several space-time-harmonic functions and thus martingales for these processes $(X_t)_{t\ge0}$ which are…
We argue that there should exist a "noncommutative Fourier transform" which should identify functions of noncommutative variables (say, of matrices of indeterminate size) and ordinary functions or measures on the space of paths. Some…
In this paper, we introduce a criterion for maximal operators associated with Fourier multipliers to be bounded on $L^p(\mathbb{R}^d)$. Noteworthy examples satisfying the criterion are multipliers of the Mikhlin type or limited decay which…
Starting from square-integrable wave functions on a Lie group, we build an invertible Fourier transform mapping them on wave functions on the dual of the Lie algebra. This is a group-theoretic version of the map from position space to…
In this note we study the $L^p-L^q$ boundedness of Fourier multipliers of anharmonic oscillators, and as a consequence also of spectral multipliers, for the range $1<p \leq 2 \leq q <\infty$. The underlying Fourier analysis is associated…
We derive several new transformations relating WP-Bailey pairs. We also consider the corresponding transformations relating standard Bailey pairs, and as a consequence, derive some quite general expansions for products of theta functions…
We study the problem of nonparametric estimation of the linear multiplier function $\theta(t)$ for processes satisfying stochastic differential equations of the type $$dX_t= \theta(t)X_t dt+ \epsilon\; \sigma_1(t,X_t)\sigma_2(t,Y_t)dW_t,…
Fractional generalizations of the Poisson process and branching Furry process are considered. The link between characteristics of the processes, fractional differential equations and Levy stable densities are discussed and used for…
We construct intrinsic on-and off-diagonal upper and lower estimates for the transition probability density of a L\'evy process in small time. By intrinsic we mean that such estimates reflect the structure of the characteristic exponent of…