scholarly journals On Harnack Inequality and Hölder Regularity for Isotropic Unimodal Lévy Processes

2013 ◽  
Vol 41 (1) ◽  
pp. 1-29 ◽  
Author(s):  
Tomasz Grzywny
2010 ◽  
Vol 13 (1) ◽  
pp. 3-16 ◽  
Author(s):  
Ernst Eberlein ◽  
Dilip Madan

Author(s):  
UWE FRANZ

We show how classical Markov processes can be obtained from quantum Lévy processes. It is shown that quantum Lévy processes are quantum Markov processes, and sufficient conditions for restrictions to subalgebras to remain quantum Markov processes are given. A classical Markov process (which has the same time-ordered moments as the quantum process in the vacuum state) exists whenever we can restrict to a commutative subalgebra without losing the quantum Markov property.8 Several examples, including the Azéma martingale, with explicit calculations are presented. In particular, the action of the generator of the classical Markov processes on polynomials or their moments are calculated using Hopf algebra duality.


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