Related papers: Martingale transform and L\'evy Processes on Lie G…

By using a symbolic technique known in the literature as the classical umbral calculus, we characterize two classes of polynomials related to L\'evy processes: the Kailath-Segall and the time-space harmonic polynomials. We provide the…

Strongly continuous semigroups of unital completely positive maps (i.e. quantum Markov semigroups or quantum dynamical semigroups) on compact quantum groups are studied. We show that quantum Markov semigroups on the universal or reduced…

In this paper, the main aim is to consider the boundedness of the Hardy-Littlewood maximal commutator $M_{b}$ and the nonlinear commutator $[b, M]$ on the Lebesgue spaces and Morrey spaces over some stratified Lie group $\mathbb{G}$ when…

We establish a novel characterisation of the law of the convex minorant of any L\'evy process. Our self-contained elementary proof is based on the analysis of piecewise linear convex functions and requires only very basic properties of…

The classical Cayley transform is a birational map between a quadratic matrix group and its Lie algebra, which was first discovered by Cayley in 1846. Because of its essential role in both pure and applied mathematics, the classical Cayley…

In this paper, we use the Malliavin calculus techniques to obtain an anticipative version of the change of variable formula for L\'evy processes. Here the coefficients are in the domain of the anihilation (gradient) operator in the "future…

A continuous-time particle system on the real line satisfying the branching property and an exponential integrability condition is called a branching L\'evy process, and its law is characterized by a triplet $(\sigma^2,a,\Lambda)$. We…

In this paper, we investigate the behavior of the Fourier transform on finite dimensional 2-step Lie groups and develop a general theory akin to that of the whole space or the torus. We provide a familiar framework in which computations are…

Using a representation of the discrete Hilbert transform in terms of martingales arising from Doob $h$-processes, we prove that its $l^p$-norm, $1<p<\infty$, is bounded above by the $L^p$-norm of the continuous Hilbert transform. Together…

We show that, for a natural class of rearrangement admissible spaces $X$ and $Y$, the Fourier operator is bounded between $X$ and $Y$ if and only if any operator of joint strong type $(1,\infty; 2,2)$ is also bounded between $X$ and $Y$. By…

We conjecture a geometrical form of the Paley-Wiener theorem for the Dunkl transform and prove three instances thereof, one of which involves a limit transition from Opdam's results for the graded Hecke algebra. Furthermore, the connection…

Ito's construction of Markovian solutions to stochastic equations driven by a L\'evy noise is extended to nonlinear distribution dependent integrands aiming at the effective construction of linear and nonlinear Markov semigroups and the…

By using Fourier's transform and Fefferman-Stein's theorem, we investigate the $L^p$-maximal regularity of nonlocal parabolic and elliptic equations with singular and non-symmetric L\'evy operators, and obtain the unique strong solvability…

The Fourier transform, known in classical analysis, and generalized in abstract harmonic analysis, can also be considered in the theory of locally compact quantum groups. In this note, I discuss some aspects of this more general Fourier…

We characterize positive convolution operators on a finite quantum group $\mathbb{G}$ which are $L_{p}$-improving. More precisely, we prove that the convolution operator $T_{\varphi}:x\mapsto\varphi\star x$ given by a state $\varphi$ on…

This paper present an overview of some of the applications of the martingale inequalities of D.L. Burkholder to $L^p$-bounds for singular integral operators, concentrating on the Hilbert transform, first and second order Riesz transforms,…

We study analogues of classical Hilbert transforms as fourier multipliers on free groups. We prove their complete boundedness on non commutative $L^p$ spaces associated with the free group von Neumann algebras for all $1<p<\infty$. This…

We introduce a braid group action on $l$-tuple of rational functions for the finite-dimensional representations of Yangians $Y(\mathfrak{g})$, where $\mathfrak{g}$ is a complex simple Lie algebra. It provides an efficient way to compute…

The lagrangian description of irreducible massless representations of the Poincare group with the corresponding Young tableaux having two rows along with some explicit examples including the notoph and Weyl tensor is given. For this purpose…

We present the formalization of Doob's martingale convergence theorems in the mathlib library for the Lean theorem prover. These theorems give conditions under which (sub)martingales converge, almost everywhere or in $L^1$. In order to…