Related papers: L\'evy processes and Fourier multipliers

In this note we study the $L^p-L^q$ boundedness of Fourier multipliers of anharmonic oscillators, and as a consequence also of spectral multipliers, for the range $1<p \leq 2 \leq q <\infty$. The underlying Fourier analysis is associated…

We show that maximal operators formed by dilations of Mikhlin-H"ormander multipliers are typically not bounded on $L^p(R^d)$. We also give rather weak conditions in terms of the decay of such multipliers under which $L^p$ boundedness of the…

We provide asymptotically sharp bounds for the $L_p$ norms of the Fourier multipliers with the symbols $e^{i\lambda \varphi(\xi/|\xi|)}$, where $\lambda\in \mathbb{R}$ is a large parameter.

What is the analogue of L\'evy processes for random surfaces? Motivated by scaling limits of random planar maps in random geometry, we introduce and study L\'evy looptrees and L\'evy maps. They are defined using excursions of general L\'evy…

Several two-boundary problems are solved for a special L\'{e}vy process: the Poisson process with an exponential component. The jumps of this process are controlled by a homogeneous Poisson process, the positive jump size distribution is…

We study a.e. convergence on $L^p$, and Lorentz spaces $L^{p,q}$, $p>\tfrac{2d}{d-1}$, for variants of Riesz means at the critical index $d(\tfrac 12-\tfrac 1p)-\tfrac12$. We derive more general results for (quasi-)radial Fourier…

In this paper we study some estimates of norms in variable exponent Lebesgue spaces for maximal multiplier operators.We will consider the case when multiplier is the Fourier transform of a compactly supported Borel measure

We study stability estimates for the almost extremal functions associated with the $L^p$-bound for the real and imaginary parts of the Beurling-Ahlfors operator. The proof exploits probabilistic methods and rests on analogous results for…

Using the Wiener-Hopf factorization, it is shown that it is possible to bound the path of an arbitrary Levy process above and below by the paths of two random walks. These walks have the same step distribution, but different random starting…

The pricing of options in exponential Levy models amounts to the computation of expectations of functionals of Levy processes. In many situations, Monte-Carlo methods are used. However, the simulation of a Levy process with infinite Levy…

In this paper we present some limit theorems for power variation of L\'evy semi-stationary processes in the setting of infill asymptotics. L\'evy semi-stationary processes, which are a one-dimensional analogue of ambit fields, are moving…

Lewis and Mordecki have computed the Wiener-Hopf factorization of a L\'evy process whose restriction on $]0,+\infty[$ of their L\'evy measure has a rational Laplace transform. That allows to compute the distribution of $(X_t,\inf_{0\leq…

We give characterizations of radial Fourier multipliers as acting on radial L^p-functions, 1<p<2d/(d+1), in terms of Lebesgue space norms for Fourier localized pieces of the convolution kernel. This is a special case of corresponding…

Using a Levy process we generalize formulas in Bo et al.(2010) for the Esscher transform parameters for the log-normal distribution which ensure the martingale condition holds for the discounted foreign exchange rate. Using these values of…

We study the effect of a splitting operator S_t on the L^p norm of the Fourier transform of a function f and on the operator norm of a Fourier multiplier m. Most of our results assume p is an even integer, and are often stronger when f or m…

In the present work, we consider spectrally positive L\'evy processes $(X_t,t\geq0)$ not drifting to $+\infty$ and we are interested in conditioning these processes to reach arbitrarily large heights (in the sense of the height process…

This is a survey of recent results on central and non-central limit theorems for quadratic functionals of stationary processes. The underlying processes are Gaussian, linear or L\'evy-driven linear processes with memory, and are defined…

We prove the boundedness of a general class of multipliers and Fourier multipliers, in particular of the Hilbert transform, on quasi-Banach modulation spaces. We also deduce boundedness for multiplications and convolutions for elements in…

In this paper, we study multilinear Fourier multiplier operators on Hardy spaces. In particular, we prove that the multilinear Fourier multiplier operator of H\"ormander type is bounded from $H^{p_1} \times \cdots \times H^{p_m}$ to $H^p$…

Fourier restriction theorems, whose study had been initiated by E.M. Stein, usually describe a family of a priori estimates of the L^q-norm of the restriction of the Fourier transform of a function f in L^p (say, on Euclidean space) to a…