相关论文: Fock Space Decomposition of Levy Processes

A variation of the Zamolodchikov-Faddeev algebra over a finite dimensional Hilbert space $\mathcal{H}$ and an involutive unitary $R$-Matrix $S$ is studied. This algebra carries a natural vacuum state, and the corresponding Fock…

This paper is devoted to the fractional generalization of the Fokker-Planck equation associated with a stochastic differential equation in a bounded domain. The driving process of the stochastic differential equation is a L\'evy process…

For various series of complex semi-simple Lie algebras $\fg (t)$ equipped with irreducible representations $V(t)$, we decompose the tensor powers of $V(t)$ into irreducible factors in a uniform manner, using a tool we call {\it diagram…

This paper introduces a generalization of the so-called space-fractional Poisson process by extending the difference operator acting on state space present in the associated difference-differential equations to a much more general form. It…

We study function spaces that are related to square-integrable, irreducible, unitary representations of several low-dimensional nilpotent Lie groups. These are new examples of coorbit theory and yield new families of function spaces on…

We derive a generalised It\=o formula for stochastic processes which are constructed by a convolution of a deterministic kernel with a centred L\'evy process. This formula has a unifying character in the sense that it contains the classical…

The index Whittaker convolution operator, recently introduced by the authors, gives rise to a convolution measure algebra having the property that the convolution of probability measures is a probability measure. In this paper, we introduce…

We describe a fully faithful embedding of the category of (reflexive) globular sets into the category of counital cosymmetric $R$-coalgebras when $R$ is an integral domain. This embedding is a lift of the usual functor of $R$-chains and the…

We define a category of planar diagrams whose Grothendieck group contains an integral version of the infinite rank Heisenberg algebra, thus yielding a categorification of this algebra. Our category, which is a q-deformation of one defined…

In this paper we generalize Bochkariev's theorem, which states that for any uniformly bounded orthonormal system $\Phi$, there exists a Lebesgue integrable function such that the Fourier series of it with respect to system $\Phi$ diverge on…

In a recent paper by Zhao and the author, the Lie algebras $A[D]=A\otimes F[D]$ of Weyl type were defined and studied, where $A$ is a commutative associative algebra with an identity element over a field $F$ of any characteristic, and…

A recent characterisation of Fock-adapted contraction operator stochastic cocycles on a Hilbert space, in terms of their associated semigroups, yields a general principle for the construction of such cocycles by approximation of their…

Fractional Brownian motion can be represented as an integral of a deterministic kernel w.r.t. an ordinary Brownian motion either on infinite or compact interval. In previous literature fractional L\'evy processes are defined by integrating…

We consider Kolmogorov-Fokker-Planck operators of the form $$ \mathcal{L}u=\sum_{i,j=1}^{q}a_{ij}(x,t)u_{x_{i}x_{j}}+\sum_{k,j=1}^{N} b_{jk}x_{k}u_{x_{j}}-\partial_{t}u, $$ with $\left( x,t\right) \in\mathbb{R}^{N+1},N\geq q\geq1$. We…

We construct the Fock space representations for the quantum affine algebra of type $C_2^{(1)}$ in terms of Young walls. Using this construction, we give a generalized Lascoux-Leclerc-Thibon algorithm for computing the global bases of the…

A class of generalized nonlinear Kolmogorov equations is investigated. We present the group classification of Lie symmetries of the class with respect to the group of equivalence transformations. We find a number of exact solutions of…

Cofibrations are defined in the category of Fr\"olicher spaces by weakening the analog of the classical definition to enable smooth homotopy extensions to be more easily constructed, using flattened unit intervals. We later relate smooth…

Floer cohomology groups are usually defined over a field of formal functions (a Novikov field). Under certain assumptions, one can equip them with connections, which means operations of differentiation with respect to the Novikov variable.…

We characterise the convergence of a certain class of discrete time Markov processes toward locally Feller processes in terms of convergence of associated operators. The theory of locally Feller processes is applied to L\'evy-type processes…

We pursue the study of local index theory for operators of Fourier-integral type associated to non-proper and non-isometric actions of Lie groupoids, initiated in a previous work. We introduce the notion of geometric cocycles for Lie…