Related papers: L\'evy processes and Fourier multipliers

We prove resolvent $L_p$ estimates and maximal $L_p$-$L_q$ regularity estimates for the Stokes equations with Dirichlet, Neumann and Robin boundary conditions in the half space. Each solution is constructed by a Fourier multiplier of…

Some classes of increment martingales, and the corresponding localized classes, are studied. An increment martingale is indexed by the real line and its increment processes are martingales. We focus primarily on the behavior as time goes to…

The aim of this work is to extend and study a family of transformations between Laplace exponents of L\'evy processes which have been introduced recently in a variety of different contexts by Patie, Kyprianou and Patie, and, Gnedin, as well…

It is considered Fourier transform of convex analytic hypersufaces on $R^{4} $. We prove that the Fourier restriction operator associated to convex analytic hypersufaces is \textit{$(L_{p}, L_{2})$} bounded whenever $1\le p\le…

We construct a class of Fourier multipliers whose associated operators are weak (1,1) bounded but fail to be weak (p, p) bounded for any 1 < p \leq \infty. Moreover, we show that this result is sharp.

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 the infill asymptotic setting, where the sampling frequency converges to zero while…

It is well known that if a submartingale $X$ is bounded then the increasing predictable process $Y$ and the martingale $M$ from the Doob decomposition $% X=Y+M$ can be unbounded. In this paper for some classes of increasing convex functions…

A distributional equation as a criterion for invariant measures of Markov processes associated to L\'evy-type operators is established. This is obtained via a characterization of infinitesimally invariant measures of the associated…

In this article we revisit some classical conjectures in harmonic analysis in the setting of mixed norm spaces $L^p_{rad} L^2_{ang} (\mathbb{R}^n)$. We produce sharp bounds for the restriction of the Fourier transform to compact…

We consider a L\'evy process that starts from $x<0$ and conditioned on having a positive maximum. When Cram\'er's condition holds, we provide two weak limit theorems as $x\to -\infty$ for the law of the (two-sided) path shifted at the first…

We consider a new method of the semiparametric statistical estimation for the continuous-time moving average L\'evy processes. We derive the convergence rates of the proposed estimators, and show that these rates are optimal in the minimax…

We prove $L^p$ estimates for various multi-parameter bi- and trilinear operators with symbols acting on fibers of the two-dimensional functions. In particular, this yields estimates for the general bi-parameter form of the twisted…

In 1965 K. de Leeuw \cite{deleeuw} proved among other things in the Fourier transform setting: {\it If a continuous function $m(\xi _1, \ldots ,\xi _n)$ on ${\bf R}^n$ generates a bounded transformation on $L^p({\bf R}^n),\; 1\le p \le…

Consider a sequence (Z_n,Z_n^M) of bivariate L\'evy processes, such that Z_n is a spectrally positive L\'evy process with finite variation, and Z_n^M is the counting process of marks in {0,1} carried by the jumps of Z_n. The study of these…

We consider bilinear multipliers that appeared as a distinguished particular case in the classification of two-dimensional bilinear Hilbert transforms by Demeter and Thiele [9]. In this note we investigate their boundedness on Sobolev…

Let $(Z_t)_{t\geq 0}$ denote the derivative martingale of branching Brownian motion, i.e.\@ the derivative with respect to the inverse temperature of the normalized partition function at critical temperature. A well-known result by Lalley…

The study of distributed order calculus usually concerns about fractional derivatives of the form $\int_0^1 \partial^\alpha u \, m(d\alpha)$ for some measure $m$, eventually a probability measure. In this paper an approach based on L\'evy…

The purpose of the present work is twofold. First, we develop the theory of general self-similar growth-fragmentation processes by focusing on martingales which appear naturally in this setting and by recasting classical results for…

A martingale transform $ T$, applied to an integrable locally supported function $ f$, is pointwise dominated by a positive sparse operator applied to $ \lvert f\rvert $, the choice of sparse operator being a function of $ T$ and $ f$. As a…

We establish upper bounds for shifted moments of modular $L$-functions to a fixed modulus as well as quadratic twists of modular $L$-functions under the generalized Riemann hypothesis. Our results are then used to establish bounds for…