Related papers: The Jacobi field of a L\'evy process
In this paper, a novel formula expressing explicitly the fractional-order derivatives, in the sense of Riesz-Feller operator, of Jacobi polynomials is presented. Jacobi spectral collocation method together with trapezoidal rule are used to…
Recently, M. de Le\'on el al. ([8]) have developed a geometrical description of Hamilton-Jacobi theory for multisymplectic field theory. In our paper we analyse in the same spirit a special kind of field theories which are gauge field…
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…
We consider symmetric Jacobi operators with recurrence coefficients such that the corresponding difference equation is in the limit circle case. Equivalently, this means that the associated moment problem is indeterminate. Our main goal is…
Fractional Brownian motion can be represented as an integral of a deterministic kernel w.r.t. an ordinary Brownian motion either on infinite or compact interval. In previous literature fractional L\'evy processes are defined by integrating…
We consider a class of L\'evy-type processes on which spectral analysis technics can be made to produce optimal results, in particular for the decay rate of their survival probability and for the spectral gap of their ground state…
We study Fourier multipliers which result from modulating jumps of L\'evy processes. Using the theory of martingale transforms we prove that these operators are bounded in $L^p(\Rd)$ for $1<p<\infty$ and we obtain the same explicit bound…
We construct real Jacobi forms with matrix index using path integrals. The path integral expressions represent elliptic genera of two-dimensional N=(2,2) supersymmetric theories. They arise in a family labeled by two integers N and k which…
For a general free L\'evy process, we prove the existence of its higher variation processes as limits in distribution, and identify the limits in terms of the L\'evy-It\^o representation of the original process. For a general free compound…
We study the spectral properties of bounded and unbounded Jacobi matrices whose entries are bounded operators on a complex Hilbert space. In particular, we formulate conditions assuring that the spectrum of the studied operators is…
Upper estimates of densities of convolution semigroups of probability measures are given under explicit assumptions on the corresponding L\'evy measure and the L\'evy--Khinchin exponent.
This paper is a companion to a series of papers devoted to the study of the spectral distribution of the free Jacobi process associated with a single projection. Actually, we notice that the flow solves a radial L\"owner equation and as…
We establish two results about local times of spectrally positive stable processes. The first is a general approximation result, uniform in space and on compact time intervals, in a model where each jump of the stable process may be marked…
For an arbitrary Hermitian period-$T$ Jacobi operator, we assume a perturbation by a Wigner-von Neumann type potential to devise subordinate solutions to the formal spectral equation for a (possibly infinite) real set, $S$, of the spectral…
The Galilei-covariant fermionic field theories are quantized by using the path-integral method and five-dimensional Lorentz-like covariant expressions of non-relativistic field equations. Firstly, we review the five-dimensional approach to…
We present four types of infinitely many exactly solvable Fokker-Planck equations, which are related to the newly discovered exceptional orthogonal polynomials. They represent the deformed versions of the Rayleigh process and the Jacobi…
The Fourier Jacobi expansions of paramodular forms are characterized from among all formal series of Jacobi forms by two conditions on the Fourier coeffcients of the Jacobi forms: a growth condition and a set of linear relations. Examples,…
The Allen-Cahn functional is a well studied variational problem which appears in the modeling of phase transition phenomenon. This functional depends on a parameter $\varepsilon >0$ and is intimately related to the area functional as the…
In this paper we introduce a new class of L\'evy processes which we call hypergeometric-stable L\'evy processes, because they are obtained from symmetric stable processes through several transformations and where the Gauss hypergeometric…
We recall four open problems concerning constructing high-order matrix-exponential approximations for the infimum of a spectrally negative Levy process (with applications to first-passage/ruin probabilities, the waiting time distribution in…