Related papers: The Jacobi field of a L\'evy process

We have investigated some issues relevant for the possibility to construct physical theories on the $\kappa$-Minkowski noncommutative spacetime. The notion of field in $\kappa$-Minkowski has been introduced by generalizing the Weyl…

In this paper we use Jacobi fields to describe the motion of a charged particle in the classical gravitational, electromagnetic, and Yang-Mills fields.

Markov-modulated L\'evy processes with two different regimes of restarting are studied. These regimes correspond to the completely renewed process and to the process of Markov modulation, accompanied by jumps. We give explicit expressions…

We consider a class of L\'evy-type processes derived via a Doob-transform from L\'evy processes conditioned by a control function called potential. These processes have position-dependent and generally unbounded components, with stationary…

For a spectrally negative L\'evy process with Laplace transform $\psi$, the $q$-scale function is characterized as the function whose Laplace transform is $(\psi(\cdot)-q)^{-1}$. It has applications in fluctuation theory, for example, exit…

The algebras of the integrals of motion of the Hamilton-Jacobi and Klein-Gordon-Fock equations for a charged test particle moving in an external electromagnetic field in a spacetime manifold are found. The manifold admits a four-parameter…

Comb geometry, constituted of a backbone and fingers, is one of the most simple paradigm of a two dimensional structure, where anomalous diffusion can be realized in the framework of Markov processes. However, the intrinsic properties of…

Combinatorial Levy processes evolve on general state spaces of countable combinatorial structures. In this setting, the usual Levy process properties of stationary, independent increments are defined in an unconventional way in terms of the…

There are two natural notions of L\'evy processes in free probability: the first one has free increments with homogeneous distributions and the other has homogeneous transition probabilities. In the two cases one can associate a Nevanlinna…

A Lemma of Riemann--Lebesgue type for Fourier--Jacobi coefficients is derived. Via integral representations of Dirichlet--Mehler type for Jacobi polynomials its proof directly reduces to the classical Riemann--Lebesgue Lemma for Fourier…

Let us consider a cyclic extension of a function field defined over a finite field. For a character (non-trivial) of this extension, we calculate, as a linear combinations of products of Jacobi sums, the coefficients of the polynomial given…

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…

Let $\mathbb{R}^N_+= [0,\infty)^N$. We here consider a class of random fields $(X_t)_{t\in \mathbb{R}^N_+}$ which are known as Multiparameter L\'evy processes. Related multiparameter semigroups of operators and their generators are…

Recently, M. de Le\'on el al. ([9]) have developed a geometric Hamilton-Jacobi theory for Classical Field Theories in the setting of multisymplectic geometry. Our purpose in the current paper is to establish the corresponding…

I describe, in the simplified context of finite groups and their representations, a mathematical model for a physical system that contains both its quantum and classical aspects. The physically observable system is associated with the space…

We derive a new representation for the Weyl function associated with the complex Jacobi matrix in the finite and semi-infinite cases. In our approach we exploit connections to the discrete-time dynamical system associated with these…

We study several fundamental operators in harmonic analysis related to Jacobi expansions, including Riesz transforms, imaginary powers of the Jacobi operator, the Jacobi-Poisson semigroup maximal operator and Littlewood-Paley-Stein square…

We consider the path space of a curved manifold on which a point particle is introduced in a conservative physical system with constant total energy to formulate its action functional and geodesic equation together with breaks on the path.…

We derive an integral representation for the Jacobi-Poisson kernel valid for all admissible type parameters $\alpha,\beta$ in the context of Jacobi expansions. This enables us to develop a technique for proving standard estimates in 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…