Related papers: q-Levy processes
The problem of random motion of 1D quantum reactive harmonic oscillator (QRHO) is formulated in terms of a wave functional regarded as a complex probability process in an extended space. In the complex stochastic differential equation (SDE)…
We prove that the von Neumann algebra generated by q-gaussians is not injective as soon as the dimension of the underlying Hilbert space is greater than 1. Our approach is based on a vector valued Khintchine type inequality for Wick…
We construct intrinsic on-and off-diagonal upper and lower estimates for the transition probability density of a L\'evy process in small time. By intrinsic we mean that such estimates reflect the structure of the characteristic exponent of…
There exist three vector fields with complete polynomial flows on $\mathbb{C}^n$, $n \geq 2$, which generate the Lie algebra generated by all algebraic vector fields on $\mathbb{C}^n$ with complete polynomial flows. In particular, the flows…
Veestraeten [1] recently derived inverse Laplace transforms for Laplace transforms that contain products of two parabolic cylinder functions by exploiting the link between the parabolic cylinder function and the transition density and…
We introduce two information-theoretical invariants for the projective unitary group acting on a finite-dimensional complex Hilbert space: PVM- and POVM-dynamical (quantum) entropies. They quantify the randomness of the successive quantum…
Ito's construction of Markovian solutions to stochastic equations driven by a L\'evy noise is extended to nonlinear distribution dependent integrands aiming at the effective construction of linear and nonlinear Markov semigroups and the…
In this paper, based on the white noise analysis of square integrable pure-jump Levy process given by [1], we define the formal derivative of fractional Levy process defined by the square integrable pure-jump Levy process as the fractional…
For a general Multidimensional L\'{e}vy process (satisfying some moment conditions), we introduce the Multidimensional power jump processes and the related Multidimensional Teugels martingales. Furthermore, we orthogonalize the…
We develop the notion of deformations using a valuation ring as ring of coefficients. This permits to consider in particular the classical Gerstenhaber deformations of associative or Lie algebras as infinitesimal deformations and to solve…
We investigate Lie symmetries of Einstein's vacuum equations in N dimensions, with a cosmological term. For this purpose, we first write down the second prolongation of the symmetry generating vector fields, and compute its action on…
We employ some techniques involving projections in a von Neumann algebra to establish some maximal inequalities such as the strong and weak symmetrization, Levy, Levy-Skorohod, and Ottaviani inequalities in the realm of the quantum…
It is shown that many of the classical generalized isoperimetric inequalities for the Laplacian when viewed in terms of Brownian motion extend to a wide class of Levy processes. The results are derived from the multiple integral…
We realize the Weil representation of infinite dimensional symplectic group and spinor representation of infinite-dimensional group $GL$ by linear operators in the space of symmetric functions in infinite number of variables.
For a refracted spectrally negative Levy process, we find some new and fantastic formulas for its q-potential measures without killing. Unlike previous results, which are written in terms of the known q-scale functions, our formulas are…
In this paper, we derive a Chen-Strichartz formula for stochastic differential equations driven by Levy processes, that is, we derive a series expansion of the logarithm of the flowmap of the stochastic differential equation in terms of…
We develop a general construction for nonlinear L\'evy processes with given characteristics. More precisely, given a set $\Theta$ of L\'evy triplets, we construct a sublinear expectation on Skorohod space under which the canonical process…
The objective in stochastic filtering is to reconstruct information about an unobserved (random) process, called the signal process, given the current available observations of a certain noisy transformation of that process. Usually X and Y…
We consider the class of (possibly killed) spectrally positive L\'evy process that have been time-changed by the inverse of an integral functional. Within this class we characterize the family of those processes which satisfy the following…
This paper provides some first steps in developing empirical process theory for functions taking values in a vector space. Our main results provide bounds on the entropy of classes of smooth functions taking values in a Hilbert space, by…