Related papers: Double hypergeometric L\'evy processes and self-si…
A new class of rational parametrization has been developed and it was used to generate a new family of rational functions B-splines $\displaystyle{{\left({}^{\alpha}{\mathbf B}_{i}^{k} \right)}_{i=0}^{k}}$ which depends on an index $\alpha…
We study the properties of two classes of meromorphic functions in the complex plane. The first one is the class of almost elliptic functions in the sense of Sunyer-i-Balaguer. This is the class of meromorphic functions f such that the…
We provide a general framework for dual representations of Laplace transforms of Markov processes. Such representations state that the Laplace transform of a finite-dimensional distribution of a Markov process can be expressed in terms of a…
For each infinite series of the classical Lie groups of type B,C or D, we introduce a family of polynomials parametrized by the elements of the corresponding Weyl group of infinite rank. These polynomials represent the Schubert classes in…
We study a new orthogonal family of $L$-functions associated with holomorphic Hecke newforms of level $q$, averaged over $q \asymp Q$. To illustrate our methods, we prove a one level density result for this family with the support of the…
The important application of semi-static hedging in financial markets naturally leads to the notion of quasi self-dual processes. The focus of our study is to give new characterizations of quasi self-duality for exponential L\'evy processes…
The aim of this paper is to study categorified algebraic structures and their pseudo- and lax homomorphisms using the framework of Lawvere $2$-theories, and more generally, (enhanced) $2$-dimensional sketches. The key notion we focus on is…
L\'evy processes are widely used in financial mathematics to model return data. Price processes are then defined as a corresponding geometric L\'evy process, implying the fact that returns are independent. In this paper we propose an…
We give two different definitions of what it means for a matrix-valued function to be log concave, guided by similar notions in complex differential geometry. After discussing a few simple examples, we proceed to develop some of the basic…
L\'evy processes in the sense of Sch\"urmann on the Lie algebra of the Lorentz grouop are studied. It is known that only one of the irreducible unitary representations of the Lorentz group admits a non-trivial one-cocycle. A Sch\"urmann…
A class of highly symmetric Markov-Dyck shifts is introduced. Topological entropies and zeta functions are determined.
One-parameter semigroups of holomorphic functions appear naturally in various applications of Complex Analysis, and in particular, in the theory of (temporally) homogeneous Markov processes. A suitable analogue of one-parameter semigroups…
In this work, several sharp bounds for the \v{C}eby\v{s}ev functional involving various type of functions are proved. In particular, for the \v{C}eby\v{s}ev functional of two absolutely continuous functions whose first derivatives are both…
There is now a renewed interest to the Hurwitz tau-function, counting the isomorphism classes of Belyi pairs, arising in the study of equilateral triangulations and Grothiendicks's dessins d'enfant. It is distinguished by belonging to a…
Inspired by the work of Radford, for $H$ an arbitrary quasi-Hopf algebra we describe all the Hopf algebras of dimension $2$ within the braided category of left Yetter-Drinfeld modules over $H$ and determine the biproduct quasi-Hopf algebras…
Explicit coupling property and gradient estimates are investigated for the linear evolution equations on Hilbert spaces driven by an additive cylindrical L\'evy process. The results are efficiently applied to establish the exponential…
L\'{e}vy processes with completely monotone jumps appear frequently in various applications of probability. For example, all popular stock price models based on L\'{e}vy processes (such as the Variance Gamma, CGMY/KoBoL and Normal Inverse…
Let $\{X_{1}(t)\}_{0\leq t\leq1}$ and $\{X_{2}(t)\}_{0\leq t\leq1}$ be two independent continuous centered Gaussian processes with covariance functions$R_{1}$ and $R_{2}$. This paper shows that if the covariance functions are of finite…
A multiparametric family of 2D Toda $\tau$-functions of hypergeometric type is shown to provide generating functions for composite, signed Hurwitz numbers that enumerate certain classes of branched coverings of the Riemann sphere and paths…
We characterize all multi-dimensional real self-similar Gaussian Markov processes. Three types of covariance matrix functions occur: white-noise type functions, covariances that can be expressed by continuous matrix semigroups, and…