Related papers: Double hypergeometric L\'evy processes and self-si…

Let $E$ be a $W^{\ast}$-correspondence over a von Neumann algebra $M$ and let $H^{\infty}(E)$ be the associated Hardy algebra. If $\sigma$ is a faithful normal representation of $M$ on a Hilbert space $H$, then one may form the dual…

K. It\^{o} characterised in \cite{ito} zero-mean stationary Gauss Markov-processes evolving on a class of infinite-dimensional spaces. In this work we extend the work of It\^{o} in the case of Hilbert spaces: Gauss-Markov families that are…

We review the probabilistic properties of Ornstein-Uhlenbeck processes in Hilbert spaces driven by L\'{e}vy processes. The emphasis is on the different contexts in which these processes arise, such as stochastic partial differential…

There exist only a few known examples of subordinators for which the transition probability density can be computed explicitly along side an expression for its L\'evy measure and Laplace exponent. Such examples are useful in several areas…

A simple model of the new notion of "Markov up" processes is proposed; its positive recurrence and ergodic properties are shown under the appropriate conditions.

We develop an approach to Malliavin calculus for L\'evy processes from the perspective of expressing a random variable $Y$ by a functional $F$ mapping from the Skorohod space of c\`adl\`ag functions to $\mathbb{R}$, such that $Y=F(X)$ where…

The program of studying general nonlinear Markov processes was put forward in V. N. Kolokoltsov "Nonlinear Markov Semigroups and Interacting L\'evy Type Processes" (Journ. Stat. Physics 126:3 (2007), 585-642), and was developed by the…

We consider asymptotically hyperbolic manifolds whose metrics have Sobolev-class regularity, and introduce several technical tools for studying PDEs on such manifolds. Our results employ two novel families of function spaces suitable for…

We study the Wiener-Hopf factorization for L\'evy processes $X_t$ with completely monotone jumps. Extending previous results of L.C.G. Rogers, we prove that the space-time Wiener-Hopf factors are complete Bernstein functions of both the…

I describe extended gradings of open topological field theories in two dimensions in terms of skew categories, proving a result which alows one to translate between the formalism of graded open 2d TFTs and equivariant cyclic categories. As…

Let $\Gamma$ be a finite dimensional Lie group and consider the smooth double loop group, i.e. the Fr\'echet Lie group of smooth maps from the 2-torus to $\Gamma$. For a finite dimensional Hilbert space V, let H denote the Hilbert space of…

The main purpose of this chapter is to present some theoretical aspects of parametric estimation of L\'evy processes based on high-frequency sampling, with a focus on infinite activity pure-jump models. Asymptotics for several classes of…

We demonstrate that two Ornstein--Uhlenbeck processes, that is, solutions to certain stochastic differential equations that are driven by a L\'evy process L have equivalent laws as long as the eigenvalues of the covariance operator…

This paper discusses the overlap of the Hori-Vafa formulation of mirror symmetry with some other constructions. We focus on compact Calabi-Yau hypersurfaces \mathcal{M}_G = {G = 0} in weighted complex projective spaces. The Hori-Vafa…

The Schubert bases of the torus-equivariant homology and cohomology rings of the affine Grassmannian of the special linear group are realized by new families of symmetric functions called k-double Schur functions and affine double Schur…

We consider families ${\cal F}(\Delta)$ consisting of complex $(n-1)$-dimensional projective algebraic compactifications of $\Delta$-regular affine hypersurfaces $Z_f$ defined by Laurent polynomials $f$ with a fixed $n$-dimensional Newton…

We consider natural exponential families of Levy processes with randomized parameter. Such processes are Markov, and under suitable assumptions, pairs of such processes with shared randomization can be stitched together into a single…

We introduce and analyse a new family of multiple orthogonal polynomials of hypergeometric type with respect to two measures supported on the positive real line which can be described in terms of confluent hypergeometric functions of the…

The theory and structure of the Hopf algebra of surjections (known as WQSym, the Hopf algebra of word quasi-symmetric functions) parallels largely the one of bijections (known as FQSym or MR, the Hopf algebra of word quasi-symmetric…

We identify two families of ten-point Feynman diagrams that generalize the elliptic double box, and show that they can be expressed in terms of the same class of elliptic multiple polylogarithms to all loop orders. Interestingly, one of…