Related papers: L\'evy processes and Fourier multipliers

We study a combination of the refracted and reflected L\'evy processes. Given a spectrally negative L\'evy process and two boundaries, it is reflected at the lower boundary while, whenever it is above the upper boundary, a linear drift at a…

We prove that a local $L^p(V_2)$ variation norm estimate fails for circular means in two dimensions, and quantify this failure by proving lower bounds for functions of exponential type. This is related to lower bounds for Fourier…

We establish the comparison principle and the existence of solutions of the integro-differential equations with L{\'e}vy operators. The L{\'e}vy operators of our interest are infinitesmal generator of the jump processes which could be…

We find a maximum principle for general non-Markovian semi-martingales. We do so by describing the adjoint processes with non-anticipating stochastic derivatives in a martingale random field setting. In the case of the L\'evy processes this…

Scaling properties of time series are usually studied in terms of the scaling laws of empirical moments, which are the time average estimates of moments of the dynamic variable. Nonlinearities in the scaling function of empirical moments…

We provide asymptotic results and develop high frequency statistical procedures for time-changed L\'evy processes sampled at random instants. The sampling times are given by first hitting times of symmetric barriers whose distance with…

In this paper we present the asymptotic analysis of the realised quadratic variation for multivariate symmetric $\beta$-stable L\'evy processes, $\beta \in (0,2)$, and certain pure jump semimartingales. The main focus is on derivation of…

In this paper, we study the mapping property form $L^p$ to $L^q$ of the resolvent of the Fourier multiplier operators and scattering theory of generalized Schr\"odinger operators. Though the first half of the subject is studied in [4], we…

It is well known that freeness appears in the high-dimensional limit of independence for matrices. Thus, for instance, the additive free Brownian motion can be seen as the limit of the Brownian motion on hermitian matrices. More generally,…

In this work we define a Fourier transform for each $f\in L^{p(\cdot)}(\mathbb{R})$, for a large class of exponent functions $p(\cdot)$, as the distributional derivative of a H\"older continuous function. A norm is defined in the space of…

We establish various $L^{p}$ estimates for the Schr\"odinger operator $-\Delta+V$ on Riemannian manifolds satisfying the doubling property and a Poincar\'e inequality, where $\Delta $ is the Laplace-Beltrami operator and $V$ belongs to a…

We prove that a large class of operators, which arise as the projections of martingale transforms of stochastic integrals with respect to Brownian motion, as well as other closely related operators, are in fact Calder\'on--Zygmund…

From the point of view of stochastic analysis the Caputo and Riemann-Liouville derivatives of order $\al \in (0,2)$ can be viewed as (regularized) generators of stable L\'evy motions interrupted on crossing a boundary. This interpretation…

We derive a functional equation for the mean first-passage time (MFPT) of a generic self-similar Markovian continuous process to a target in a one-dimensional domain and obtain its exact solution. We show that the obtained expression of the…

Let $T$ be a bounded linear operator on $L^p$. We study the rate of growth of the norms of the powers of $T$ under resolvent conditions or Ces\`aro boundedness assumptions. Actually the relevant properties of $L^p$ spaces in our study are…

We consider the bilinear Fourier multiplier operator with the multiplier written as a linear combination of a fixed bump function. For those operators we prove two transference theorems, one in amalgam spaces and the other in Wiener amalgam…

We present a numerical scheme to calculate fluctuation identities for exponential L\'evy processes in the continuous monitoring case. This includes the Spitzer identities for touching a single upper or lower barrier, and the more difficult…

We prove L^p estimates for the "biest", a trilinear multiplier with singular symbol which arises naturally in the expansion of eigenfunctions of a Schrodinger operator, and which is also related to the bilinear Hilbert transform. In a…

In this work we investigate the boundedness of Fourier multipliers on Triebel-Lizorkin spaces associated to positive Rockland operators on a graded Lie group. The found criterion is expressed in terms of the H\"ormander-Mihlin condition on…

We prove norm estimates for the difference of resolvents of operators and their discrete counterparts, embedded into the continuum using biorthogonal Riesz sequences. The estimates are given in the operator norm for operators on square…