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Related papers: L\'evy processes and Fourier multipliers

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We study BMO spaces associated with semigroup of operators and apply the results to boundedness of Fourier multipliers. We prove a universal interpolation theorem for BMO spaces and prove the boundedness of a class of Fourier multipliers on…

Classical Analysis and ODEs · Mathematics 2011-11-29 Marius Junge , Tao Mei

We derive a dyadic model operator for the Riesz vector. We show linear upper $L^p$ bounds for $1 < p < \infty$ between this model operator and the Riesz vector, when applied to functions with values in Banach spaces. By an upper bound we…

Functional Analysis · Mathematics 2023-09-07 Komla Domelevo , Stefanie Petermichl

This paper is about lower and upper bounds for the Hausdorff dimension of the level and collision sets of a class of Feller processes. Our approach is motivated by analogous results for L\'evy processes by Hawkes (for level sets), Taylor…

Probability · Mathematics 2015-10-22 Victoria Knopova , René L. Schilling

We use the martingale convergence method to get the weak convergence theorem on general functionals of partial sums of independent heavy-tailed random variables. The limiting process is the stochastic integral driven by $\alpha-$stable…

Statistics Theory · Mathematics 2014-11-18 Zhengyan Lin , Hanchao Wang

The linear fractional stable motion generalizes two prominent classes of stochastic processes, namely stable L\'evy processes, and fractional Brownian motion. For this reason it may be regarded as a basic building block for continuous time…

Statistics Theory · Mathematics 2022-08-17 Fabian Mies , Mark Podolskij

We present sufficient conditions, in terms of the jumping kernels, for two large classes of conservative Markov processes of pure-jump type to be purely discontinuous martingales with finite second moment. As an application, we establish…

Probability · Mathematics 2020-09-01 Yuichi Shiozawa , Jian Wang

We prove $L^p$ estimates for trilinear multiplier operators with singular symbols. These operators arise in the study of iterated trilinear Fourier integrals, which are trilinear variants of the bilinear Hilbert transform. Specifically, we…

Classical Analysis and ODEs · Mathematics 2015-08-25 Joeun Jung

We prove two martingale identities which involve exit times of Levy-driven Ornstein--Uhlenbeck processes. Using these identities we find an explicit formula for the Laplace transform of the exit time under the assumption that positive jumps…

Probability · Mathematics 2007-09-13 K. Borovkov , A. Novikov

In this article we use Littlewood-Paley-Stein theory to prove two versions of Dunkl multiplier theorem when the multiplier $ m $ satisfies a modified H\"ormander condition. When $ m $ is radial we give a simple proof of a known result. For…

Functional Analysis · Mathematics 2025-03-04 Suman Mukherjee , Sundaram Thangavelu

In this paper we consider Fourier multiplier operators between vector-valued Besov spaces with different integrability exponents $p$ and $q$, which depend on the type $p$ and cotype $q$ of the underlying Banach spaces. In a previous paper…

Functional Analysis · Mathematics 2017-10-18 Jan Rozendaal , Mark Veraar

The $L^p$ boundedness theory of convolution operators is \linebreak based on an initial $L^2\to L^2$ estimate derived from the Fourier transform. The corresponding theory of multilinear operators lacks such a simple initial estimate in view…

Classical Analysis and ODEs · Mathematics 2020-12-22 Loukas Grafakos , Danqing He , Petr Honzík , Bae Jun Park

A continuous-time particle system on the real line satisfying the branching property and an exponential integrability condition is called a branching L\'evy process, and its law is characterized by a triplet $(\sigma^2,a,\Lambda)$. We…

Probability · Mathematics 2022-02-25 Bastien Mallein , Quan Shi

We make progress on an interesting problem on the boundedness of maximal modulations of the Hilbert transform along the parabola. Namely, if we consider the multiplier arising from it and restrict it to lines, we prove uniform $L^p$ bounds…

Classical Analysis and ODEs · Mathematics 2019-08-07 João P. G. Ramos

We prove a weighted norm inequality for the maximal Bochner--Riesz operator and the associated square-function. This yields new $L^p(R^d)$ bounds on classes of radial Fourier multipliers for $p\ge 2+4/d$ with $d\ge 2$, as well as space-time…

Classical Analysis and ODEs · Mathematics 2014-02-26 Sanghyuk Lee , Keith M. Rogers , Andreas Seeger

In this article, we obtain new results for Fourier restriction type problems on compact Lie groups. We first provide a sharp form of $L^p$ estimates of irreducible characters in terms of their Laplace-Beltrami eigenvalue and as a…

Analysis of PDEs · Mathematics 2023-12-25 Yunfeng Zhang

We study the extremal behavior of a stochastic integral driven by a multivariate L\'{e}vy process that is regularly varying with index $\alpha>0$. For predictable integrands with a finite $(\alpha+\delta)$-moment, for some $\delta>0$, we…

Probability · Mathematics 2007-05-23 Henrik Hult , Filip Lindskog

When the limiting compensator of a sequence of martingales is continuous, we obtain a weak convergence theorem for the martingales; the limiting process can be written as a Brownian motion evaluated at the compensator and we find sufficient…

Probability · Mathematics 2024-01-22 Bruno Rémillard , Jean Vaillancourt

This paper is devoted to the $L^p(\mathbb R)$ theory of the fractional Fourier transform (FRFT) for $1\le p < 2$. In view of the special structure of the FRFT, we study FRFT properties of $L^1$ functions, via the introduction of a suitable…

Functional Analysis · Mathematics 2020-07-03 Wei Chen , Zunwei Fu , Loukas Grafakos , Yue Wu

We consider Fourier multipliers in $\mathbb{R}^2$ of the form $m\circ\rho$ where $\rho$ is the Minkowski functional associated to a convex set in $\mathbb{R}^2$, and prove $L^p$ bounds for the corresponding multiplier operators. It is of…

Classical Analysis and ODEs · Mathematics 2015-08-19 Laura Cladek

The limiting behavior of Toeplitz type quadratic forms of stationary processes has received much attention through decades, particularly due to its importance in statistical estimation of the spectrum. In the present paper we study such…

Probability · Mathematics 2018-08-20 Mikkel Slot Nielsen , Jan Pedersen
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