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

For a general c\`adl\`ag L\'evy process on a separable Banach space $V$ we estimate values of $\inf_{Y\in{\cal A}_X} \mathbb{E}\left\{ \psi\left( \Vert X - Y \Vert_\infty\right) + \mathrm{TV}(Y[0,T]) \right\}$, where ${\cal A}_X$ is the…

Calder\'on-Zygmund operators with noncommuting kernels may fail to be Lp-bounded for $p \neq 2$, even for kernels with good size and smoothness properties. Matrix-valued paraproducts, Fourier multipliers on group vNa's or noncommutative…

In this work we obtain sharp $L^p$-estimates for pseudo-differential operators on arbitrary graded Lie groups. The results are presented within the setting of the global symbolic calculus on graded Lie groups by using the Fourier analysis…

Invariance properties of semimartingales on Lie groups under a family of random transformations are defined and investigated, generalizing the random rotations of the Brownian motion. A necessary and sufficient explicit condition…

A Poisson--Hopf algebra of smooth functions on the (1+1) Cayley--Klein groups is constructed by using a classical $r$--matrix which is invariant under contraction. The quantization of this algebra for the Euclidean, Galilei and Poincar\'e…

We study a class of stationary Markov processes with marginal distributions identifiable by moments such that every conditional moment of degree say $m$ is a polynomial of degree at most $m\;\text{.}\;$ We show that then under some…

Housdorff-Young's inequality establishes the boundedness of the Fourier transform from $L^p$ to $L^q$ spaces for $1\leq p\leq2$ and $q=p'$, where $p'$ denotes the Lebesgue-conjugate exponent of $p$. This paper extends this classical result…

We establish various $L^{p}$ estimates for the Schr\"odinger operator $-\Delta+V$ on Riemannian manifolds satisfying the doubling property and a Poincar\'e inequality, where $\Delta $ is the Laplace-Beltrami operator and $V$ belongs to a…

In this paper we obtain a martingale representation theorem in the progressive enlargement $\mathbb{G}$ by a random time $\tau$ of the filtration $\mathbb{F}^L$ generated by a L\'evy process $L$. The assumptions on the random time are that…

It is well-known that Littlewood-Paley operators formed with respect to lacunary sets of finite order are bounded on $L^p (\mathbb{R})$ for all $1<p<\infty$. In this note it is shown that $$ \| S_{\mathcal{I}_{E_2}} \|_{L^p (\mathbb{R})…

Let $L$ be a second order divergence form elliptic operator with complex bounded measurable coefficients. The operators arising in connection with $L$, such as the heat semigroup and Riesz transform, are not, in general, of…

We develop real Paley-Wiener theorems for classes ${\mathcal S}_\omega$ of ultradifferentiable functions and related $L^{p}$-spaces in the spirit of Bang and Andersen for the Schwartz class. We introduce results of this type for the…

For a simple real Lie group $G$ with Heisenberg parabolic subgroup $P$, we study the corresponding degenerate principal series representations. For a certain induction parameter the kernel of the conformally invariant system of second order…

We detail an explicit construction of ordinary irreducible representations for the family of finite groups $SL_2({\mathbb Z} /p^n {\mathbb Z})$ for odd primes $p$ and $n\geq 2$. For $n=2$, the construction is a complete set of irreducible…

Given $n$ equidistant realisations of a L\'evy process $(L_t,\,t\ge 0)$, a natural estimator $\hat N_n$ for the distribution function $N$ of the L\'evy measure is constructed. Under a polynomial decay restriction on the characteristic…

Consider the Fourier transform on the group $GL(2,R)$ of real $2\times 2$-matrices. We show that Fourier-images of polynomial differential operators on $GL(2,R)$ are differential-difference operators with coefficients meromorphic in…

L\'evy processes on bialgebras are families of infinitely divisible representations. We classify the generators of L\'evy processes on the compact forms of the quantum algebras $U_q(g)$, where $g$ is a simple Lie algebra. Then we show how…

Combinatorial formulas for the moments of the Brownian motion on classical compact Lie groups are obtained. These expressions are deformations of formulas of B. Collins and P. \'Sniady for moments of the Haar measure and yield a proof of…

We give a short introduction to the theory of L\'evy processes on dual groups. As examples we consider L\'evy processes with additive increments and L\'evy processes on the dual affine group.

We consider different sub-Laplacians on a sub-Riemannian manifold $M$. Namely, we compare different natural choices for such operators, and give conditions under which they coincide. One of these operators is a sub-Laplacian we constructed…