相关论文: Levy processes and Fourier analysis on compact Lie…

We investigate densities of vaguely continuous convolution semigroups of probability measures on $\mathbb{R}^d$. We expose that many typical conditions on the characteristic exponent repeatedly used in the literature of the subject are…

We find the Stratonovich-Weyl quantizer for the nonunimodular affine group of the line. A noncommutative product of functions on the half-plane, underlying a noncompact spectral triple in the sense of Connes, is obtained from it. The…

In this paper we establish the $L^p$-$L^q$ boundedness of Fourier multipliers on locally compact separable unimodular groups for the range of indices $1<p\leq 2 \leq q<\infty$. Our approach is based on the operator algebras techniques. The…

We study the distribution of the exponential functional $I(\xi,\eta)=\int_0^{\infty} \exp(\xi_{t-}) \d \eta_t$, where $\xi$ and $\eta$ are independent L\'evy processes. In the general setting using the theories of Markov processes and…

We investigate the boundedness of Fourier multipliers on a compact Lie group when acting on Triebel-Lizorkin spaces. Criteria are given in terms of the H\"ormander-Mihlin-Marcinkiewicz condition. In our analysis, we use the difference…

We consider the Schroedinger equation with a supersymmetric random potential, where the superpotential is a Levy noise. We focus on the problem of computing the so-called complex Lyapunov exponent, whose real and imaginary parts are,…

The one dimensional distribution of a L\'{e}vy process is not known in general even though its characteristic function is given by the famous L\'{e}vy-Khinchine theorem. This article gives an exact series representation for the one…

We study a linear-fractional Bienaym\'e-Galton-Watson process with a general type space. The corresponding tree contour process is described by an alternating random walk with the downward jumps having a geometric distribution. This leads…

A space of entire functions of several complex variables rapidly decreasing on ${\mathbb R}^n$ and such that their growth along $i{\mathbb R}^n$ is majorized with a help of a family of weight functions is considered in the paper. For this…

We extend a classical theorem of Courr\`{e}ge to Lie groups in a global setting, thus characterising all linear operators on the space of smooth functions of compact support that satisfy the positive maximum principle. We show that these…

In this paper, we are concerned with the representation of an important sublinear expectation under which framework a new stochastic process G-L\'evy process has been introduced. We show the existence of a weakly compact family of…

We consider the coadjoint action of a Loop group of a compact group on the dual of the corresponding centrally extended Loop algebra and prove that a Brownian motion in a Cartan subalgebra conditioned to remain in an affine Weyl chamber -…

This article presents the $L^p$-Heisenberg--Pauli--Weyl uncertainty inequality for the group Fourier transform on a class of two-step nilpotent Lie groups, specifically the M\'etivier groups. This inequality quantitatively demonstrates that…

For subordinators with positive drift we extend recent results on the structure of the potential measures and the renewal densities. Applying Fourier analysis a new representation of the potential densities is derived from which we deduce…

We propose non-asymptotic controls of the cumulative distribution function $P(|X_{t}|\ge \varepsilon)$, for any $t>0$, $\varepsilon>0$ and any L\'evy process $X$ such that its L\'evy density is bounded from above by the density of an…

We develop the Lie theory of Lie-admissible algebras whose product is enriched with higher operations modeled on directed graphs with a view to apply it to the deformation theories controlled by this kind of Lie algebras. We produce…

In this paper, we develop a new mathematical technique which allows us to express the joint distribution of a Markov process and its running maximum (or minimum) through the marginal distribution of the process itself. This technique is an…

In this paper we prove a criterion of convergence in distribution in Skorokhod space. We apply this criterion to some special Levy processes and obtain almost-sure versions of limit theorems for these processes.

In this paper, we study weak and strong transience of a class of Feller processes associated with pseudo-differential operators, the so-called L\'evy-type processes. As a main result, we derive Chung-Fuchs type conditions (in terms of the…

The global in time existence of weak solutions to a cross-diffusion system with fractional diffusion in the whole space is proved. The equations describe the evolution of multi-species populations in the regime of large-distance…