Related papers: L\'evy Processes in a Step 3 Nilpotent Lie Group
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…
It is well known that certain fractional diffusion equations can be solved by the densities of stable L\'evy motions. In this paper we use the classical semigroup approach for L\'evy processes to define semi-fractional derivatives, which…
Basic properties of Lie-orthogonal operators on a finite-dimensional Lie algebra are studied. In particular, the center, the radical and the components of the ascending central series prove to be invariant with respect to any Lie-orthogonal…
We derive an explicit formula for the Jacobi field that is acting in an extended Fock space and corresponds to an ($\R$-valued) L\'evy process on a Riemannian manifold. The support of the measure of jumps in the L\'evy--Khintchine…
The one dimensional distribution of a L\'{e}vy process is not known in general even though its characteristic function is given by the famous L\'{e}vy-Khinchine theorem. This article gives an exact series representation for the one…
By using absolutely continuous lower bounds of the L\'evy measure, explicit gradient estimates are derived for the semigroup of the corresponding L\'evy process with a linear drift. A derivative formula is presented for the conditional…
We explicitly construct a finite number of discrete components in the restriction of complementary series representations of rank one semisimple groups $G$ to rank one subgroups $G_1$. For this we use the realizations of complementary…
Following from recent developments by Hubalek and Kyprianou, the objective of this paper is to provide further methods for constructing new families of scale functions for spectrally negative L\'evy processes which are completely explicit.…
In this note we study the analytical index of pseudo-differential operators by using the notion of (infinite dimensional) operator-valued symbols (in the sense of Ruzhansky and Turunen). Our main tools will be the McKean-Singer index…
Subordinating a multivariate L\'evy process, the subordinate, with a univariate subordinator gives rise to a pathwise construction of a new L\'evy process, provided the subordinator and the subordinate are independent processes. The…
We review the probabilistic properties of Ornstein-Uhlenbeck processes in Hilbert spaces driven by L\'{e}vy processes. The emphasis is on the different contexts in which these processes arise, such as stochastic partial differential…
A fundamental result of Biane (1998) states that a process with freely independent increments has the Markov property, but that there are two kinds of free Levy processes: the first kind has stationary increments, while the second kind has…
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 introduce some general classes of pseudodifferential operators with symbols admitting exponential type growth at infinity and we prove mapping properties for these operators on Gelfand-Shilov spaces both in the quasi-analytic and in the…
By using certain quantum differential operators, we construct a super representation for the quantum queer supergroup U_v(q_n). The underlying space of this representation is a deformed polynomial superalgebra in 2n^2 variables whose…
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 establish a rigorous link between infinite-dimensional regular Fr\"olicher Lie groups built out of non-formal pseudodifferential operators and the Kadomtsev-Petviashvili hierarchy. We introduce a version of the Kadomtsev-Petviashvili…
We consider pseudodifferential operators on functions on $\R^{n+1}$ which commute with the Euler operator, and can thus be restricted to spaces of functions homogeneous of some given degree. Their symbols can be regarded as functions on a…
We obtain series expansions of the $q$-scale functions of arbitrary spectrally negative L\'evy processes, including processes with infinite jump activity, and use these to derive various new examples of explicit $q$-scale functions.…
These lectures notes aim at introducing L\'{e}vy processes in an informal and intuitive way, accessible to non-specialists in the field. In the first part, we focus on the theory of L\'{e}vy processes. We analyze a `toy' example of a…