相关论文: Fock Space Decomposition of Levy Processes

In this paper, we generalize Bochkarev's theorem, which states that for any uniformly bounded biorthonormal system $\Phi$, there exists a Lebesgue integrable function whose Fourier series with respect to the system $\Phi$ diverges on a set…

Let $G$ be a finite group and let $\pi: G \to G'$ be a surjective group homomorphism. Consider the cocycle deformation $L = H^{\sigma}$ of the Hopf algebra $H = k^G$ of $k$-valued linear functions on $G$, with respect to some convolution…

The level l Fock space admits canonical bases G_e and G_\infty. They correspond to U_{v}(hat{sl}_{e}) and U_{v}(sl_{\infty})-module structures. We establish that the transition matrices relating these two bases are unitriangular with…

Given $n$ equidistant realisations of a L\'evy process $(L_t,\,t\ge 0)$, a natural estimator $\hat N_n$ for the distribution function $N$ of the L\'evy measure is constructed. Under a polynomial decay restriction on the characteristic…

A recently published paper (Schmid, Rozowski, Silva, and Rot, 2022) offers a (co)algebraic framework for studying processes with algebraic branching structures and recursion operators. The framework captures Milner's algebra of regular…

General hyperplane sections of a Fano threefold $Y$ of index 2 and Picard rank 1 are del Pezzo surfaces, and their Picard group is related to a root system. To the corresponding roots, we associate objects in the Kuznetsov component of $Y$…

We use Goncharov's coproduct of multiple polylogarithms to define a Lie coalgebra over an arbitrary field. It is generated by symbols subject to inductively defined relations, which we think of as functional relations for multiple…

In this work, we investigate the fine regularity of L\'evy processes using the 2-microlocal formalism. This framework allows us to refine the multifractal spectrum determined by Jaffard and, in addition, study the oscillating singularities…

Suppose $A$ is a positive real linear transformation on a finite dimensional complex inner product space $V$. The reproducing kernel for the Fock space of square integrable holomorphic functions on $V$ relative to the Gaussian measure…

Global and local Weyl Modules were introduced via generators and relations in the context of affine Lie algebras in a work by the first author and Pressley and were motivated by representations of quantum affine algebras. A more general…

In this article we study a class of stochastic functional differential equations driven by L\'{e}vy processes (in particular, $\alpha$-stable processes), and obtain the existence and uniqueness of Markov solutions in small time intervals.…

Based on the concept of self-decomposability, we extend some recent multivariate L\'evy models built using multivariate subordination with the aim of capturing situations in which a sudden event in one market is propagated onto related…

For a field $\mathbb{F}$, let $L_k(\mathbb{F})$ be the Lie algebra of derivations $f(t)\frac{d}{dt}$ of the polynomial ring $\mathbb{F}[t]$, where $f(t)$ is a polynomial of degree $\geqslant k$. For any $k\geqslant -1$, we present a basis…

Apart from global topological problems an affine homogeneous space is locally described by its curvature, its torsion and a slightly less tangible object called its connection in a given base point. Using this description of the local…

Given a finite-dimensional reductive Lie algebra $\mathfrak{g}$ equipped with a nondegenerate, invariant, symmetric bilinear form $B$, let $V^k(\mathfrak{g},B)$ denote the universal affine vertex algebra associated to $\mathfrak{g}$ and $B$…

We analyze two different confining mechanisms for L\'{e}vy flights in the presence of external potentials. One of them is due to a conservative force in the corresponding Langevin equation. Another is implemented by Levy-Schroedinger…

In this work, we introduce a theory of stochastic integration with respect to symmetric $\alpha$-stable cylindrical L\'evy processes. Since $\alpha$-stable cylindrical L\'evy processes do not enjoy a semi-martingale decomposition, our…

The space of entire functions which are integrable with respect to the Gaussian weight, known also as the Fock space, is one of the preferred functional Hilbert spaces for modelling and experimenting harmonic analysis, quantum mechanics or…

The orbit-fixing deformation spaces of $C^\infty$ locally free actions of simply connected Lie groups on closed $C^\infty$ manifolds have been studied by several authors. In this paper we reformulate the deformation space by imitating the…

For a simple Lie algebra $\mathfrak g$ we define a system of linear ODEs with polynomial coefficients, which we call the topological equation of $\mathfrak g$-type. The dimension of the space of solutions regular at infinity is equal to the…