Go to:
Logótipo
Comuta visibilidade da coluna esquerda
Você está em: Start > Publications > View > LEVY PROCESSES WITH RESPECT TO THE WHITTAKER CONVOLUTION
Publication

Publications

LEVY PROCESSES WITH RESPECT TO THE WHITTAKER CONVOLUTION

Title
LEVY PROCESSES WITH RESPECT TO THE WHITTAKER CONVOLUTION
Type
Article in International Scientific Journal
Year
2021
Authors
Sousa, R
(Author)
Other
The person does not belong to the institution. The person does not belong to the institution. The person does not belong to the institution. Without AUTHENTICUS Without ORCID
Guerra, M
(Author)
Other
The person does not belong to the institution. The person does not belong to the institution. The person does not belong to the institution. Without AUTHENTICUS Without ORCID
Yakubovich, SB
(Author)
FCUP
View Personal Page You do not have permissions to view the institutional email. Search for Participant Publications View Authenticus page View ORCID page
Journal
Vol. 374
Pages: 2383-2419
ISSN: 0002-9947
Other information
Authenticus ID: P-00T-KZ2
Abstract (EN): It is natural to ask whether it is possible to construct Levy-like processes where actions by random elements of a given semigroup play the role of increments. Such semigroups induce a convolution-like algebra structure in the space of finite measures. In this paper, we show that the Whittaker convolution operator, related with the Shiryaev process, gives rise to a convolution measure algebra having the property that the convolution of probability measures is a probability measure. We then introduce the class of Levy processes with respect to the Whittaker convolution and study their basic properties. We obtain a martingale characterization of the Shiryaev process analogous to Levy's characterization of Brownian motion. Our results demonstrate that a nice theory of Levy processes with respect to generalized convolutions can be developed for differential operators whose associated convolution does not satisfy the usual compactness assumption on the support of the convolution.
Language: English
Type (Professor's evaluation): Scientific
No. of pages: 37
Documents
We could not find any documents associated to the publication.
Related Publications

Of the same authors

Preface (2022)
Another Publication in an International Scientific Journal
Sousa, R; Guerra, M; Yakubovich, SB
The Whittaker Convolution (2022)
Chapter or Part of a Book
Sousa, R; Guerra, M; Yakubovich, SB
Preliminaries (2022)
Chapter or Part of a Book
Sousa, R; Guerra, M; Yakubovich, SB
Generalized Convolutions for Sturm-Liouville Operators (2022)
Chapter or Part of a Book
Sousa, R; Guerra, M; Yakubovich, SB
Convolution-Like Structures on Multidimensional Spaces (2022)
Chapter or Part of a Book
Sousa, R; Guerra, M; Yakubovich, SB

See all (9)

Of the same journal

Topological structure of (partially) hyperbolic sets with positive volume (2008)
Article in International Scientific Journal
alves, jf; pinheiro, v
Semi-complete vector fields of saddle-node type in C-n (2008)
Article in International Scientific Journal
Helena Reis
REPRESENTATION THEORY OF FINITE SEMIGROUPS, SEMIGROUP RADICALS AND FORMAL LANGUAGE THEORY (2009)
Article in International Scientific Journal
Jorge Almeida; Stuart Margolis; Benjamin Steinberg; Mikhail Volkov
LAWS OF RARE EVENTS FOR DETERMINISTIC AND RANDOM DYNAMICAL SYSTEMS (2015)
Article in International Scientific Journal
Aytac, H; Jorge Milhazes Freitas; Vaienti, S

See all (11)

Recommend this page Top
Copyright 1996-2025 © Faculdade de Direito da Universidade do Porto  I Terms and Conditions  I Acessibility  I Index A-Z
Page created on: 2025-07-10 at 03:51:43 | Privacy Policy | Personal Data Protection Policy | Whistleblowing