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

We establish an equivalence between categories of 'formally nilpotent' Lie algebras and exponential groups in characteristic zero. It extends the equivalences of Mal'cev, Lazard, Quillen and Warfield, and applies to groups under composition…

We outline an abstract approach to the pseudo-differential Weyl calculus for operators in function spaces in infinitely many variables. Our earlier approach to the Weyl calculus for Lie group representations is extended to the case of…

The important application of semi-static hedging in financial markets naturally leads to the notion of quasi self-dual processes. The focus of our study is to give new characterizations of quasi self-duality for exponential L\'evy processes…

In this article we study a class of non-Archimedean pseudodifferential operators whose symbols are negative definite functions. We prove that these operators extend to generators of Feller semigroups. In order to study these operators, we…

Nongraded infinite-dimensional Lie algebras appeared naturally in the theory of Hamiltonian operators, the theory of vertex algebras and their multi-variable analogues. They play important roles in mathematical physics. This survey article…

Using the Lie derivative of the metric we define a class of Lie algebras of vector fields by generalising the concept of Killing vectors. As a Lie algebra they define locally a group action on the pseudo-Riemannian manifold through…

In this paper, we use the Malliavin calculus techniques to obtain an anticipative version of the change of variable formula for L\'evy processes. Here the coefficients are in the domain of the anihilation (gradient) operator in the "future…

In our previous paper (ArXiv:1306.1492) we have proved that a representation of the infinitesimal generators $L$ for Levy processes $X_t$ can be written down in a convolution type form. For the case of non-summable Levy measures we…

Let $\Phi$ be a nuclear space and let $\Phi'_{\beta}$ denote its strong dual. In this work we establish the one-to-one correspondence between infinitely divisible measures on $\Phi'_{\beta}$ and L\'{e}vy processes taking values in…

Global quantization of pseudo-differential operators on compact Lie groups is introduced relying on the representation theory of the group rather than on expressions in local coordinates. Operators on the 3-dimensional sphere and on group…

In this paper we give several global characterisations of the Hormander class of pseudo-differential operators on compact Lie groups. The result is applied to give criteria for the ellipticity and the global hypoellipticity of…

In this paper, we derive explicit sharp two-sided estimates for the Dirichlet heat kernels of a large class of symmetric (but not necessarily rotationally symmetric) L\'evy processes on half spaces for all $t>0$. These L\'evy processes may…

This article constructs a crossed module corresponding to the generator of the third cohomology group with trivial coefficients of a complex simple Lie algebra. This generator reads as <[,],>, constructed from the Lie bracket [,] and the…

In this paper, we study transition density functions for pure jump unimodal L\'evy processes killed upon leaving an open set $D$. Under some mild assumptions on the L\'evy density, we establish two-sided Dirichlet heat kernel estimates when…

We define a class of Riemannian and pseudo-Riemannian 2-step nilpotent Lie groups with nondegenerate centers that generalize the H-type groups of Kaplan. Examples are given and geometric properties are investigated.

In this note we present a symbolic pseudo-differential calculus on the Heisenberg group. We particularise to this group our general construction [4,3,2] of pseudo-differential calculi on graded groups. The relation between the Weyl…

We give two explicit sets of generators of the group of invertible regular functions over QQ on the modular curve Y1(N). The first set of generators is very surprising. It is essentially the set of defining equations of Y1(k) for k <= N/2…

Cylindrical probability measures are finitely additive measures on Banach spaces that have sigma-additive projections to Euclidean spaces of all dimensions. They are naturally associated to notions of weak (cylindrical) random variable and…

Let $G$ be the free two step nilpotent Lie group on three generators and let $L$ be a sub-Laplacian on it. We compute the spectral resolution of $L$ and prove that the operators arising from this decomposition enjoy a Tomas-Stein type…

In this paper we establish the $L^p$-$L^q$ estimates for global pseudo-differential operators on graded Lie groups. We provide both necessary and sufficient conditions for the $L^p$-$L^q$ boundedness of pseudo-differential operators…