Related papers: Product systems arising from L\'evy processe
In this note we prove that the set of all uniformly continuous units on a product system over a C* algebra B can be endowed with the structure of left right B - B Hilbert module after identifying similar units by the suitable equivalence…
We derive an explicit formula for the Jacobi field that is acting in an extended Fock space and corresponds to an ($\R$-valued) L\'evy process on a Riemannian manifold. The support of the measure of jumps in the L\'evy--Khintchine…
We study tensor products of two structures situated, in a sense, between normed spaces and (abstract) operator spaces. We call them Lambert and proto-Lambert spaces and pay more attention to the latter ones. The considered two tensor…
In this paper, we study the compressibility of random processes and fields, called generalized L\'evy processes, that are solutions of stochastic differential equations driven by $d$-dimensional periodic L\'evy white noises. Our results are…
We prove a Tracy-Widom type formula for the generating function of occupancy numbers on several disjoint intervals of the higher order Airy point processes. The formula is related to a new vector-valued Painlev\'e II hierarchy we define,…
Strongly continuous semigroups of unital completely positive maps (i.e. quantum Markov semigroups or quantum dynamical semigroups) on compact quantum groups are studied. We show that quantum Markov semigroups on the universal or reduced…
In this paper we develop a duality theory for all finite-dimensional near-vector spaces and introduce a notion of inner product tailored to the broad and natural class of strongly regular near-vector spaces. This generalized construction…
Recent fluctuation identities for $\alpha$-stable L\'evy processes have decomposed paths using generalised spherical polar coordinates revealing an underlying Markov Additive Process (MAP) for which a more advanced form of excursion theory…
A standard approach to analysis of noise-induced effects in stochastic dynamics assumes a Gaussian character of the noise term describing interaction of the analyzed system with its complex surroundings. An additional assumption about the…
We say that a smooth normed space $X$ has a property (SL), if every mapping $f:X \to X$ preserving the semi-inner product on $X$ is linear. It is well known that every Hilbert space has the property (SL) and the same is true for every…
We develop a fully Bayesian nonparametric regression model based on a L\'evy process prior named MLABS (Multivariate L\'evy Adaptive B-Spline regression) model, a multivariate version of the LARK (L\'evy Adaptive Regression Kernels) models,…
We describe a class of explicit invariant measures for both finite and infinite dimensional Stochastic Differential Equations (SDE) driven by L\'evy noise. We first discuss in details the finite dimensional case with a linear, resp. non…
We characterize the generators of dynamical systems on Hilbert modules as those generators of one-parameter groups of Banach space isometries which are ternary derivations. We investigate in how far a similar condition can be expressed in…
We study the Daugavet property in tensor products of Banach spaces. We show that $L_1(\mu)\widehat{\otimes}_\varepsilon L_1(\nu)$ has the Daugavet property when $\mu$ and $\nu$ are purely non-atomic measures. Also, we show that…
We show that a conditional characteristic function of generalized L\'evy stochastic areas can be viewed as a product a selfdecomposable distribution (i.e., L\'evy class L distribution) and its background driving characteristic function.…
We study the ergodic properties of a class of multidimensional piecewise Ornstein-Uhlenbeck processes with jumps, which contains the limit of the queueing processes arising in multiclass many-server queues with heavy-tailed arrivals and/or…
A cylindrical Levy process does not enjoy a cylindrical version of the semi-martingale decomposition which results in the need to develop a completely novel approach to stochastic integration. In this work, we introduce a stochastic…
By using lower bound conditions of the L\'evy measure, derivative formulae and Harnack inequalities are derived for linear stochastic differential equations driven by L\'evy processes. As applications, explicit gradient estimates and heat…
We introduce a random partition model for Bayesian nonparametric regression. The model is based on infinitely-many disjoint regions of the range of a latent covariate-dependent Gaussian process. Given a realization of the process, the…
We call a random point measure infinitely ramified if for every $n\in \mathbb N$, it has the same distribution as the $n$-th generation of some branching random walk. On the other hand, branching L\'evy processes model the evolution of a…