Related papers: Fourier multipliers for non-symmetric L\'evy proce…
We obtain large deviations theorems for nonconventional sums with underlying process being a Markov process satisfying the Doeblin condition or a dynamical system such as subshift of finite type or hyperbolic or expanding transformation.
We generate the fractional Poisson process by subordinating the standard Poisson process to the inverse stable subordinator. Our analysis is based on application of the Laplace transform with respect to both arguments of the evolving…
This paper is devoted to the study of pointwise convergence of Fourier series for group von Neumann algebras and quantum groups. It is well-known that a number of approximation properties of groups can be interpreted as summation methods…
We give an overview of some recent results on operator-valued $(L^{p},L^{q})$ Fourier multipliers and stability theory for evolution equations. The aim is to provide a relatively nontechnical introduction to the underlying ideas,…
Markov-modulated L\'evy processes lead to matrix integral equations of the kind $ A_0 + A_1X+A_2 X^2+A_3(X)=0$ where $A_0$, $A_1$, $A_2$ are given matrix coefficients, while $A_3(X)$ is a nonlinear function, expressed in terms of integrals…
We introduce generalized multipliers for left-invertible operators which formal Laurent series $U_x(z)=\sum_{n=1}^\infty(P_ET^{n}x) \frac{1}{z^n}+\sum_{n=0}^\infty(P_E{T^{\prime*}}^{n}x)z^n$ actually represent analytic functions on an…
The variational iteration method is used to solve nonlinear Volterra integral equations. Two approaches are presented distinguished by the method to compute the Lagrange multiplier.
Exploiting continuity properties of Fourier multipliers on modulation spaces and Wiener amalgam spaces, we study the Cauchy problem for the NLW equation. Local wellposedness for rough data in modulation spaces and Wiener amalgam spaces is…
We introduce an amalgam type space, a subspace of $L^1(\mathbb R_+).$ Integrability results for the Fourier transform of a function with the derivative from such an amalgam space are proved. As an application we obtain estimates for the…
We compute Fourier transforms of functions expressed as a ratio of one of the Jacobi elliptic functions divided by $\sinh(\pi x)$ or $\cosh(\pi x)$. In many cases, the resulting Fourier transform remains within the same class of functions.…
In this paper we investigate the properties of the Euler functions. By using the Fourier transform for the Euler function, we derive the interesting formula related to the infinite series. Finally we give some interesting identities between…
We use orthogonality measures of Askey--Wilson polynomials to construct Markov processes with linear regressions and quadratic conditional variances. Askey--Wilson polynomials are orthogonal martingale polynomials for these processes.
We define a new family of multivariate stochastic processes over a finite time horizon that we call Generalised Liouville Processes (GLPs). GLPs are Markov processes constructed by splitting L\'evy random bridges into non-overlapping…
Yor's generalized meander is a temporally inhomogeneous modification of the $2(\nu+1)$-dimensional Bessel process with $\nu > -1$, in which the inhomogeneity is indexed by $\kappa \in [0, 2(\nu+1))$. We introduce the non-colliding particle…
We mostly survey results concerning the $L^2$ boundedness of oscillatory and Fourier integral operators. This article does not intend to give a broad overview; it mainly focusses on a few topics directly related to the work of the authors.
In this paper we show that a non-local operator of certain type extends to the generator of a strong Markov process, admitting the transition probability density. For this transition probability density we construct the intrinsic upper and…
We study the asymptotic behavior of wavelet coefficients of random processes with long memory. These processes may be stationary or not and are obtained as the output of non--linear filter with Gaussian input. The wavelet coefficients that…
We study the composition of bivariate L\'evy process with bivariate inverse subordinator. The explicit expressions for its dispersion and auto correlation matrices are obtained. Also, the time-changed two parameter L\'evy processes with…
We study the properties of different type of transforms by means of operational methods and discuss the relevant interplay with many families of special functions. We consider in particular the binomial transform and its generalizations. A…
By using the three-term recurrence equation satisfied by a family of orthogonal polynomials, the Christoffel-Darboux-type bilinear generating function and their asymptotic expressions, we obtain quadrature formulas for integral transforms…