相关论文: L\'evy processes and Jacobi fields

We derive an explicit formula for the Jacobi field that is acting in an extended Fock space and corresponds to an ($\R$-valued) L\'evy process on a Riemannian manifold. The support of the measure of jumps in the L\'evy--Khintchine…

In [Yu.M. Berezansky, E. Lytvynov, D. A. Mierzejewski, Ukrainian Math. J. 55 (2003), 853--858 ], the Jacobi field of a L\'evy process was derived. This field consists of commuting self-adjoint operators acting in an extended (interacting)…

We identify the representation of the square of white noise obtained by L. Accardi, U. Franz and M. Skeide in [Comm. Math. Phys. 228 (2002), 123--150] with the Jacobi field of a L\'evy process of Meixner's type.

A functional representation of free L\'evy processes is established via an ensemble of unitarily invariant Hermitian matrix-valued L\'evy processes. This is accomplished by proving functional asymptotics of their empirical spectral…

We show that the general L\'{e}vy process can be embedded in a suitable Fock space, classified by cocycles of the real line regarded as a group, ${\bf R}$. The formula of de Finetti corresponds to coboundaries. Kolmogorov's processes…

We discuss some properties of Jacobi fields that do not involve assumptions on the curvature endomorphism. We compare indices of different spaces of Jacobi fields and give some applications to Riemannian geometry.

We review several applications of Berezansky's projection spectral theorem to Jacobi fields in a symmetric Fock space, which lead to L\'evy white noise measures.

We explicitly construct and study an isometry between the spaces of square integrable functionals of an arbitrary Levy process and a vector-valued Gaussian white noise. In particular, we obtain explicit formulas for this isometry at the…

Stochastic processes on manifolds over non-Archimedean fields and with transition measures having values in the field $\bf C$ of complex numbers are defined and investigated. The analogs of Markov, Poisson and Wiener processes are studied.…

In this paper we construct a non-skewsymmetric version of a Poisson bracket on the algebra of smooth functions on an odd Jacobi supermanifold. We refer to such Poisson-like brackets as Loday-Poisson brackets. We examine the relations…

We obtain a representation of an inhomogeneous Levy process in a Lie group or a homogeneous space in terms of a drift, a matrix function and a measure function. Because the stochastic continuity is not assumed, our result generalizes the…

We give asymptotic estimations on the area of the sets of points with large Brownian winding, and study the average winding between a planar Brownian motion and a Poisson point process of large intensity on the plane. This allows us to give…

Jacobi/Poisson algebras are algebraic counterparts of Jacobi/Poisson manifolds. We introduce representations of a Jacobi algebra $A$ and Frobenius Jacobi algebras as symmetric objects in the category. A characterization theorem for…

In this paper we have build the modified Hamiltonian formalism for geometric objects like the Jacobi fields and metric tensors. In this approach Jacobi fields and metric tensors are mapped among manifold. As an application, we have mapped a…

In this paper, we define Jacobi fields for nonholonomic mechanics using a similar characterization than in Riemannian geometry. We give explicit conditions to find Jacobi fields and finally we find the nonholonomic Jacobi equations in two…

By considering the Einstein vacuum field equations linearized about the Minkowski metric, the evolution equations for the gauge-invariant quantities characterizing the gravitational field are written in a Hamiltonian form by using a…

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…

Jacobi brackets (a generalization of standard Poisson brackets in which Leibniz's rule is replaced by a weaker condition) are extended to brackets involving an arbitrary (even) number of functions. This new structure includes, as a…

In this paper we introduce a new subspace of Jacobi forms of higher degree via certain relations among Fourier coefficients. We prove that this space can also be characterized by duality properties of certain distinguished embedded Hecke…

We study a class of dynamical systems for which the motions can be described in terms of geodesics on a manifold (ordinary potential models can be cast into this form by means of a conformal map). It is rigorously proven that the geodesic…