Related papers: Double hypergeometric L\'evy processes and self-si…
Limit theorems for the normalized laws with respect to two kinds of weight functionals are studied for any symmetric stable L\'evy process of index $ 1 < \alpha \le 2 $. The first kind is a function of the local time at the origin, and the…
We establish left and right canonical factorizations of Hilbert-space operator-valued functions G(z) that are analytic on neighborhoods of the complex unit circle and the origin 0, and that have the form G(z)=I+F(z) with F(z) taking…
The article is devoted to the classical problems about the relationships between elliptic functions and hyperelliptic functions of genus 2. It contains new results, as well as a derivation from them of well-known results on these issues.…
In recent work, we conjectured that Calabi-Yau threefolds defined over $\mathbb{Q}$ and admitting a supersymmetric flux compactification are modular, and associated to (the Tate twists of) weight-two cuspidal Hecke eigenforms. In this work,…
Long memory processes driven by L\'evy noise with finite second-order moments have been well studied in the literature. They form a very rich class of processes presenting an autocovariance function which decays like a power function. Here,…
Around the 1960s a celebrated collection of papers emerged offering a number of explicit identities for the class of isotropic stable processes in one and higher dimensions; these include, for example, the lauded works of Blumenthal,…
We study the Wiener--Hopf factorization and the distribution of extrema for general stable processes. By connecting the Wiener--Hopf factors with a certain elliptic-like function we are able to obtain many explicit and general results, such…
We show that the quasiconvex subgroups in doubles of certain negatively curved groups are closed in the profinite topology. This allows us to construct the first known large family of hyperbolic 3-manifolds such that any finitely generated…
As in the classical case of L\'evy processes on a group, L\'evy processes on a Voiculescu dual group are constructed from conditionally positive functionals. It is essential for this construction that Schoenberg correspondence holds for…
Abundant second-order maximally conformally superintegrable Hamiltonian systems are re-examined, revealing their underlying natural Weyl structure and offering a clearer geometric context for the study of St\"ackel transformations (also…
We construct the cyclic open--closed map for the big (i.e., bulk-deformed) relative Fukaya category, in the semipositive case, and show that it is a morphism of `polarized variations of semi-infinite Hodge structures'. We also give a…
We show that the Grothendieck groups of the categories of finitely-generated graded supermodules and finitely-generated projective graded supermodules over a tower of graded superalgebras satisfying certain natural conditions give rise to…
We study the derived category of a complete intersection X of bilinear divisors in the orbifold Sym^2 P(V). Our results are in the spirit of Kuznetsov's theory of homological projective duality, and we describe a homological projective…
We present a time change construction of affine processes with state-space $\mathbb{R}_+^m\times \mathbb{R}^n$. These processes were systematically studied in (Duffie, Filipovi\'c and Schachermayer, 2003) since they contain interesting…
In this work, we examine one two-parameter family of sets consisting of functions holomorphic in the unit disk, previously investigated by several mathematicians. We focus on the set-theoretic properties of this family, identify the general…
What is the analogue of L\'evy processes for random surfaces? Motivated by scaling limits of random planar maps in random geometry, we introduce and study L\'evy looptrees and L\'evy maps. They are defined using excursions of general L\'evy…
Let $V$ be a projective limit, with respect to the renormalized norm mappings, of the groups of principal units corresponding to a strictly increasing sequence of finite separable totally and tamely ramified Galois extensions of a local…
We consider the parametric estimation of the Ornstein-Uhlenbeck process driven by a non-Gaussian $\alpha$-stable L\'{e}vy process with the stable index $\alpha>1$ and possibly skewed jumps, based on a discrete-time sample over a fixed…
Markov-modulated L\'evy processes with two different regimes of restarting are studied. These regimes correspond to the completely renewed process and to the process of Markov modulation, accompanied by jumps. We give explicit expressions…
Hypergeometric motives are family of motives associated to hypergeometric local systems. Their special features, in particular their rigidity, makes them more tractable than general motives. In the present article we prove most of the…