Related papers: Inhomogeneous Levy processes in Lie groups and hom…
This is an expository article on properties of actions on Lie groups by subgroups of their automorphism groups. After recalling various results on the structure of the automorphism groups, we discuss actions with dense orbits, invariant and…
We consider nonparametric invariant density and drift estimation for a class of multidimensional degenerate resp. hypoelliptic diffusion processes, so-called stochastic damping Hamiltonian systems or kinetic diffusions, under anisotropic…
We present an exact sampling method for the first passage event of a Levy process. The idea is to embed the process into another one whose first passage event can be sampled exactly, and then recover the part belonging to the former from…
We discuss an impact of various (path-wise) reflection-from-the barrier scenarios upon confining properties of a paradigmatic family of symmetric $\alpha $-stable L\'{e}vy processes, whose permanent residence in a finite interval on a line…
It was recently proven that the correlation function of the stationary version of a reflected L\'evy process is nonnegative, nonincreasing and convex. In another branch of the literature it was established that the mean value of the…
The paper deals with homogenization of Levy-type operators with rapidly oscillating coefficients. We consider cases of periodic and random statistically homogeneous micro-structures and show that in the limit we obtain a Levy-operator. In…
This article studies regularity properties of multiplicative stochastic processes on infinite-dimensional Lie groups. We investigate conditions under which these processes admit c\`adl\`ag modifications and derive bounds on their local…
The paper presents a multidimensional model for nonlinear Markovian random walks that generalizes one we developed previously (Phys. Rev. E v.79, 011110, 2009) in order to describe the Levy type stochastic processes in terms of continuous…
This paper presents symmetry reduction for material stochastic Lagrangian systems with advected quantities whose configuration space is a Lie group. Such variational principles yield deterministic as well as stochastic constrained…
We classify the transitive, effective, holomorphic actions of connected complex Lie groups on complex surfaces.
Various recent results on quantum L\'evy processes are presented. The first part provides an introduction to the theory of L\'evy processes on involutive bialgebras. The notion of independence used for these processes is tensor…
In this work, we derive sufficient and necessary conditions for the existence of a weak and mild solution of an abstract stochastic Cauchy problem driven by an arbitrary cylindrical Levy process. Our approach requires to establish a…
Stochastic modelling necessitates an interpretation of noise. In this paper, we describe the loss of deterministically stable behaviour in a fundamental fluid mechanics problem, conditional to whether noise is introduced in the sense of…
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…
An extension of the finite and infinite Lie groups properties of complex numbers and functions of complex variable is proposed. This extension is performed exploiting hypercomplex number systems that follow the elementary algebra rules. In…
We consider a generalization of a one-dimensional stochastic process known in the physical literature as L\'evy-Lorentz gas. The process describes the motion of a particle on the real line in the presence of a random array of marked points,…
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…
We introduce a general definition of homogeneous Besov spaces on a stratified Lie group $G$, based on a Littlewood-Paley-type decomposition of Schwartz functions with all moments vanishing. We show that under mild and intuitive conditions…
We review the recent results on the Jacobi field of a (real-valued) L\'evy process defined on a Riemannian manifold. In the case where the L\'evy process is neither Gaussian, nor Poisson, the corresponding Jacobi field acts in an extended…
Levy processes, which have stationary independent increments, are ideal for modelling the various types of noise that can arise in communication channels. If a Levy process admits exponential moments, then there exists a parametric family…