English
Related papers

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

200 papers

We characterise the embedding of the spatial product of two Arveson systems into their tensor product using the random set technique. An important implication is that the spatial tensor product does not depend on the choice of the reference…

Operator Algebras · Mathematics 2014-09-10 Volkmar Liebscher

We construct an estimator of the L\'evy density of a pure jump L\'evy process, possibly of infinite variation, from the discrete observation of one trajectory at high frequency. The novelty of our procedure is that we directly estimate the…

Probability · Mathematics 2020-04-06 Céline Duval , Ester Mariucci

This paper aims to develop a theory for linear-quadratic Nash systems and Master equations in possibly infinite-dimensional Hilbert spaces. As a first step and motivated by the recent results in [31], we study a more general model in the…

Analysis of PDEs · Mathematics 2025-04-02 Daria Ghilli , Michele Ricciardi

We characterise the H\"older continuity of the convex minorant of most L\'evy processes. The proof is based on a novel connection between the path properties of the L\'evy process at zero and the boundedness of the set of $r$-slopes of the…

Probability · Mathematics 2023-09-20 Jorge González Cázares , David Kramer-Bang , Aleksandar Mijatović

Our basic structure is a finite-dimensional complex Hilbert space $H$. We point out that the set of effects on $H$ form a convex effect algebra. Although the set of operators on $H$ also form a convex effect algebra, they have a more…

Quantum Physics · Physics 2021-08-19 Stan Gudder

It is well understood that, when numerically simulating SDEs with general noise, achieving a strong convergence rate better than $O(\sqrt{h})$ (where h is the step size) requires the use of certain iterated integrals of Brownian motion,…

Machine Learning · Statistics 2026-01-01 Andraž Jelinčič , Jiajie Tao , William F. Turner , Thomas Cass , James Foster , Hao Ni

We study Neumann type boundary value problems for nonlocal equations related to L\'evy processes. Since these equations are nonlocal, Neumann type problems can be obtained in many ways, depending on the kind of reflection we impose on the…

Analysis of PDEs · Mathematics 2011-12-05 Guy Barles , Emmanuel Chasseigne , Christine Georgelin , Espen Jakobsen

Our goal of this note is to give an easy proof that spaces of predictable processes with values in a Banach space are isomorphic to spaces of progressive resp. adapted, measurable processes. This provides a straightforward extension of the…

Probability · Mathematics 2025-11-21 Barbara Rüdiger , Stefan Tappe

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…

Probability · Mathematics 2017-11-21 Jan Rosinski

We present an existence result for L\'evy-type processes which requires only weak regularity assumptions on the symbol $q(x,\xi)$ with respect to the space variable $x$. Applications range from existence and uniqueness results for…

Probability · Mathematics 2019-02-18 Franziska Kühn

In contrast to their seemingly simple and shared structure of independence and stationarity, L\'evy processes exhibit a wide variety of behaviors, from the self-similar Wiener process to piecewise-constant compound Poisson processes.…

Probability · Mathematics 2024-11-14 Julien Fageot , Alireza Fallah , Thibaut Horel

It is proved in this paper that Riemann-Liouville processes can arise from the temporal structures of the scaled occupation time fluctuation limits of the site-dependent (d,\alpha,\sigma(x))branching particle systems in the case of…

Probability · Mathematics 2012-07-31 Yuqiang Li

We analyze a specific class of random systems that are driven by a symmetric L\'{e}vy stable noise. In view of the L\'{e}vy noise sensitivity to the confining "potential landscape" where jumps take place (in other words, to environmental…

Statistical Mechanics · Physics 2015-06-11 M. Zaba , P. Garbaczewski , V. Stephanovich

We consider the problem of determining the L\'evy exponent in a L\'evy model for asset prices given the price data of derivatives. The model, formulated under the real-world measure $\mathbb P$, consists of a pricing kernel…

Mathematical Finance · Quantitative Finance 2019-02-15 George Bouzianis , Lane Hughston

Pure-jump L\'evy processes are popular classes of stochastic processes which have found many applications in finance, statistics or machine learning. In this paper, we propose a novel family of self-decomposable L\'evy processes where one…

Methodology · Statistics 2025-02-06 Fadhel Ayed , Juho Lee , François Caron

Let B be a sigma-unital C*-algebra. We show that every strongly continuous E_0-semigroup on the algebra of adjointable operators on a full Hilbert B-module E gives rise to a full continuous product system of correspondences over B. We show…

Operator Algebras · Mathematics 2013-11-20 Michael Skeide

In the paper we study stochastic convolution appearing in Volterra equation driven by so called L\'evy process. By L\'evy process we mean a process with homogeneous independent increments, continuous in probability and cadlag.

Probability · Mathematics 2007-05-23 Anna Karczewska

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…

Probability · Mathematics 2020-08-26 Ma. Emilia Caballero , José Luis Pérez Garmendia , Gerónimo Uribe Bravo

In a rather general setting of It\^o-L\'evy processes we study a class of transforms (Fourier for example) of the state variable of a process which are holomorphic in some disc around time zero in the complex plane. We show that such…

Functional Analysis · Mathematics 2008-07-09 D. Belomestny , J. Kampen , J. Schoenmakers

In this article we introduce a theory of integration for deterministic, operator-valued integrands with respect to cylindrical L\'evy processes in separable Banach spaces. Here, a cylindrical L\'evy process is understood in the classical…

Probability · Mathematics 2014-05-29 Markus Riedle