Related papers: L\'evy Processes in a Step 3 Nilpotent Lie Group

We study the Fourier expansion of the distribution density of a Levy process in a compact Lie group based on the Peter-Weyl theorem.

Using the operator valued Fourier transform, the C*-algebras of connected real two-step nilpotent Lie groups are characterized as algebras of operator fields defined over their spectra. In particular, it is shown by explicit computations,…

Let $\G$ be a locally compact group satisfying some technical requirements and $\wG$ its unitary dual. Using the theory of twisted crossed product $C^*$-algebras, we develop a twisted global quantization for symbols defined on $\G\times\wG$…

We endow the group of invertible Fourier integral operators on an open}manifold with the structure of an ILH Lie group. This is done by establishing such structures for the groups of invertible pseudodifferential operators and contact…

The Deligne groupoid is a functor from nilpotent differential graded Lie algebras concentrated in positive degrees to groupoids; in the special case of Lie algebras over a field of characteristic zero, it gives the associated simply…

In a recent paper we found conditions for a nilpotent Lie group $N$ to have a filtration by normal subgroups whose successive quotients have square integrable representations, and such that these square integrable representations fit…

In this paper, we study the compressibility of random processes and fields, called generalized L\'evy processes, that are solutions of stochastic differential equations driven by $d$-dimensional periodic L\'evy white noises. Our results are…

The metric approach to studying 2-step nilpotent Lie algebras by making use of non-degenerate scalar products is realised. We show that any 2-step nilpotent Lie algebra is isomorphic to its standard pseudo-metric form, that is a 2-step…

We show that the generating function corresponding to the sequence of denominators of the best rational approximants of a quadratic irrational is a rational function with integer coefficients. Consequently we can compute the L\'evy constant…

With a view to computing fluctuation identities related to stable processes, we review and extend the class of hypergeometric L\'evy processes explored in Kuznetsov and Pardo (arXiv:1012.0817). We give the Wiener-Hopf factorisation of a…

The aim of the paper is to popularise nilpotent Lie groups (notably the Heisenberg group and alike) in the context of Clifford analysis and related models of mathematical physics. It is argued that these groups are underinvestigated in…

We prove weighted $L^p$-Liouville theorems for a class of second order hypoelliptic partial differential operators $\mathcal{L}$ on Lie groups $\mathbb{G}$ whose underlying manifold is $n$-dimensional space. We show that a natural weight is…

We construct an algebra of pseudodifferential operators on each groupoid in a class that generalizes differentiable groupoids to allow manifolds with corners. We show that this construction encompasses many examples. The subalgebra of…

Considered are operators that leave the set of non-invertible (in the sense of Ehrenpreis) distributions stable. They simultaneously generalise the operation of convolution by a distribution with compact support and the operation of…

In this paper we show that a non-local operator of certain type extends to the generator of a strong Markov process, admitting the transition probability density. For this transition probability density we construct the intrinsic upper and…

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…

There exist only a few known examples of subordinators for which the transition probability density can be computed explicitly along side an expression for its L\'evy measure and Laplace exponent. Such examples are useful in several areas…

We prove a new generation result in $L^1$ for a large class of non-local operators with non-degenerate local terms. This class contains the operators appearing in Fokker-Planck or Kolmogorov forward equations associated with L\'evy driven…

We consider five different abstract Cauchy problems where the operator is of fourth order. For each problem, using semigroups techniques and functional calculus, we study the invertibility and the spectral properties of the fourth order…

We construct an L^2-model of "very small" irreducible unitary representations of simple Lie groups G which, up to finite covering, occur as conformal groups Co(V) of simple Jordan algebras V. If $V$ is split and G is not of type A_n, then…