Related papers: L\'evy processes and Fourier multipliers

In the present paper, we obtain an explicit product formula for products of multiple integrals w.r.t. a random measure associated with a L\'evy process. As a building block, we use a representation formula for products of martingales from a…

A classical theorem of Mihlin yields Lp estimates for spectral multipliers Lp(R^d) -> Lp(R^d); g -> F^{-1}[f(| |^2) Fg] in terms of L^\infty bounds of the multiplier function f and its weighted derivatives up to an order > d/2. This…

We give an overview of some recent results on operator-valued $(L^{p},L^{q})$ Fourier multipliers and stability theory for evolution equations. The aim is to provide a relatively nontechnical introduction to the underlying ideas,…

Our main result is the martingale representations for Markov additive processes where the modulator is a Levy process. These processes have three parts: the modulator, the jumps of the ordinate triggered by the modulator, and the…

Several long-time limit theorems of one-dimensional L\'evy processes weighted and normalized by functions of its supremum are studied. The long-time limits are taken via the families of exponential times and that of constant times, called…

We study jump-diffusion processes with parameters switching at random times. Being motivated by possible applications, we characterise equivalent martingale measures for these processes by means of the relative entropy. The minimal entropy…

We consider a class of L\'evy-type processes derived via a Doob-transform from L\'evy processes conditioned by a control function called potential. These processes have position-dependent and generally unbounded components, with stationary…

In this work, we study Fourier multipliers on noncommutative spaces. In particluar, we show a simple proof of $L^p$-$L^q$ estimate of Fourier multipliers on general noncommutative spaces associated with semi-finite von Neumann algebras.…

We present a new criterion for the weighted $L^p-L^q$ boundedness of multiplier operators for Laguerre and Hermite expansions that arise from a Laplace-Stieltjes transform. As a special case, we recover known results on weighted estimates…

This paper considers the martingale problem for a class of weakly coupled L\'{e}vy type operators. It is shown that under some mild conditions, the martingale problem is well-posed and uniquely determines a strong Markov process…

In this paper, we study the $L^p$ boundedness of a class of oscillating multiplier operator for the Dunkl transform, $T_{m_\alpha}=\mathcal{F}_k^{-1}(m_{\alpha}\mathcal{F}_k(f))$ with $m(\xi)=|\xi|^{-\alpha}e^{\pm i|\xi|}\phi(\xi)$. We…

Given $n$ equidistant realisations of a L\'evy process $(L_t,\,t\ge 0)$, a natural estimator $\hat N_n$ for the distribution function $N$ of the L\'evy measure is constructed. Under a polynomial decay restriction on the characteristic…

In this paper we study the $L^{p}$-$L^{q}$ boundedness of Fourier multipliers on the fundamental domain of a lattice in $\mathbb{R}^{d}$ for $1 < p,q < \infty$ under the classical H\"ormander condition. First, we introduce Fourier analysis…

We study boundary traces of shift-invariant diffusions: two-dimensional diffusions in the upper half-plane $\mathbb{R} \times [0, \infty)$ (or in $\mathbb{R} \times [0, R)$) invariant under horizontal translations. We prove that the…

Given a smooth bump function, we consider the multiplier formed by taking the linear combination of the translations of the bump function and the corresponding bilinear Fourier multiplier operator. Under certain condition on the bump…

We study the asymptotic behaviour of a properly normalized time-changed multidimensional Wiener process; the time change is given by an additive functional of the Wiener process itself. At the level of generators, the time change means that…

The paper provides a complement to the classical results on Fourier multipliers on $L^p$ spaces. In particular, we prove that if $q\in (1,2)$ and a function $m:\mathbb{R} \rightarrow \mathbb{C}$ is of bounded $q$-variation uniformly on the…

The theory for multiplier empirical processes has been one of the central topics in the development of the classical theory of empirical processes, due to its wide applicability to various statistical problems. In this paper, we develop…

In this paper we present some new limit theorems for power variations of stationary increment L\'{e}vy driven moving average processes. Recently, such asymptotic results have been investigated in [Ann. Probab. 45(6B) (2017), 4477--4528,…

For a L\'evy process $X$ on a finite time interval consider the probability that it exceeds some fixed threshold $x>0$ while staying below $x$ at the points of a regular grid. We establish exact asymptotic behavior of this probability as…