Related papers: Product systems arising from L\'evy processe

We develop a scale-invariant truncated L\'evy (STL) process to describe physical systems characterized by correlated stochastic variables. The STL process exhibits L\'evy stability for the probability density, and hence shows scaling…

We obtain a representation of an inhomogeneous Levy process in a Lie group or a homogeneous space in terms of a drift, a matrix function and a measure function. Because the stochastic continuity is not assumed, our result generalizes the…

A L\'evy processes resurrected in the positive half-line is a Markov process obtained by removing successively all jumps that make it negative. A natural question, given this construction, is whether the resulting process is absorbed at 0…

The class of Levy processes for which overshoots are almost surely constant quantities is precisely characterized.

In the present paper, we give a condensed review, for the nonspecialist reader, of a new modelling framework for spatio-temporal processes, based on L\'{e}vy theory. We show the potential of the approach in stochastic geometry and spatial…

In this work, we introduce a theory of stochastic integration with respect to symmetric $\alpha$-stable cylindrical L\'evy processes. Since $\alpha$-stable cylindrical L\'evy processes do not enjoy a semi-martingale decomposition, our…

In this paper, an integration by parts formula was derived for jump processes on Hilbert spaces. Using this formula, we investigated derivative formula and exponential ergodicity for nonlinear SPDEs driven by purely jump processes.

We prove an existence and uniqueness result for generalized backward doubly stochastic differential equations driven by L\'evy processes with non-Lipschitz assumptions.

Let $S \subset \mathbb{Z}^{d}$ be a finitely generated subsemigroup. Let $E$ be a product system over $S$. We show that there exists an infinite dimensional separable Hilbert space $\mathcal{H}$ and a semigroup $\alpha:=\{\alpha_x\}_{x \in…

We propose a stochastic extension of deformation quantization on a Hilbert space. The Moyal product is defined in this context on the space of functionals belonging to all of the Sobolev spaces of the Malliavin calculus.

We study sums of independent and identically distributed random velocities in special relativity. We show that the resulting one-dimensional velocity distributions are not only stable under relativistic velocity addition but define a…

In this work we investigate the long-time behavior, that is the existence and characterization of invariant measures as well as convergence of transition probabilities, for Markov processes obtained as the unique mild solution to stochastic…

We present a class of L\'evy processes for modelling financial market fluctuations: Bilateral Gamma processes. Our starting point is to explore the properties of bilateral Gamma distributions, and then we turn to their associated L\'evy…

We analyze a definition of product of Banach spaces that is naturally associated by duality with an abstract notion of space of multiplication operators. This dual relation allows to understand several constructions coming from different…

Our first result concerns a characterisation by means of a functional equation of Poisson point processes conditioned by the value of their first moment. It leads to a generalised version of Mecke's formula. En passant, it also allows to…

We consider Malliavin calculus based on the It\^o chaos decomposition of square integrable random variables on the L\'evy space. We show that when a random variable satisfies a certain measurability condition, its differentiability and…

In this note we prove the well-posedness for stochastic 2D Navier-Stokes equation driven by general L\'evy processes (in particular, $\alpha$-stable processes), and obtain the existence of invariant measures.

The central result of this paper is an analytic duality relation for real-valued L\'evy processes killed upon exiting a half-line. By Nagasawa's theorem, this yields a remarkable time-reversal identity involving the L\'evy process…

Distributional properties -including Laplace transforms- of integrals of Markov processes received a lot of attention in the literature. In this paper, we complete existing results in several ways. First, we provide the analytical solution…

Orthonormal systems in commutative $L_2$ spaces can be used to classify Banach spaces. When the system is complete and satisfies certain norm condition the unconditionality with respect to the system characterizes Hilbert spaces. As a…