Related papers: Malliavin calculus for Lie group-valued Wiener fun…

A cyclic Riemannian Lie group is a Lie group $G$ equipped with a left-invariant Riemannian metric $h$ that satisfies $\oint_{X,Y,Z}h([X,Y],Z)=0$ for any left-invariant vector fields $X,Y,Z$. The initial concept and exploration of these Lie…

We prove some $L^p$-Liouville theorems for hypoelliptic second order Partial Differential Operators left translation invariant with respect to a Lie group composition law in $\mathbb{R}^n$. Results for both solutions and subsolutions are…

Let k be an algebraically closed field of characteristic p > 0. Every Artin-Schreier k-curve X has an equation of the form y^p - y = f(x) for some f(x) in k(x) such that p does not divide the least common multiple L of the orders of the…

In this paper we prove generalizations of Lusin-type theorems for gradients due to Giovanni Alberti, where we replace the Lebesgue measure with any Radon measure $\mu$. We apply this to go beyond the known result on the existence of…

It is proved that the random integral mappings (some type of functionals of L\'evy processes) are always isomorphisms between convolution semigroups of infinitely divisible measures. However, the inverse mappings are no longer of the random…

For any positive integer $n$ and any Lie group $\mathfrak{G}$, given a definite symmetric bilinear form on $\mathbb{R}^n$ and an $\hbox{Ad}$-invariant scalar product on the Lie algebra of $\mathfrak{G}$, we construct a variational problem…

Previously, we developed the technique of balayage of measures or charges and ($\delta$-)subharmonic functions of finite order onto an closed system of rays $S$ with a vertex at zero on the complex plane $\mathbb C$. In this article, we use…

We show for a certain class of operators $A$ and holomorphic functions $f$ that the functional calculus $A\mapsto f(A)$ is holomorphic. Using this result we are able to prove that fractional Laplacians $(1+\Delta^g)^p$ depend real…

The f-invariant is a higher version of the e-invariant that takes values in the divided congruences between modular forms; it can be formulated as an elliptic genus of manifolds with corners of codimension two. In this thesis, we develop a…

We give a criteria for a Malliavin differentiable function to be strongly H-differentiable.

The Fourier coefficients F(t) of a function f on a compact symmetric space U/K are given by integration of f against matrix coefficients of irreducible representations of U. The coefficients depend on a spectral parameter t, which…

We propose a stochastic extension of deformation quantization on a Hilbert space. The Moyal product is defined in this context on the space of functionals belonging to all of the Sobolev spaces of the Malliavin calculus.

We consider the spaces $L^p(X,\nu;V)$, where $X$ is a separable Banach space, $\mu$ is a centred non-degenerate Gaussian measure, $\nu:=Ke^{-U}\mu$ with normalizing factor $K$ and $V$ is a separable Hilbert space. In this paper we prove a…

We introduce the notion of {\em covariance measure structure} for square integrable stochastic processes. We define Wiener integral, we develop a suitable formalism for stochastic calculus of variations and we make Gaussian assumptions only…

In this work we generalize the concept of product by generators to the class of solvable Lie algebras. We analyze the number of invariants by the coadjoint representation by means of Maurer-Cartan equations and give some applications to…

In this paper we give a new proof of the (strong) displacement convexity of a class of integral functionals defined on a compact Riemannian manifold satisfying a lower Ricci curvature bound. Our approach does not rely on existence and…

Wiener spaces are in many ways the decisive setting for fundamental results on Gaussian measures: large deviations (Schilder), quasi-invariance (Cameron--Martin), differential calculus (Malliavin), support description (Stroock--Varadhan),…

We consider Lie groups equipped with a left-invariant cyclic Lorentzian metric. As in the Riemannian case, in terms of homogeneous structures, such metrics can be considered as different as possible from bi-invariant metrics. We show that…

We introduce a practical construction of group-equivariant and permutation-invariant functions of $N$ variables given a finite-dimensional space stable with respect to the group action. The construction applies to any connected linear Lie…

We consider actions of non-compact simple Lie groups preserving an analytic rigid geometric structure of algebraic type on a compact manifold. The structure is not assumed to be unimodular, so an invariant measure may not exist. Ergodic…