Related papers: L\'evy Processes in a Step 3 Nilpotent Lie Group
The aim of this paper is to establish a pseudo-differential Weyl calculus on graded nilpotent Lie groups $G$ which extends the celebrated Weyl calculus on $\mathbb{R}^n$. To reach this goal, we develop a symbolic calculus for a very general…
In this work, we consider moments of exponential functionals of L\'{e}vy processes on a deterministic horizon. We derive two convolutional identities regarding these moments. The first one relates the complex moments of the exponential…
We study the contraction semigroups of elliptic quadratic differential operators. Elliptic quadratic differential operators are the non-selfadjoint operators defined in the Weyl quantization by complex-valued elliptic quadratic symbols. We…
In this paper, we study invariants of linear differential operators with respect to algebraic Lie pseudogroups. Then we use these invariants and the principle of n-invariants to get normal forms (or models) of the differential operators and…
L\'evy processes, known for their ability to model complex dynamics with skewness, heavy tails and discontinuities, play a critical role in stochastic modeling across various domains. However, inference for most L\'evy processes, whether in…
A nilpotent quotient algorithm for finitely presented Lie rings over Z (LieNQ) is described. The paper studies graded and non-graded cases separately. The algorithm computes the so-called nilpotent presentation for a finitely presented,…
We investigate the spectrum of the generator of a self-adjoint transition semigroup of a (symmetric) L\'{e}vy process taking values in $d$--dimensional space.
There are two natural notions of L\'evy processes in free probability: the first one has free increments with homogeneous distributions and the other has homogeneous transition probabilities. In the two cases one can associate a Nevanlinna…
We introduce a Lie bialgebra structure on the central extension of the Lie algebra of differential operators on the line and the circle (with scalar or matrix coefficients). This defines a Poisson--Lie structure on the dual group of…
In the present paper we show that the Levy-Ito representation of the infinitesimal generator $L$ for Levy processes $X_t$ can be written in a convolution-type form. Using the obtained convolution form we have constructed the quasi-potential…
We consider a class of L\'evy-type processes on which spectral analysis technics can be made to produce optimal results, in particular for the decay rate of their survival probability and for the spectral gap of their ground state…
We investigate the real Lie algebra of first-order differential operators with polynomial coefficients, which is subject to the following requirements. (1) The Lie algebra should admit a basis of differential operators with homogeneous…
We study translation-invariant integrodifferential operators that generate L\'{e}vy processes. First, we investigate different notions of what a solution to a nonlocal Dirichlet problem is and we provide the classical representation formula…
We define a family of pseudodifferential operators on the Hilbert space $L^2(\mathbf{Q}_p)$ of complex valued square-integrable functions on the $p$-adic number field $\mathbf{Q}_p$. The Riemann zeta-function and the related Dirichlet…
Motivated by the notion of isotropic $\alpha$-stable L\'evy processes confined, by reflections, to a bounded open Lipschitz set $D\subset \mathbb{R}^d$, we study some related analytical objects. Thus, we construct the corresponding…
We start by defining a subordinator by means of the lower-incomplete gamma function. It can be considered as an approximation of the stable subordinator, easier to be handled thank to its finite activity. A tempered version is also…
The asymptotic properties of negative order pseudo-differential operators have been an important part of the spectral theory since H.Weyl's classical results. In this paper, we derive a spectral asymptotic formula for the negative…
We generalize Franz' independence in tensor categories with inclusions from two morphisms (which represent generalized random variables) to arbitrary ordered families of morphisms. We will see that this only works consistently if the unit…
In this note we prove an integral identity involving complex powers of generators of quantum group $U_{q}(\mathfrak{sl}(3))$ considered as certain positive operators in the setting of positive principal series representations. This identity…
For any nilpotent Lie group $G$ we provide a description of the image of its $C^*$-algebra through its operator-valued Fourier transform. Specifically, we show that $C^*(G)$ admits a finite composition series such that that the spectra of…