Related papers: Martingale transform and L\'evy Processes on Lie G…
We control a broad class of singular (or "rough") Fourier multipliers by geometrically-defined maximal operators via general weighted $L^2(\mathbb{R})$ norm inequalities. The multipliers involved are related to those of Coifman--Rubio de…
We study states on the universal noncommutative *-algebra generated by the coefficients of a unitary matrix, or equivalently states on the unitary dual group. Its structure of dual group in the sense of Voiculescu allows to define five…
We define a kind of 'operational calculus' for $GL_2(R)$. Namely, the group $GL_2(R)$ can be regarded as an open dense chart in the Grassmannian of 2-dimensional subspaces in $R^4$. Therefore the group $GL_4(R)$ acts in $L^2$ on $GL_2(R)$.…
The author has shown that the category of analytic contravariant functors on $\mathbf{gr}$, the category of finitely-generated free groups, is equivalent to the category of left modules over the PROP associated to the Lie operad, working…
We study a decomposition of a general Markov process in a manifold invariant under a Lie group action into a radial part (transversal to orbits) and an angular part (along an orbit). We show that given a radial path, the conditioned angular…
The classical Fourier transform on the line sends the operator of multiplication by $x$ to $i\frac{d}{d\xi}$ and the operator of differentiation $\frac{d}{d x}$ to the multiplication by $-i\xi$. For the Fourier transform on the Lobachevsky…
In this paper we study processes which are constructed by a convolution of a deterministic kernel with a martingale. A special emphasis is put on the case where the driving martingale is a centred L\'evy process, which covers the popular…
We study recurrence and transience for L\'{e}vy processes induced by topological transformation groups. In particular the transience-recurrence dichotomy in terms of potential measures is established and transience is shown to be equivalent…
We introduce and discuss L\'evy-type cylindrical martingale problems on separable reflexive Banach spaces. Our main observations are the following: Cylindrical martingale problems have a one-to-one relation to weak solutions of stochastic…
In this paper we provide necessary and sufficient conditions for the $\textnormal{weak}(1,p)$ boundedness, $1< p<\infty,$ of convolution operators on locally compact (Hausdorff) topological groups. So, we generalize a classical result due…
Using interpolation properties of non-commutative L^p-spaces associated with an arbitrary von Neumann algebra, we define a L^p-Fourier transform 1 <= p <= 2 on locally compact quantum groups. We show that the Fourier transform determines a…
We describe the classes of functions $f=(f(x), x\in R)$, for which processes $f(W_t)-Ef(W_t)$ and $f(W_t)/Ef(W_t)$ are martingales. We apply these results to give a martingale characterization of general solutions of the quadratic and the…
We define an involution on the space of elliptic unipotent Langlands parameters of a reductive $p$-adic group $G$ and verify that when $G$ is split adjoint exceptional, the composition of this involution with the hyperspecial parahoric…
We obtain an intertwining relation between some Riemann-Liouville operators of order a in (1,2) connecting through a certain multiplicative identity in law the one-dimensional marginals of reflected completely asymmetric a-stable L\'evy…
Consider the Iwasawa decomposition of the real semisimple Lie group. The purpose of this paper is to define the Fourier transform in order to obtain the Plancherel theorem on its maxima solvable Lie group. Besides, we prove the existence…
It is shown that many of the classical generalized isoperimetric inequalities for the Laplacian when viewed in terms of Brownian motion extend to a wide class of Levy processes. The results are derived from the multiple integral…
We obtain a representation of an inhomogeneous Levy process in a Lie group or a homogeneous space in terms of a drift, a matrix function and a measure function. Because the stochastic continuity is not assumed, our result generalizes the…
We prove explicit $L^p$ bounds for second order Riesz transforms of the sub-Laplacian in the Lie groups $\mathbb H$, $\mathbb{SU}(2)$ and $\mathbb{SL}(2)$
This chapter is an attempt to present a mathematical theory of compound fractional Poisson processes. The chapter begins with the characterization of a well-known L\'evy process: The compound Poisson process. The semi-Markov extension of…
The $L^p$ maximal inequalities for martingales are one of the classical results in the theory of stochastic processes. Here we establish the sharp moderate maximal inequalities for one-dimensional diffusion processes, which include the…