Related papers: Levy processes and Fourier analysis on compact Lie…
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…
We demonstrate the existence of a "L\'evy system" for the excursions of a one-dimensional diffusion process above its past-minimum process. As applications we provide a direct proof of D. Williams' decomposition (in both a global and a…
In this paper we present an application of the groupoid theory to the study of relevant case of material evolution phenomena, the \textit{process of morphogenesis}. Our theory is inspired by Walter Noll's theories of continuous…
Inspired by an extension of Wiener's lemma on the relation of measures $\mu$ on the unit circle and their Fourier coefficients $\widehat{\mu}(k_n)$ along subsequences $(k_n)$ of the natural numbers by Cuny, Eisner and Farkas [CEF19,…
This work addresses an extension of Fourier-Stieltjes transform of a vector measure defined on compact groups to locally compact groups, by using a group representation induced by a representation of one of its compact subgroups.
In this paper, we consider projection estimates for L\'evy densities in high-frequency setup. We give a unified treatment for different sets of basis functions and focus on the asymptotic properties of the maximal deviation distribution for…
Estimation methods for the L\'{e}vy density of a L\'{e}vy process are developed under mild qualitative assumptions. A classical model selection approach made up of two steps is studied. The first step consists in the selection of a good…
We study in this article some Sobolev-type inequalities on polynomial volume growth Lie groups. We show in particular that improved Sobolev inequalities can be extended without the use of the Littlewood-Paley decomposition to this general…
We derive upper estimates of transition densities for Feller semigroups with jump intensities lighter than that of the rotation invariant stable Levy process
The main result is a Paley's theory for lacunary Fourier series using semigroup-BMO and $H^1$ spaces. This interpretation allows an extension of Paley's theory to general discrete groups, complementing the work of Rudin for abelian groups…
The distributional support of the sample paths of L\'evy processes is an important issue for the construction of sparse statistical models, theories of integration in infinite dimensions and the existence of generalized solutions of…
We study the distribution of the negative Wiener-Hopf factor for a class of two-sided jumps L\'evy processes whose positive jumps have a rational Laplace transform. The positive Wiener-Hopf factor for this class of processes was studied by…
We show that Arthur's Paley-Wiener theorem for K-finite compactly supported smooth functions on a real reductive Lie group G of the Harish-Chandra class can be deduced from the Paley-Wiener theorem we established in the more general setting…
We classify L\'evy processes according to the solution spaces of the associated parabolic PIDEs. This classification reveals structural characteristics of the processes and is relevant for applications such as for solving PIDEs numerically…
A cross-diffusion system for two compoments with a Laplacian structure is analyzed on the multi-dimensional torus. This system, which was recently suggested by P.-L. Lions, is formally derived from a Fokker-Planck equation for the…
We give necessary and sufficient conditions for both square integrability and smoothness for densities of a probability measure on a compact connected Lie group.
Let $p$ be a prime number, and let $\mathbb{G}$ be a compact $p$-adic Lie group. This work provides multiplier theorems for invariant operators on $\mathbb{G}$ acting on $L^r_\alpha(\mathbb{G})$, $1<r<\infty$, $\alpha>0$, in terms of the…
We generalise the Langevin equation with Gaussian white noise by replacing the velocity term by a local fractional derivative. The solution of this equation is a Levy process. We further consider the Brownian motion of a fractal particle,…
We establish a general form of Wiener's lemma for measures on locally compact abelian (LCA) groups by using Fourier analysis and the theory of F{{\o}}lner sequences. Our approach provides a unified framework that that encompasses both the…
This article shows a strong averaging principle for diffusions driven by discontinuous heavy-tailed L\'evy noise, which are invariant on the compact horizontal leaves of a foliated manifold subject to small transversal random perturbations.…