Related papers: L\'evy processes and Fourier multipliers

In this paper we discuss the $L^p$-$L^q$ boundedness of both spectral and Fourier multipliers on general locally compact separable unimodular groups $G$ for the range $1<p\leq q<\infty$. We prove a Lizorkin type multiplier theorem for…

We find that if a Fourier multiplier is continuous from $L^{\Phi_1}$ to $L^{\Phi_2}$, then it is also continuous from $M^{\Phi_1,\Psi}$ to $M^{\Phi_2,\Psi}$, where $\Phi_1,\Phi_2,\Psi$ are quasi-Young functions and $\Phi_1$ fulfills the…

In this paper we present some new limit theorems for power variation of $k$th order increments of stationary increments L\'evy driven moving averages. In this infill sampling setting, the asymptotic theory gives very surprising results,…

We model the price of a stock via a Lang\'{e}vin equation with multi-dimensional fluctuations coupled in the price and in time. We generalize previous models in that we assume that the fluctuations conditioned on the time step are compound…

We prove endpoint bounds for the square function associated with radial Fourier multipliers acting on $L^{p}$ radial functions. This is a consequence of endpoint bounds for a corresponding square function for Hankel multipliers. We obtain a…

The $(k,a)$-generalised Fourier transform is the unitary operator defined using the $a$-deformed Dunkl harmonic oscillator.The main aim of this paper is to prove $L^p$-$L^q$ boundedness of $(k, a)$-generalised Fourier multipliers. To show…

For bilinear Fourier multipliers that contain some oscillatory factors, boundedness of the operators between Lebesgue spaces is given including endpoint cases. Sharpness of the result is also considered.

We obtain an intertwining relation between some Riemann-Liouville operators of order a in (1,2) connecting through a certain multiplicative identity in law the one-dimensional marginals of reflected completely asymmetric a-stable L\'evy…

We study the continuity on the modulation spaces $M^{p,q}$ of Fourier multipliers with symbols of the type $e^{i\mu(\xi)}$, for some real-valued function $\mu(\xi)$. A number of results are known, assuming that the derivatives of order…

Our first result concerns a characterisation by means of a functional equation of Poisson point processes conditioned by the value of their first moment. It leads to a generalised version of Mecke's formula. En passant, it also allows to…

For a L\'evy process $\xi=(\xi_t)_{t\geq0}$ drifting to $-\infty$, we define the so-called exponential functional as follows \[{\rm{I}}_{\xi}=\int_0^{\infty}e^{\xi_t} dt.\] Under mild conditions on $\xi$, we show that the following…

We study spectral-theoretic properties of non-self-adjoint operators arising in the study of one-dimensional L\'evy processes with completely monotone jumps with a one-sided barrier. With no further assumptions, we provide an integral…

We show the existence of L\'evy-type stochastic processes in one space dimension with characteristic triplets that are either discontinuous at thresholds, or are stable-like with stability index functions for which the closures of the…

We prove a general functional limit theorem for multiparameter fractional Brownian motion. The functional law of the iterated logarithm, functional L\'{e}vy's modulus of continuity and many other results are its particular cases.…

In this paper we establish functional Erd\H{o}s-Renyi laws for L\'evy processes, i.e. limit theorems for sets of functions on [0,1] associated to their increments. First, we determine precise conditions under which, in a general framework,…

The first three results in this thesis are motivated by a far-reaching conjecture on boundedness of singular Brascamp-Lieb forms. Firstly, we improve over the trivial estimate for their truncations, thus excluding potential trivial…

We prove various extensions of the Coifman-Rubio de Francia-Semmes multiplier theorem to operator-valued multipliers on Banach function spaces. Our results involve a new boundedness condition on sets of operators which we call…

We study the Wiener-Hopf factorization for L\'evy processes $X_t$ with completely monotone jumps. Extending previous results of L.C.G. Rogers, we prove that the space-time Wiener-Hopf factors are complete Bernstein functions of both the…

Monotone L\'evy processes with additive increments are defined and studied. It is shown that these processes have a natural Markov structure and their Markov transition semigroups are characterized using the monotone L\'evy-Khintchine…

In this paper, we establish an operator-valued Fourier multiplier theorem in weighted Lebesgue spaces, Besov and Triebel--Lizorkin spaces, assuming the multiplier has $\mathcal{R}$-bounded range and satisfies an $\ell^r$-summability…