Related papers: Double hypergeometric L\'evy processes and self-si…
In this paper, we provide strong $L_2$-rates of approximation of the integral-type functionals of Markov processes by integral sums. We improve the method developed in [2]. Under assumptions on the process formulated only in terms of its…
Let $\mathbb{R}^N_+= [0,\infty)^N$. We here consider a class of random fields $(X_t)_{t\in \mathbb{R}^N_+}$ which are known as Multiparameter L\'evy processes. Related multiparameter semigroups of operators and their generators are…
Extending results of Wyser, we determine formulas for the equivariant cohomology classes of closed orbits of certain families of spherical subgroups of $GL_n$ on the flag variety $GL_n/B$. Putting this together with a slight extension of…
We consider isotropic L\'evy processes on a compact Riemannian manifold, obtained from an $\mathbb{R}^d$-valued L\'evy process through rolling without slipping. We prove that the Feller semigroups associated with these processes extend to…
Monotone L\'evy processes with additive increments are defined and studied. It is shown that these processes have a natural Markov structure and their Markov transition semigroups are characterized using the monotone L\'evy-Khintchine…
Which Levy processes satisfy Hunt's hypothesis (H) is a long-standing open problem in probabilistic potential theory. The study of this problem for one-dimensional Levy processes suggests us to consider (H) from the point of view of the sum…
New families of $E$-functions are described in the context of the compact simple Lie groups O(5) and G(2). These functions of two real variables generalize the common exponential functions and for each group, only one family is currently…
We first develop theories of differential rings of quasi-Siegel modular and quasi-Siegel Jacobi forms for genus two. Then we apply them to the Eynard-Orantin topological recursion of certain local Calabi-Yau threefolds equipped with branes,…
A new multiple-integral representation of a general family of very-well-poised hypergeometric series is proved. Inspite of an analytic character of the result, it is motivated by the recent arithmetic progress for the values of the Riemann…
In this paper, we are concerned with the representation of an important sublinear expectation under which framework a new stochastic process G-L\'evy process has been introduced. We show the existence of a weakly compact family of…
By means of a symbolic method, a new family of time-space harmonic polynomials with respect to L\'evy processes is given. The coefficients of these polynomials involve a formal expression of L\'evy processes by which many identities are…
Understanding the space-time features of how a L\'evy process crosses a constant barrier for the first time, and indeed the last time, is a problem which is central to many models in applied probability such as queueing theory, financial…
We investigate the windings around the origin of the two-dimensional Markov process (X,L) having the stable L\'evy process L and its primitive X as coordinates, in the non-trivial case when |L| is not a subordinator. First, we show that…
We prove a variety results on tensor product factorizations of finite dimensional Hopf algebras (more generally Hopf algebras satisfying chain conditions in suitable braided categories). The results are analogs of well-known results on…
It is shown that the hyperbolic functions can be associated with selfdecomposable distributions (in short: SD probability distributions or L\'evy class L probability laws). Consequently, they admit associated background driving L\'evy…
Graded rings provide a natural algebraic framework for encoding symmetry via decompositions into homogeneous components indexed by a group, together with multiplication rules reflecting the group operation. Among graded rings, strongly…
The paper contains some new results and a review of recent achievements, concerning the multisupport solutions to matrix models. In the leading order of the 't Hooft expansion for matrix integral, these solutions are described by…
We lay out the foundations of the theory of second-order conformal superintegrable systems. Such systems are essentially Laplace equations on a manifold with an added potential: $(\Delta_n+V({\bf x}))\Psi=0$. Distinct families of…
We define triangulated factorization systems on triangulated categories, and prove that a suitable subclass thereof (the normal triangulated torsion theories) corresponds bijectively to $t$-structures on the same category. This result is…
Getoor's conjecture that essentially all Levy processes satisfy (H) is a long-standing open problem in potential theory. In the beginning of the paper, we summarize the main results obtained so far for the problem. Then, we present two new…