On two multistable extensions of stable Lévy motion and their semi-martingale representations

On two multistable extensions of stable Lévy motion and their semimartingale representation

Universal Central Extension of Current Superalgebras

Representation as well as central extension are two of the most important concepts in the theory of Lie (super)algebras. Apart from the interest of mathematicians, the attention of physicist are also drawn to these two subjects because of the significant amount of their applications in Physics. In fact for physicists, the study of projective representations of Lie (super)algebras  are very impo...

A construction of processes with one-dimensional martingale marginals, associated with a Lévy process, via its Lévy sheet

Abstract We give some adequate extension, in the framework of a general Lévy process, of our previous construction of processes with one-dimensional martingale marginals, done originally in the set-up of Brownian motion. The Lévy process framework allows us to streamline our previous arguments, as well as to reach a larger class of such processes, even in the Brownian case. We give some illustr...

Linear multifractional multistable motion: LePage series representation and modulus of continuity

In this paper, we obtain an upper bound of the modulus of continuity of linear multifractional multistable random motions. Such processes are generalizations of linear multifractional α-stable motions for which the stability index α is also allowed to vary in time. In the case of linear multifractional α-stable motions, we improve the recent result of [2]. The main idea is to consider some cond...

Asymptotic Stability of Stochastic Differential Equations Driven by Lévy Noise

Using key tools such as Itô’s formula for general semimartingales, Kunita’s moment estimates for Lévy-type stochastic integrals, and the exponential martingale inequality, we find conditions under which the solutions to the stochastic differential equations (SDEs) driven by Lévy noise are stable in probability, almost surely and moment exponentially stable. Keywords; stochastic differential equ...