Related papers: Schoenberg Correspondence on Dual Groups
The growth-fragmentation equation models systems of particles that grow and split as time proceeds. An important question concerns the large time asymptotic of its solutions. Doumic and Escobedo ($2016$) observed that when growth is a…
From any given Frobenius manifold one may construct a so-called dual structure which, while not satisfying the full axioms of a Frobenius manifold, shares many of its essential features, such as the existence of a prepotential satisfying…
Long memory processes driven by L\'evy noise with finite second-order moments have been well studied in the literature. They form a very rich class of processes presenting an autocovariance function which decays like a power function. Here,…
We sketch a group-theoretical framework, based on the Heisenberg-Weyl group, encompassing both quantum and classical statistical descriptions of mechanical systems. We re-define in group-theoretical terms the kinematical arena and the…
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…
In this paper we study pseudo-processes related to odd-order heat-type equations composed with L\'evy stable subordinators. The aim of the article is twofold. We first show that the pseudo-density of the subordinated pseudo-process can be…
In the paper we study stochastic convolution appearing in Volterra equation driven by so called L\'evy process. By L\'evy process we mean a process with homogeneous independent increments, continuous in probability and cadlag.
We develop a general construction for nonlinear L\'evy processes with given characteristics. More precisely, given a set $\Theta$ of L\'evy triplets, we construct a sublinear expectation on Skorohod space under which the canonical process…
In this paper, we prove the existence of doubly connected V-states for the generalized SQG equations with $\alpha\in ]0,1[.$ They can be described by countable branches bifurcating from the annulus at some explicit "eigenvalues" related to…
In this paper we first provide several conditional limit theorems for L\'evy processes with negative drift and regularly varying tail. Then we apply them to study the asymptotic behavior of expectations of some exponential functionals of…
The stability analysis of possibly time varying positive semigroups on non necessarily compact state spaces, including Neumann and Dirichlet boundary conditions is a notoriously difficult subject. These crucial questions arise in a variety…
It is proved that the two-sided exits of a Levy process are proper, i.e. not a.s. equal to their one-sided counterparts, if and only if said process is not a subordinator or the negative of a subordinator. Furthermore, Levy processes are…
Reflection positivity originates from one of the Osterwalder-Schrader axioms for constructive quantum field theory. It serves as a bridge between euclidean and relativistic quantum field theory. In mathematics, more specifically, in…
We study a decomposition of a general Markov process in a manifold invariant under a Lie group action into a radial part (transversal to orbits) and an angular part (along an orbit). We show that given a radial path, the conditioned angular…
This paper investigates the structure of product systems of Hilbert spaces derived from Banach space-valued L\'evy processes. We establish conditions under which these product systems are completely spatial and show that Gaussian L\'evy…
Via the Weyl correspondence approach, we construct multipartite entangled state which is the common eigenvector of their center-of-mass coordinate and mass-weighted relative momenta. This approach is concise and effective for setting up the…
We consider the derived category of coherent sheaves on a complex vector space equivariant with respect to an action of a finite reflection group G. In some cases, including Weyl groups of type A, B, G_2, F_4, as well as the groups…
Levy copulas are the most general concept to capture jump dependence in multivariate Levy processes. They translate the intuition and many features of the copula concept into a time series setting. A challenge faced by both, distributional…
The probabilistic symbol is the right-hand side derivative of the characteristic functions corresponding to the one-dimensional marginals of a stochastic process. This object, as long as the derivative exists, provides crucial information…
The notion \emph{Perron-Frobenius theory} usually refers to the interaction between three properties of operator semigroups: positivity, spectrum and long-time behaviour. These interactions gives rise to a profound theory with plenty of…