相关论文: Holomorphic transforms with application to affine …

We introduce a class of jump-diffusions, called holomorphic, of which the well-known classes of affine and polynomial processes are particular instances. The defining property concerns the extended generator, which is required to map a…

We present a time change construction of affine processes with state-space $\mathbb{R}_+^m\times \mathbb{R}^n$. These processes were systematically studied in (Duffie, Filipovi\'c and Schachermayer, 2003) since they contain interesting…

We describe a general framework of functional and Fourier analysis on domains with a free action of an Abelian Lie group $G$. Namely, on a domain of the form $G\times Y$ we introduce the appropriate spaces of distributions and measurable…

Additive processes are obtained from L\'{e}vy ones by relaxing the condition of stationary increments, hence they are spatially (but not temporally) homogeneous. By analogy with the case of time-homogeneous Markov processes, one can define…

The Fractional Fourier Transform (FrFT) has widespread applications in areas like signal analysis, Fourier optics, diffraction theory, etc. The Holomorphic Fractional Fourier Transform (HFrFT) proposed in the present paper may be used in…

We investigate the behavior of Fourier transforms for a wide class of nonstationary nonlinear processes. Asymptotic central and noncentral limit theorems are established for a class of nondegenerate and degenerate weighted $V$-statistics…

Based on the recent developments in the irregular Riemann-Hilbert correspondence for holonomic D-modules and the Fourier-Sato transforms for enhanced ind-sheaves, we study the Fourier transforms of some irregular holonomic D-modules. For…

This paper provides a multivariate extension of Bertoin's pathwise construction of a L\'evy process conditioned to stay positive/negative. Thus obtained processes conditioned to stay in half-spaces are closely related to the original…

Using projections on the (generalized) eigenvectors associated to matrices that characterize the topological structure, several authors have constructed generalizations of the Fourier transform on graphs. By exploring mappings of the…

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…

In this paper approximation methods for infinite-dimensional Levy processes, also called (time-dependent) Levy fields, are introduced. For square integrable fields beyond the Gaussian case, it is no longer given that the one-dimensional…

In [16], under mild conditions, a Wiener-Hopf type factorization is derived for the exponential functional of proper L\'evy processes. In this paper, we extend this factorization by relaxing a finite moment assumption as well as by…

We define the holomorphic Fourier transform of holomorphic functions on complex reductive groups, prove some properties like the Fourier inversion formula, and give some applications. The definition of the holomorphic Fourier transform…

Ongoing work in quantum information emphasises the need for a structural understanding of quantum speedups: in this work, we focus on the quantum Fourier transform and the structures in quantum theory that enable it. We elucidate a general…

We study the holomorphic extension associated with power series, i.e., the analytic continuation from the unit disk to the cut-plane $\mathbb{C} \setminus [1,+\infty)$. Analogous results are obtained also in the study of trigonometric…

In this paper, we focus on Fourier analysis and holographic transforms for signal representation. For instance, in the case of image processing, the holographic representation has the property that an arbitrary portion of the transformed…

When is it possible to interpret a given Markov process as a L\'evy-like process? Since the class of L\'evy processes can be defined by the relation between transition probabilities and convolutions, the answer to this question lies in the…

Conditional independence and graphical models are crucial concepts for sparsity and statistical modeling in higher dimensions. For L\'evy processes, a widely applied class of stochastic processes, these notions have not been studied. By the…

In this work we extend analytic signal theory to the multidimensional case when oscillations are observed in the $d$ orthogonal directions. First it is shown how to obtain separate phase-shifted components and how to combine them into…

We start by defining a subordinator by means of the lower-incomplete gamma function. It can be considered as an approximation of the stable subordinator, easier to be handled thank to its finite activity. A tempered version is also…