Related papers: Martingale transform and L\'evy Processes on Lie G…
We prove a Hardy-Stein type identity for the semigroups of symmetric, pure-jump L\'evy processes. Combined with the Burkholder-Gundy inequalities, it gives the $L^p$ two-way boundedness, for $1<p<\infty$, of the corresponding…
The infinitesimal generators of L\'evy processes in Euclidean space are pseudo-differential operators with symbols given by the L\'evy-Khintchine formula. This classical analysis relies heavily on Fourier analysis which in the case when the…
We prove some $L^p$-Liouville theorems for hypoelliptic second order Partial Differential Operators left translation invariant with respect to a Lie group composition law in $\mathbb{R}^n$. Results for both solutions and subsolutions are…
We explicitly construct the supermartingale version of the Fr{\'e}chet-Hoeffding coupling in the setting with infinitely many marginal constraints. This extends the results of Henry-Labordere et al. obtained in the martingale setting. Our…
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.…
We describe a new method to formulate classical Lagrangian mechanics on a finite-dimensional Lie group. This new approach is much more pedagogical than many previous treatments of the subject, and it directly introduces students to…
We prove new sharp $L^p$, logarithmic, and weak-type inequalities for martingales under the assumption of differentially subordination. The $L^p$ estimates are "Fyenman-Kac" type versions of Burkholder's celebrated martingale transform…
We study class of L\'{e}vy processes having distributions being indentifiable by moments. We define system of polynomial martingales \newline $\left\{ M_{n}(X_{t},t),\mathcal{F}_{\leq t}\right\} _{n\geq 1},$ where $% \mathcal{F}_{\leq t}$…
We prove the $L^p$-boundedness for all $p \in (1,\infty)$ of the first-order Riesz transforms $X_j \mathcal{L}^{-1/2}$ associated with the Laplacian $\mathcal{L} = -\sum_{j=0}^n X_j^2$ on the $ax+b$-group $G = \mathbb{R}^n \rtimes…
We consider isotropic L\'evy processes on a compact Riemannian manifold, obtained from an $\mathbb{R}^d$-valued L\'evy process through rolling without slipping. We prove that the Feller semigroups associated with these processes extend to…
Let $X$ be a complete, simply connected harmonic manifold with sectional curvatures $K$ satisfying $K \leq -1$. In \cite{biswas6}, a Fourier transform was defined for functions on $X$, and a Fourier inversion formula and Plancherel theorem…
A L\'evy process on a *-bialgebra is given by its generator, a conditionally positive hermitian linear functional vanishing at the unit element. A *-algebra homomorphism k from a *-bialgebra C to a *-bialgebra B with the property that k…
L\'evy processes in the sense of Sch\"urmann on the Lie algebra of the Lorentz grouop are studied. It is known that only one of the irreducible unitary representations of the Lorentz group admits a non-trivial one-cocycle. A Sch\"urmann…
This article presents the $L^p$-Heisenberg--Pauli--Weyl uncertainty inequality for the group Fourier transform on a class of two-step nilpotent Lie groups, specifically the M\'etivier groups. This inequality quantitatively demonstrates that…
We extend a classical theorem of Courr\`{e}ge to Lie groups in a global setting, thus characterising all linear operators on the space of smooth functions of compact support that satisfy the positive maximum principle. We show that these…
By using a coset of closed subgroup, we define a Fourier like transform for locally compact abelian (LCA) topological groups. We studied two wavelet multipliers and Landau-Pollak-Slepian operators on locally compact abelian topological…
We investigate the boundedness of Fourier multipliers on a compact Lie group when acting on Triebel-Lizorkin spaces. Criteria are given in terms of the H\"ormander-Mihlin-Marcinkiewicz condition. In our analysis, we use the difference…
Fractional Brownian motion can be represented as an integral of a deterministic kernel w.r.t. an ordinary Brownian motion either on infinite or compact interval. In previous literature fractional L\'evy processes are defined by integrating…
We study the twirling semigroups of (super)operators, namely, certain quantum dynamical semigroups that are associated, in a natural way, with the pairs formed by a projective representation of a locally compact group and a convolution…
We develop a new approach to prove multiplier theorems in various geometric settings. The main idea is to use martingale transforms and a Gundy-Varopoulos representation for multipliers defined via a suitable extension procedure. Along the…