Related papers: Pseudo-differential operators and related additive…
We establish the comparison principle and the existence of solutions of the integro-differential equations with L{\'e}vy operators. The L{\'e}vy operators of our interest are infinitesmal generator of the jump processes which could be…
We consider different limit theorems for additive and multiplicative free L\'evy processes. The main results are concerned with positive and unitary multiplicative free L\'evy processes at small time, showing convergence to log free stable…
The literature on time series of functional data has focused on processes of which the probabilistic law is either constant over time or constant up to its second-order structure. Especially for long stretches of data it is desirable to be…
In all but special circumstances, measurements of time-dependent processes reflect internal structures and correlations only indirectly. Building predictive models of such hidden information sources requires discovering, in some way, the…
We study a class of stationary Markov processes with marginal distributions identifiable by moments such that every conditional moment of degree say $m$ is a polynomial of degree at most $m\;\text{.}\;$ We show that then under some…
A L\'evy process on a *-bialgebra is given by its generator, a conditionally positive hermitian linear functional vanishing at the unit element. A *-algebra homomorphism k from a *-bialgebra C to a *-bialgebra B with the property that k…
We consider the class of stationary-increment harmonizable stable processes with infinite control measure, which most notably includes real harmonizable fractional stable motions. We give conditions for the integrability of the paths of…
Self-similar processes are useful in modeling diverse phenomena that exhibit scaling properties. Operator scaling allows a different scale factor in each coordinate. This paper develops practical methods for modeling and simulating…
We generalize Holley-Stroock's perturbation argument from commutative to quantum Markov semigroups. As a consequence, results on (complete) modified logarithmic Sobolev inequalities and logarithmic Sobolev inequalities for self-adjoint…
We propose a new summary statistic for inhomogeneous intensity-reweighted moment stationary spatio-temporal point processes. The statistic is defined through the n-point correlation functions of the point process and it generalises the…
Pseudo-differential operator equations with parameter are studied. Uniform separability properties and resolvent estimates are obtained in terms of fractional derivatives. Moreover, maximal regularity properties of the pseudo-differential…
Considered are operators that leave the set of non-invertible (in the sense of Ehrenpreis) distributions stable. They simultaneously generalise the operation of convolution by a distribution with compact support and the operation of…
A class of pseudodifferential operators on the Heisenberg group is defined. As it should be, this class is an algebra containing the class of differential operators. Furthermore, those pseudodifferential operators act continuously on…
We introduce a simple model for equity index derivatives. The model generalizes well known L\`evy Normal Tempered Stable processes (e.g. NIG and VG) with time dependent parameters. It accurately fits Equity index implied volatility surfaces…
The probabilistic symbol is defined as the right-hand side derivative at time zero of the characteristic functions corresponding to the one-dimensional marginals of a time-homogeneous stochastic process. As described in various…
We investigate evolution equations for anomalous diffusion employing fractional derivatives in space and time. Linkage between the space-time variables leads to a new type of fractional derivative operator. Fractional diffusion equations…
Based on the convergence of their infinitesimal generators in the mixed topology, we provide a stability result for strongly continuous convex monotone semigroups on spaces of continuous functions. In contrast to previous results, we do not…
We give a brief survey of recent results concerning almost diagonalization of pseudodifferential operators via Gabor frames. Moreover, we show new connections between symbols with Gevrey, analytic or ultra-analityc regularity and…
A refracted L\'evy process is a L\'evy process whose dynamics change by subtracting off a fixed linear drift (of suitable size) whenever the aggregate process is above a pre-specified level. More precisely, whenever it exists, a refracted…
In this paper we study Fresnel pseudoprocesses whose signed measure density is a solution to a higher-order extension of the equation of vibrations of rods. We also investigate space-fractional extensions of the pseudoprocesses related to…