Related papers: Levy Processes and Quasi-Shuffle Algebras
The class of quasiseparable matrices is defined by the property that any submatrix entirely below or above the main diagonal has small rank, namely below a bound called the order of quasiseparability. These matrices arise naturally in…
In the present paper, we study the chaotic representation property for certain families of square integrable martingales. For this purpose, we introduce the notion of compensated-covariation stability of such families. The chaotic…
Given an algebra and a finite group acting on it via automorphisms, a natural object of study is the associated skew group algebra. In this article, we study the relationship between quasi-hereditary structures on the original algebra and…
The purpose of these notes is to distribute, mostly without proofs, fundamental definitions and results concerning the theory of semimartingales and stochastic integration. The material serves as a foundational guide for those interested in…
L\'evy processes on bialgebras are families of infinitely divisible representations. We classify the generators of L\'evy processes on the compact forms of the quantum algebras $U_q(g)$, where $g$ is a simple Lie algebra. Then we show how…
We define two new classes of stochastic processes, called tempered fractional L\'{e}vy process of the first and second kinds (TFLP and TFLP $I\!I$, respectively). TFLP and TFLP $I\!I$ make up very broad finite-variance, generally…
We study the relation between L\'evy processes under nonlinear expectations, nonlinear semigroups and fully nonlinear PDEs. First, we establish a one-to-one relation between nonlinear L\'evy processes and nonlinear Markovian convolution…
The article is devoted to holomorphic and meromorphic functions of quaternion and octonion variables. New classes of quasi-conformal and quasi-meromorphic mappings are defined and investigated. Properties of such functions such as their…
We introduce two families of generators (functions) $\mathcal{G}$ that consist of entire and meromorphic functions enjoying a certain periodicity property and contain the classical Gaussian and hyperbolic secant generators. Sharp results…
We continue the investigation of the Levy processes on a q-deformed full Fock space started in a previous paper. First, we show that the vacuum vector is cyclic and separating for the algebra generated by such a process. Next, we describe a…
This paper studies simplicity, primitivity and semiprimitivity of algebras associated to \'etale groupoids. Applications to inverse semigroup algebras are presented. The results also recover the semiprimitivity of Leavitt path algebras and…
In this article, we introduce Mittag-Leffler L\'evy process and provide two alternative representations of this process. First, in terms of Laplace transform of the marginal densities and next as a subordinated stochastic process. Both…
In this paper, we derive comparison results for terminal values of $d$-dimensional special semimartingales and also for finite-dimensional distributions of multivariate L\'{e}vy processes. The comparison is with respect to nondecreasing,…
A minimal (by inclusion) generating set for the algebra of semi-invariants of a quiver of dimension (2,...,2) is established over an infinite field of arbitrary characteristic. The mentioned generating set consists of the determinants of…
The purpose of this paper is to characterize one-dimensional local domains, or more in general reduced, in terms of its Macaulay's inverse system. This leads to study almost finitely generated modules in the divided power ring. We…
We introduce a general algorithm for the computation of the scale functions of a spectrally negative L\'evy process $X$, based on a natural weak approximation of $X$ via upwards skip-free continuous-time Markov chains with stationary…
The quasi-shuffle product and mixable shuffle product are both generalizations of the shuffle product and have both been studied quite extensively recently. We relate these two generalizations and realize quasi-shuffle product algebras as…
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…
The distributive laws of ring theory are fundamental equalities in algebra. However, recently in the study of the Yang-Baxter equation, many algebraic structures with alternative "distributive" laws were defined. In an effort to study these…
The important application of semi-static hedging in financial markets naturally leads to the notion of quasi self-dual processes which is, for continuous semimartingales, related to symmetry properties of both their ordinary as well as…