Related papers: L\'evy Processes on $U_q(g)$ as Infinitely Divisib…

Let $\mathbb{R}^N_+= [0,\infty)^N$. We here consider a class of random fields $(X_t)_{t\in \mathbb{R}^N_+}$ which are known as Multiparameter L\'evy processes. Related multiparameter semigroups of operators and their generators are…

We study automorphic Lie algebras and their applications to integrable systems. Automorphic Lie algebras are a natural generalisation of celebrated Kac-Moody algebras to the case when the group of automorphisms is not cyclic. They are…

In the present paper we show that the Levy-Ito representation of the infinitesimal generator $L$ for Levy processes $X_t$ can be written in a convolution-type form. Using the obtained convolution form we have constructed the quasi-potential…

In this paper we introduce a new class of L\'evy processes which we call hypergeometric-stable L\'evy processes, because they are obtained from symmetric stable processes through several transformations and where the Gauss hypergeometric…

We study the regularity of solutions to the integro-differential equation $Af-\lambda f=g$ associated with the infinitesimal generator $A$ of a L\'evy process. We show that gradient estimates for the transition density can be used to derive…

The universal enveloping algebra $\mathscr{U}$ of a two-dimensional nonabelian Lie algebra $L$ is a Lie algebra itself with the commutator as Lie bracket. There exists a presentation of $\mathscr{U}$ with generators $x,y$ and relation…

Let $A$ be an associative algebra over a field of characteristic $\neq 2$ that is generated by a finite collection of nilpotent elements. We prove that all Lie derived powers of $A$ are finitely generated Lie algebras.

We construct families of irreducible representations for a class of quantum groups $U_{q}(f_{m}(K,H)$. First, we realize these quantum groups as Hyperbolic algebras. Such a realization yields natural families of irreducible weight…

In contrast to their seemingly simple and shared structure of independence and stationarity, L\'evy processes exhibit a wide variety of behaviors, from the self-similar Wiener process to piecewise-constant compound Poisson processes.…

The generators of the Jordanian quantum algebra ${\cal U}_h(sl(2))$ are expressed as nonlinear invertible functions of the classical $sl(2)$ generators. This permits immediate explicit construction of the finite dimensional irreducible…

The concept of a L\'evy subordinator is generalized to a family of non-decreasing stochastic processes, which are parameterized in terms of two Bernstein functions. Whereas the independent increments property is only maintained in the…

We study homogeneous quantum L\'{e}vy processes and fields with independent additive increments over a noncommutative *-monoid. These are described by infinitely divisible generating state functionals, invariant with respect to an…

We propose the method for obtaining invariants of arbitrary representations of Lie groups that reduces this problem to known problems of linear algebra. The basis of this method is the idea of a special extension of the representation…

We study the quantum affine superalgebra $U_q(Lsl(M,N))$ and its finite-dimensional representations. We prove a triangular decomposition and establish a system of Poincar\'{e}-Birkhoff-Witt generators for this superalgebra, both in terms of…

We classify the finite dimensional irreducible representations of rectangular finite $W$-algebras, i.e., the finite $W$-algebras $U(\mathfrak{g}, e)$ where $\mathfrak{g}$ is a symplectic or orthogonal Lie algebra and $e \in \mathfrak{g}$ is…

We define the notion of quantized function algebras at $q=0$ or crystallization of the $q$ deformations of the type $A_{n}$ compact Lie groups at the $C^*$-algebra level. The $C^{*}$-algebra $A_{n}(0)$ is defined as a universal…

In the present paper we construct all typical finite-dimensional representations of the quantum Lie superalgebra $U_{q}[gl(2/2)]$ at generic deformation parameter $q$. As in the non-deformed case the finite-dimensional…

The law of a positive infinitely divisible process with no drift is characterized by its L\'evy measure on the paths space. Based on recent results of the two authors, it is shown that even for simple examples of such processes, the…

We introduce a category of $q$-oscillator representations over the quantum affine superalgebras of type $D$ and construct a new family of its irreducible representations. Motivated by the theory of super duality, we show that these…

We define a new family of multivariate stochastic processes over a finite time horizon that we call Generalised Liouville Processes (GLPs). GLPs are Markov processes constructed by splitting L\'evy random bridges into non-overlapping…