Related papers: On the construction of convolution-like operators …
In [Yu.M. Berezansky, E. Lytvynov, D. A. Mierzejewski, Ukrainian Math. J. 55 (2003), 853--858 ], the Jacobi field of a L\'evy process was derived. This field consists of commuting self-adjoint operators acting in an extended (interacting)…
We consider here convolution operators, in the Caputo sense, with non-singular kernels. We prove that the solutions to some integro-differential equations with such operators (acting on the space variable) coincide with the transition…
We introduce a unified framework for the construction of convolutions and product formulas associated with a general class of regular and singular Sturm-Liouville boundary value problems. Our approach is based on the application of the…
We give necessary and sufficient conditions guaranteeing that the coupling for L\'evy processes (with non-degenerate jump part) is successful. Our method relies on explicit formulae for the transition semigroup of a compound Poisson process…
Let $V$ be a two sided random walk and let $X$ denote a real valued diffusion process with generator ${1/2}e^{V([x])}\frac{d}{dx}(e^{-V([x])}\frac{d}{dx})$. This process is known to be the continuous equivalent of the one dimensional random…
Positive self-similar Markov processes (pssMp) are positive Markov processes that satisfy the scaling property and it is known that they can be represented as the exponential of a time-changed L\'evy process via Lamperti representation. In…
We consider a general d-dimensional Levy-type process with killing. Combining the classical Dyson series approach with a novel polynomial expansion of the generator A(t) of the Levy-type process, we derive a family of asymptotic…
We discuss dual time evolution scenarios which, albeit running according to the same real time clock, in each considered case may be mapped among each other by means of an analytic continuation in time. This dynamical duality is a generic…
This paper provides a multivariate extension of Bertoin's pathwise construction of a L\'evy process conditioned to stay positive/negative. Thus obtained processes conditioned to stay in half-spaces are closely related to the original…
Taking account of recent developments in the representation of $d$-dimensional isotropic stable L\'evy processes as self-similar Markov processes, we consider a number of new ways to condition its path. Suppose that $\Omega$ is a region of…
We construct optimal Markov couplings of L\'{e}vy processes, whose L\'evy (jump) measure has an absolutely continuous component. The construction is based on properties of subordinate Brownian motions and the coupling of Brownian motions by…
Given $n$ equidistant realisations of a L\'evy process $(L_t,\,t\ge 0)$, a natural estimator $\hat N_n$ for the distribution function $N$ of the L\'evy measure is constructed. Under a polynomial decay restriction on the characteristic…
We study the twirling semigroups of (super)operators, namely, certain quantum dynamical semigroups that are associated, in a natural way, with the pairs formed by a projective representation of a locally compact group and a convolution…
We start by introducing a nonlinear involution operator which maps the space of solutions of Sturm-Liouville equations into the space of solutions of the associated equations which turn out to be nonlinear ordinary differential equations.…
In this paper we introduce the concept of a convolution type operation of functionals on Wiener space. It contains several kinds of the concepts of convolution products on Wiener space, which have been studied by many authors. We then…
We propose isomorphism type identities for nonlinear functionals of general infinitely divisible processes. Such identities can be viewed as an analogy of the Cameron-Martin formula for Poissonian infinitely divisible processes but with…
We investigate properties of Markov quasi-diffusion processes corresponding to elliptic operators $L=a^{ij}D_{ij}+b^{i}D_{i}$, acting on functions on $\mathbb{R}^{d}$, with measurable coefficients, bounded and uniformly elliptic $a$ and…
We study spectral-theoretic properties of non-self-adjoint operators arising in the study of one-dimensional L\'evy processes with completely monotone jumps with a one-sided barrier. With no further assumptions, we provide an integral…
The class of Sturm-Liouville operators on the space of square integrable functions on a finite interval is considered. According to the Riesz-spectral property, the self-adjointness and the positivity of such unbounded linear operators on…
L\'{e}vy walk is a popular and more `physical' model to describe the phenomena of superdiffusion, because of its finite velocity. The movements of particles are under the influences of external potentials almost at anytime and anywhere. In…