Related papers: Fock Space Decomposition of Levy Processes

The program of studying general nonlinear Markov processes was put forward in V. N. Kolokoltsov "Nonlinear Markov Semigroups and Interacting L\'evy Type Processes" (Journ. Stat. Physics 126:3 (2007), 585-642), and was developed by the…

We generalize the notion of a Kac-Moody Lie algebra to the setting of Deligne Categories. Then we derive the Kac-Weyl formula for the category $\mathcal{O}$ integrable representations for such an algebra. This paper generalizes results of…

We categorify various Fock space representations on the algebra of symmetric functions via the category of polynomial functors. In a prequel, we used polynomial functors to categorify the Fock space representations of type A affine Lie…

Classical affine Lie algebras appear e.g. as symmetries of infinite dimensional integrable systems and are related to certain differential equations. They are central extensions of current algebras associated to finite-dimensional Lie…

We show that each integral Borel cohomology class of a connected Lie group G can be represented by a Borel bounded cocycle if and only if the radical of G is linear. This leads to a generalization of Gromov's boundedness theorem on…

We establish that a category of fibrant objects (in the sense of Brown) admits a Dwyer-Kan homotopical calculus of right fractions. This is done using a homotopical calculus of cocycles, which is an auxiliary structure that can be defined…

We introduce the notion of generalized Weyl system, and use it to define *-products which generalize the commutation relations of Lie algebras. In particular we study in a comparative way various *-products which generalize the k-Minkowski…

This paper contributes to a theory of the behaviour of "finite-state" systems that is generic in the system type. We propose that such systems are modelled as coalgebras with a finitely generated carrier for an endofunctor on a locally…

We define a L\'evy process on a smooth manifold $M$ with a connection as a projection of a solution of a Marcus stochastic differential equation on a holonomy bundle of $M$, driven by a holonomy-invariant L\'evy process on a Euclidean…

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…

We consider a nonlinear stochastic differential equation driven by an $\alpha$-stable L\'{e}vy process ($1<\alpha<2$). We first obtain some regularity results for the probability density of its invariant measure via establishing the a…

Function spaces are central topic in analysis. Often those spaces and related analysis involves symmetries in form of an action of a Lie group. Coorbit theory as introduced by Feichtinger and Gr\"ochenig and then later extended in [3] gives…

This is a paper in a series that studies smooth relative Lie algebra homologies and cohomologies based on the theory of formal manifolds and formal Lie groups. In two previous papers, we develop the basic theory of formal manifolds,…

Recently Kontsevich solved the classification problem for deformation quantizations of all Poisson structures on a manifold. In this paper we study those Poisson structures for which the explicit methods of Fedosov can be applied, namely…

Using the machinery of the Batalin-Vilkovisky formalism, we construct cohomology classes on compactifications of the moduli space of Riemann surfaces from the data of a contractible differential graded Frobenius algebra. We describe how…

We introduce the notion of an algebraic cocycle as the algebraic analogue of a map to an Eilenberg-MacLane space. Using these cocycles we develop a ``cohomology theory" for complex algebraic varieties. The theory is bigraded, functorial,…

A hierarchy of integrable hamiltonian nonlinear ODEs is associated with any decomposition of the Lie algebra of Laurent series with coefficients being elements of a semi-simple Lie algebra into a sum of the subalgebra consisting of the…

We provide a L\'evy-It\^o decomposition of sample paths of L\'evy processes with values in complete locally convex Suslin spaces. This class of state spaces contains the well investigated examples of separable Banach spaces, as well as…

In this paper, we analyze a L{\'e}vy model based on two popular concepts - subordination and L{\'e}vy copulas. More precisely, we consider a two-dimensional L{\'e}vy process such that each component is a time-changed (subordinated) Brownian…

Quantum states of systems made of many identical particles, e.g. those described by Fermi-Hubbard and Bose-Hubbard models, are conveniently depicted in the Fock space. However, in order to evaluate some specific observables or to study the…