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

Let $\{L(t),t\geq 0\}$ be a L\'{e}vy process with representative random variable $L(1)$ defined by the infinitely divisible logarithmic series distribution. We study here the transition probability and L\'{e}vy measure of this process. We…

We describe the class of functions $f: R^n\to R^m$ which transform a vector Brownian Motion into a martingale and use this description to give martingale characterization of the general measurable solution of the multidimensional Cauchy…

Our main result is the martingale representations for Markov additive processes where the modulator is a Levy process. These processes have three parts: the modulator, the jumps of the ordinate triggered by the modulator, and the…

Let G be a Lie group equipped with a set of left invariant vector fields. These vector fields generate a function \xi on Wiener space into G via the stochastic version of Cartan's rolling map. It is shown here that, for any smooth function…

Let $1<p\leq \infty$ and let $n\geq 2.$ It was proved independently by C. Calder\'on, R. Coifman and G. Weiss that the dyadic maximal function \begin{equation*}…

We show that, under certain smoothness conditions, a Brownian martingale at a fixed time can be represented as an exponential of its value at a later time. The time-dependent generator of this exponential operator is equal to one half times…

The classical Hausdorff-Young inequality for locally compact abelian groups states that, for $1\le p\le 2$, the $L^p$-norm of a function dominates the $L^q$-norm of its Fourier transform, where $1/p+1/q=1$. By using the theory of…

The classical notion of L\'evy process is generalized to one that takes as its values probabilities on a first order model equipped with a commutative semigroup. This is achieved by applying a convolution product on definable probabilities…

In the L\'evy construction of Brownian motion, a Haar-derived basis of functions is used to form a finite-dimensional process $W^{N}$ and to define the Wiener process as the almost sure path-wise limit of $W^{N}$ when $N$ tends to infinity.…

Contractions are a procedure to construct a new Lie algebra out of a given one via a singular limit. Specifically, the \.In\"on\"u--Wigner construction starts with a Lie algebra $\mathfrak{g}$ with Lie subalgebra $\mathfrak{h} \subseteq…

The first passage time process of a L\'evy subordinator with heavy-tailed L\'evy measure has long-range dependent paths. The random fluctuations that appear under two natural schemes of summation and time scaling of such stochastic…

We formulate a notion of group Fourier transform for a finite dimensional Lie group. The transform provides a unitary map from square integrable functions on the group to square integrable functions on a non-commutative dual space. We then…

We study the dynamics of $L^p$-multipliers on non-compact simply connected harmonic manifolds of purely exponential volume growth. These are linear operators on the $L^p$-spaces which behave nicely on radial functions under Fourier…

The first three results in this thesis are motivated by a far-reaching conjecture on boundedness of singular Brascamp-Lieb forms. Firstly, we improve over the trivial estimate for their truncations, thus excluding potential trivial…

In this paper we prove new inequalities describing the relationship between the "size" of a function on a compact homogeneous manifold and the "size" of its Fourier coefficients. These inequalities can be viewed as noncommutative versions…

For a L\'evy process $\xi=(\xi_t)_{t\geq0}$ drifting to $-\infty$, we define the so-called exponential functional as follows \[{\rm{I}}_{\xi}=\int_0^{\infty}e^{\xi_t} dt.\] Under mild conditions on $\xi$, we show that the following…

This paper deals with the inequalities devoted to the comparison between the norm of a function on a compact hypergroup and the norm of its Fourier coefficients. We prove the classical Paley inequality in the setting of compact hypergroups…

We obtain dimension free estimates for noncommutative Riesz transforms associated to conditionally negative length functions on group von Neumann algebras. This includes Poisson semigroups, beyond Bakry's results in the commutative setting.…

We present a satisfactory definition of the important class of L\'evy processes indexed by a general collection of sets. We use a new definition for increment stationarity of set-indexed processes to obtain different characterizations of…

In this paper, we deal with a class of reflected backward stochastic differential equations associated to the subdifferential operator of a lower semi-continuous convex function driven by Teugels martingales associated with L\'{e}vy…