Related papers: Fock Space Decomposition of Levy Processes

We prove a new generation result in $L^1$ for a large class of non-local operators with non-degenerate local terms. This class contains the operators appearing in Fokker-Planck or Kolmogorov forward equations associated with L\'evy driven…

We consider Fokker-Planck equations in the whole Euclidean space, driven by Levy processes, under the action of confining drifts, as in the classical Ornstein-Ulhenbeck model. We introduce a new PDE method to get exponential or…

A concept of quantum stochastic convolution cocycle is introduced and studied in two different contexts -- purely algebraic and operator space theoretic. A quantum stochastic convolution cocycle is a quantum stochastic process on a…

In the Symmetries of Feynman Integrals (SFI) approach, a diagram's parameter space is foliated by orbits of a Lie group associated with the diagram. SFI is related to the important methods of Integrations By Parts and of Differential…

We consider finite-dimensional complex Lie algebras. Using certain complex parameters we generalize the concept of cohomology cocycles of Lie algebras. A special case is generalization of 1-cocycles with respect to the adjoint…

We investigate the structure of the Schrodinger algebra and its representations in a Fock space realized in terms of canonical Appell systems. Generalized coherent states are used in the construction of a Hilbert space of functions on which…

Recently, the concept of generalized partial-slice monogenic (or regular) functions has been introduced and studied over Clifford algebras and octonions, respectively. In this paper, we further develop the theory of generalized…

We review and extend Lindsay's work on abstract gradient and divergence operators in Fock space over a general complex Hilbert space. Precise expressions for the domains are given, the $L^2$-equivalence of norms is proved and an abstract…

We propose a general method to identify nonlinear Fokker--Planck--Kolmogorov equations (FPK equations) as gradient flows on the space of probability measures on $\mathbb{R}^d$ with a natural differential geometry. Our notion of gradient…

In this article, we propose a way to consider processes indexed by a collection $\mathcal{A}$ of subsets of a general set $\mathcal{T}$. A large class of vector spaces, manifolds and continuous $\mathbb{R}$-trees are particular cases.…

Affine Kac-Moody algebras give rise to interesting systems of differential equations, so-called Knizhnik-Zamolodchikov equations. The monodromy properties of their solutions can be encoded in the structure of a modular tensor category on (a…

We point out that a proper use of the Hoeffding--ANOVA decomposition for symmetric statistics of finite urn sequences, previously introduced by the author, yields a decomposition of the space of square-integrable functionals of a…

L\'evy processes on bialgebras are families of infinitely divisible representations. We classify the generators of L\'evy processes on the compact forms of the quantum algebras $U_q(g)$, where $g$ is a simple Lie algebra. Then we show how…

Let $X$ be a smooth projective variety over the complex numbers and $S(d)$ the scheme parametrizing $d$-dimensional Lie subalgebras of $H^0(X,\mathcal{T} X)$. This article is dedicated to the study of the geometry of the moduli space…

We generalize Franz' independence in tensor categories with inclusions from two morphisms (which represent generalized random variables) to arbitrary ordered families of morphisms. We will see that this only works consistently if the unit…

We introduce the notion of a Lie algebroid structure on an affine bundle whose base manifold is fibred over the real numbers. It is argued that this is the framework which one needs for coming to a time-dependent generalization of the…

We present a general vertex operator construction based on the Fock space for an affine Lie algebras of type $A$. This construction allows us to give a unified treatment for both the homogeneous and principle realizations of the affine Lie…

A class of (1+2)-dimensional diffusion-convection equations (nonlinear Kolmogorov equations) with time-dependent coefficients is studied with Lie symmetry point of view. The complete group classification is achieved using a gauging of…

We establish a novel characterisation of the law of the convex minorant of any L\'evy process. Our self-contained elementary proof is based on the analysis of piecewise linear convex functions and requires only very basic properties of…

Let us consider a finite set of pairs consisting of good $U'_q(g)$-modules and invertible elements. The distribution of poles of normalized R-matrices yields Khovanov-Lauda-Rouquier algebras We define a functor from the category of…