Related papers: Fourier multipliers for non-symmetric L\'evy proce…
We study the long-time behaviour of matrix-valued stochastic exponentials of L\'evy processes, i.e. of multiplicative L\'evy processes in the general linear group. In particular, we prove laws of large numbers as well as central limit…
We show yet another family of examples of idempotent Fourier multipliers on $H^1\p{\mathbb{D}^2}$. The proof differs from our previous result and gets rid of arithmetical assumptions.
By a symbolic method, we introduce multivariate Bernoulli and Euler polynomials as powers of polynomials whose coefficients involve multivariate L\'evy processes. Many properties of these polynomials are stated straightforwardly thanks to…
The explicit construction of direct and inverse Fourier's vector transform with discontinuous coefficients is presented. The technique of applying Fourier's vector transform with discontinuous coefficients for solving problems of…
The paper focuses on the behaviour of unimodular Fourier multipliers with exponential growth in the context of weighted $L^p$-spaces. Our main result shows that much of the general theory of multipliers is approachable through the theory of…
We describe basic motivations behind quantum or noncommutative probability, introduce quantum L\'evy processes on compact quantum groups, and discuss several aspects of the study of the latter in the example of quantum permutation groups.…
In this paper we study general nonlinear stochastic differential equations, where the usual Brownian motion is replaced by a L\'evy process. We also suppose that the coefficient multiplying the increments of this process is merely Lipschitz…
In this paper we present the asymptotic analysis of the realised quadratic variation for multivariate symmetric $\beta$-stable L\'evy processes, $\beta \in (0,2)$, and certain pure jump semimartingales. The main focus is on derivation of…
We consider one-parameter families of quadratic-phase integral transforms which generalize the fractional Fourier transform. Under suitable regularity assumptions, we characterize the one-parameter groups formed by such transforms.…
In this article, we introduce Mittag-Leffler L\'evy process and provide two alternative representations of this process. First, in terms of Laplace transform of the marginal densities and next as a subordinated stochastic process. Both…
We use the martingale convergence method to get the weak convergence theorem on general functionals of partial sums of independent heavy-tailed random variables. The limiting process is the stochastic integral driven by $\alpha-$stable…
The main purpose of this paper is to prove H\"ormander's $L^p$-$L^q$ boundedness of Fourier multipliers on commutative hypergroups. We carry out this objective by establishing Paley inequality and Hausdorff-Young-Paley inequality for…
Recently, fractional differential equations have been investigated via the famous variational iteration method. However, all the previous works avoid the term of fractional derivative and handle them as a restricted variation. In order to…
The paper concerns problems of the recovery of differential operators from a noisy Fourier transform. In particular, optimal methods are obtained for the recovery of powers of generalized Laplace operators from a noisy Fourier transform in…
We derive a probabilistic representation for the Fourier symbols of the generators of some stable processes.
We construct a version of Fourier transform for a class of non-commutative algebras over abelian varieties which include algebras of twisted differential operators generalizing the previous construction of Laumon (alg-geom/9603004) and of…
We study the effect of a splitting operator S_t on the L^p norm of the Fourier transform of a function f and on the operator norm of a Fourier multiplier m. Most of our results assume p is an even integer, and are often stronger when f or m…
In this note we propose a generalization of the Laplace and Fourier transforms which we call symmetric Laplace transform. It combines both the advantages of the Fourier and Laplace transforms. We give the definition of this generalization,…
In this paper we investigate some convergence and divergence properties of the logarithmic means of quadratical partial sums of double Fourier series of functions in the measure and in the $L$ Lebesgue norm.
We study Fourier and Laplace transforms for Fourier hyperfunctions with values in a complex locally convex Hausdorff space. Since any hyperfunction with values in a wide class of locally convex Hausdorff spaces can be extended to a Fourier…