Related papers: L\'evy Processes in a Step 3 Nilpotent Lie Group
We present an existence result for L\'evy-type processes which requires only weak regularity assumptions on the symbol $q(x,\xi)$ with respect to the space variable $x$. Applications range from existence and uniqueness results for…
A class of pseudodifferential operators on the Heisenberg group is defined. As it should be, this class is an algebra containing the class of differential operators. Furthermore, those pseudodifferential operators act continuously on…
In this paper we introduce a new class of L\'evy processes which we call hypergeometric-stable L\'evy processes, because they are obtained from symmetric stable processes through several transformations and where the Gauss hypergeometric…
We study semiclassical Gevrey pseudodifferential operators, acting on exponentially weighted spaces of entire holomorphic functions. The symbols of such operators are Gevrey functions defined on suitable I-Lagrangian submanifolds of the…
We present some recent results on smooth vectors for unitary irreducible representations of nilpotent Lie groups. Applications to the Weyl-Pedersen calculus of pseudo-differential operators with symbols on the coadjoint orbits are also…
This paper has been withdrawn by the authors. A class of pseudodifferential operators on the Heisenberg group is defined. As it should be, this class is an algebra containing the class of differential operators. Furthermore, those…
In this paper we develop the functional calculus for elliptic operators on compact Lie groups without the assumption that the operator is a classical pseudo-differential operator. Consequently, we provide a symbolic descriptions of complex…
Monotone L\'evy processes with additive increments are defined and studied. It is shown that these processes have a natural Markov structure and their Markov transition semigroups are characterized using the monotone L\'evy-Khintchine…
We consider the Cauchy problem for a pseudo-differential operator which has a translation-invariant and analytic symbol. For a certain set of initial conditions, a formal solution is obtained by a perturbative expansion. The series so…
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…
An explicit form of the generators of quantum and ordinary semisimple algebras for an arbitrary finite-dimensional representation is found. The generators corresponding to the simple roots are obtained in terms of a solution of a system of…
We analyze the extension of the well known relation between Brownian motion and Schroedinger equation to the family of Levy processes. We consider a Levy-Schroedinger equation where the usual kinetic energy operator - the Laplacian - is…
We propose isomorphism type identities for nonlinear functionals of general infinitely divisible processes. Such identities can be viewed as an analogy of the Cameron-Martin formula for Poissonian infinitely divisible processes but with…
We develop a geometric framework for Weyl quantization on pseudo-Riemannian manifolds, in which pseudodifferential operators act on sections of vector bundles equipped with arbitrary connections. We construct the associated star product and…
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 study a porous medium-type equation whose pressure is given by a nonlocal L\'{e}vy operator associated to a symmetric jump L\'{e}vy kernel. The class of nonlocal operators under consideration appears as a generalization of the classical…
Theory of differential operators on associative algebras is not extended to the non-associative ones in a straightforward way. We consider differential operators on Lie algebras. A key point is that multiplication in a Lie algebra is its…
We define a L\'evy process on a smooth manifold $M$ with a connection as a projection of a solution of a Marcus stochastic differential equation on a holonomy bundle of $M$, driven by a holonomy-invariant L\'evy process on a Euclidean…
We introduce G-L\'{e}vy processes which develop the theory of processes with independent and stationary increments under the framework of sublinear expectations. We then obtain the L\'{e}vy-Khintchine formula and the existence for…
Let $V$ be a standard subspace in the complex Hilbert space $H$ and $G$ be a finite dimensional Lie group of unitary and antiunitary operators on $H$ containing the modular group $(\Delta_V^{it})_{t \in R}$ of $V$ and the corresponding…