Related papers: Schoenberg Correspondence on Dual Groups

Given a free additive convolution semigroup $\left(\mu_t\right)_{t\geq 0}$ and a probability measure $\nu$ on $\mathbb{R}$, we find the necessary and sufficient conditions for the process $\mu_t \boxplus \nu$ to be Lebesgue absolutely…

We develop a systematic theory of eventually positive semigroups of linear operators mainly on spaces of continuous functions. By eventually positive we mean that for every positive initial condition the solution to the corresponding Cauchy…

We consider a L\'evy process reflected at the origin with additional i.i.d. collapses that occur at Poisson epochs, where a collapse is a jump downward to a state which is a random fraction of the state just before the jump. We first study…

This paper constructs a class of martingale transforms based on L\'evy processes on Lie groups. From these, a natural class of bounded linear operators on the $L^p$-spaces of the group (with respect to Haar measure) for $1<p<\infty$, are…

We present a time change construction of affine processes with state-space $\mathbb{R}_+^m\times \mathbb{R}^n$. These processes were systematically studied in (Duffie, Filipovi\'c and Schachermayer, 2003) since they contain interesting…

By a symbolic method, we introduce multivariate Bernoulli and Euler polynomials as powers of polynomials whose coefficients involve multivariate L\'evy processes. Many properties of these polynomials are stated straightforwardly thanks to…

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 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…

This note constructs a finitely generated group $W$ whose word-growth is exponential, but for which the infimum of the growth rates over all finite generating sets is 1 -- in other words, of non-uniformly exponential growth. This answers a…

Recall that the Springer correspondence relates representations of the Weyl group to perverse sheaves on the nilpotent cone. We explain how to extend this to an equivalence between the triangulated category generated by the Springer…

This paper examines the coefficient problems for the class of semigroup generators, a topic in complex dynamics that has recently been studied in context of geometric function theory. Further, sharp bounds of coefficient functional such as…

Using complex analysis techniques we obtain precise asymptotic approximations for the kernels corresponding to the symmetric $\alpha$-stable processes and their fractional derivatives. We apply our method to general L\'evy processes whose…

This paper provides a framework for investigations in fluctuation theory for L\'evy processes with matrix-exponential jumps. We present a matrix form of the components of the infinitely divisible factorization. Using this representation we…

We prove a necessary and sufficient condition for the Liouville and strong Liouville properties of the infinitesimal generator of a L\'evy process and subordinate L\'evy processes. Combining our criterion with the necessary and sufficient…

The spectral theory of semigroup generators is a crucial tool for analysing the asymptotic properties of operator semigroups. Typically, Tauberian theorems, such as the ABLV theorem, demand extensive information about the spectrum to derive…

We consider the exponential functional $A_{\infty}=\int_0^{\infty} e^{\xi_s} ds$ associated to a Levy process $(\xi_t)_{t \geq 0}$. We find the asymptotic behavior of the tail of this random variable, under some assumptions on the process…

We present a generation theorem for positive semigroups on an $L^1$ space. It provides sufficient conditions for the existence of positive and integrable solutions of initial-boundary value problems. An application to a two-phase cell cycle…

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…

By using lower bound conditions of the L\'evy measure w.r.t. a nice reference measure, the coupling and strong Feller properties are investigated for the Markov semigroup associated with a class of linear SDEs driven by (non-cylindrical)…

Based on the concept of a L\'evy copula to describe the dependence structure of a multivariate L\'evy process we present a new estimation procedure. We consider a parametric model for the marginal L\'evy processes as well as for the L\'evy…