Related papers: L\'evy processes and Fourier multipliers

We prove the boundedness on $L^p$, $1<p<\infty$, of operators on manifolds which arise by taking conditional expectation of transformations of stochastic integrals. These operators include various classical operators such as second order…

Markov-modulated L\'evy processes with two different regimes of restarting are studied. These regimes correspond to the completely renewed process and to the process of Markov modulation, accompanied by jumps. We give explicit expressions…

Let $X$ be a complete, simply connected harmonic manifold with sectional curvatures $K$ satisfying $K \leq -1$. In \cite{biswas6}, a Fourier transform was defined for functions on $X$, and a Fourier inversion formula and Plancherel theorem…

We study the long-time behaviour of matrix-valued stochastic exponentials of L\'evy processes, i.e. of multiplicative L\'evy processes in the general linear group. In particular, we prove laws of large numbers as well as central limit…

We prove the $L^p$ boundedness of a maximal operator associated with a dyadic frequency decomposition of a Fourier multiplier, under a weak regularity assumption.

In this paper we study the $L^p$-$L^q$ boundedness of the Fourier multipliers in the setting where the underlying Fourier analysis is introduced with respect to the eigenfunctions of an anharmonic oscillator $A$. Using the notion of a…

This paper provides a framework for investigations in fluctuation theory for L\'evy processes with matrix-exponential jumps. We present a matrix form of the components of the infinitely divisible factorization. Using this representation we…

The classical Liouville property says that all bounded harmonic functions in $\mathbb{R}^n$, i.e.\ all bounded functions satisfying $\Delta f = 0$, are constant. In this paper we obtain necessary and sufficient conditions on the symbol of a…

In [16], under mild conditions, a Wiener-Hopf type factorization is derived for the exponential functional of proper L\'evy processes. In this paper, we extend this factorization by relaxing a finite moment assumption as well as by…

We study class of L\'{e}vy processes having distributions being indentifiable by moments. We define system of polynomial martingales \newline $\left\{ M_{n}(X_{t},t),\mathcal{F}_{\leq t}\right\} _{n\geq 1},$ where $% \mathcal{F}_{\leq t}$…

In this paper, we investigate $L^p$ bounds of maximal Fourier multiplier operators with dilation of fractional dimensions. For Fourier multipliers, we suggest a criterion related to dimensions of dilation sets which guarantees $L^p$ bounds…

We consider certain Littlewood-Paley square functions on $\Bbb R^2$ and prove sharp estimates for them, from which we can deduce $L^p$ boundedness of maximal functions defined by Fourier multipliers of Bochner-Riesz type on $\Bbb R^2$. This…

We consider quasiradial Fourier multipliers, i.e. multipliers of the form $m(a(\xi))$ for a class of distance functions $a$. We give a necessary and sufficient condition for the multiplier transformations to be bounded on $L^p$ for a…

We give a simple necessary and sufficient condition for maximal operators associated with radial Fourier multipliers to be bounded on $L^p_{rad}$ and $L^p$ for certain $p$ greater than $2$. The range of exponents obtained for the…

We show that, for a natural class of rearrangement admissible spaces $X$ and $Y$, the Fourier operator is bounded between $X$ and $Y$ if and only if any operator of joint strong type $(1,\infty; 2,2)$ is also bounded between $X$ and $Y$. By…

We establish precise regularity conditions for $L_p$-boundedness of Fourier multipliers in the group algebra of $SL_n(\mathbf{R})$. Our main result is inspired by H\"ormander-Mikhlin criterion from classical harmonic analysis, although it…

We control a broad class of singular (or "rough") Fourier multipliers by geometrically-defined maximal operators via general weighted $L^2(\mathbb{R})$ norm inequalities. The multipliers involved are related to those of Coifman--Rubio de…

We present upper bounds for the Wasserstein distance of order $p$ between the marginals of L\'evy processes, including Gaussian approximations for jumps of infinite activity. Using the convolution structure, we further derive upper bounds…

We prove a Hardy-Stein type identity for the semigroups of symmetric, pure-jump L\'evy processes. Combined with the Burkholder-Gundy inequalities, it gives the $L^p$ two-way boundedness, for $1<p<\infty$, of the corresponding…

The first passage time process of a L\'evy subordinator with heavy-tailed L\'evy measure has long-range dependent paths. The random fluctuations that appear under two natural schemes of summation and time scaling of such stochastic…