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

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…

We show that the space of observables of test particles carries a natural Jacobi structure which is manifestly invariant under the action of the Poincar\'{e} group. Poisson algebras may be obtained by imposing further requirements. A…

This chapter is an attempt to present a mathematical theory of compound fractional Poisson processes. The chapter begins with the characterization of a well-known L\'evy process: The compound Poisson process. The semi-Markov extension of…

In a preceding paper we introduced a notion of compatibility between a Jacobi structure and a Riemannian structure on a smooth manifold. We proved that in the case of fundamental examples of Jacobi structures : Poisson structures, contact…

We propose isomorphism type identities for nonlinear functionals of general infinitely divisible processes. Such identities can be viewed as an analogy of the Cameron-Martin formula for Poissonian infinitely divisible processes but with…

We study the geometric nature of the Jacobi equation. In particular we prove that Jacobi vector fields (JVFs) along a solution of the Euler-Lagrange (EL) equations are themselves solutions of the EL equations but considered on a…

We continue the investigation of the Levy processes on a q-deformed full Fock space started in a previous paper. First, we show that the vacuum vector is cyclic and separating for the algebra generated by such a process. Next, we describe a…

Jacobi groupoids are introduced as a generalization of Poisson and contact groupoids and it is proved that generalized Lie bialgebroids are the infinitesimal invariants of Jacobi groupoids. Several examples are discussed.

The identification mentioned in the title allows a formulation of the multidi mensional Favard Lemma different from the ones currently used in the literature and which exactly parallels the original one dimensional formulation in the sense…

The formulation of covariant brackets on the space of solutions to a variational problem is analyzed in the framework of contact geometry. It is argued that the Poisson algebra on the space of functionals on fields should be read as a…

Jacobi fields of classical solutions of a Hamiltonian mechanical system are quantized in the framework of vertical-extended Hamiltonian formalism. Quantum Jacobi fields characterize quantum transitions between classical solutions.

In this paper we use the orthogonal system of the Jacobi polynomials as a tool to study the Riemann-Liouville fractional integral and derivative operators on a compact of the real axis.This approach has some advantages and allows us to…

We explore a generalisation of the L\'evy fractional Brownian field on the Euclidean space based on replacing the Euclidean norm with another norm. A characterisation result for admissible norms yields a complete description of all…

Stochastic processes on topological vector spaces over non-Archimedean fields and with transition measures having values in non-Archimedean fields are defined and investigated. For this the non-Archimedean analog of the Kolmogorov theorem…

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.…

By definition, a Jacobi field $J=(J(\phi))_{\phi\in H_+}$ is a family of commuting selfadjoint three-diagonal operators in the Fock space $\mathcal F(H)$. The operators $J(\phi)$ are indexed by the vectors of a real Hilbert space $H_+$. The…

We study a decomposition of a general Markov process in a manifold invariant under a Lie group action into a radial part (transversal to orbits) and an angular part (along an orbit). We show that given a radial path, the conditioned angular…

The Polyakov measure for the Abelian gauge field is considered in the Robertson-Walker spacetimes. The measure is concretely represented by adopting two kind of decompositions of the gauge field degrees of freedom which are most familiarly…

We study multi-dimensional normal approximations on the Poisson space by means of Malliavin calculus, Stein's method and probabilistic interpolations. Our results yield new multi-dimensional central limit theorems for multiple integrals…

In this paper we give a geometric description of the Jacobi equations associated to a first-order Lagrangian field theory using a prolongation of the Lagrangian $L$ on a $k$-cosymplectic formulation. Moreover, using an appropriate…