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math.PR2020★ 1 cited
On the construction of convolution-like operators associated with multidimensional diffusion processes
Rúben Sousa, Manuel Guerra, Semyon Yakubovich
When is it possible to interpret a given Markov process as a Lévy-like process? Since the class of Lévy processes can be defined by the relation between transition probabilities an…
math.AP2020
Product formulas and convolutions for two-dimensional Laplace-Beltrami operators: beyond the trivial case
Rúben Sousa, Manuel Guerra, Semyon Yakubovich
We introduce the notion of a family of convolution operators associated with a given elliptic partial differential operator. Such a convolution structure is shown to exist for a ge…