Beurling–Deny formula of semi-Dirichlet forms

In this Note we announce a structure result for non-symmetric Dirichlet forms and semi-Dirichlet forms. Our result is regarded as an extension of the celebrated Beurling–Deny formula which is up to now available only for symmetric Dirichlet forms. The result can also be regarded as an extension of Lévy–Khinchine formula or more generally, an extension of Courrège's Theorem in the semi-Dirichlet forms setting. To cite this article: Z.-C. Hu, Z.-M. Ma, C. R. Acad. Sci. Paris, Ser. I 338 (2004).     

The quadratic form in the Lévy-Khinchin formula on semigroups

In this paper we obtain the quadratic form in the Lévy-Khinchin formula on a commutative involutive semigroup, with a neutral element, as a sum of two simpler quadratic forms.

     

Analysis of generalized Lévy white noise functionals

Employing the Segal-Bargmann transform (S-transform for abbreviation) of regular Lévy white noise functionals, we define and study the generalized Lévy white noise functionals by means of their functional representations acting on test functionals. The main results generalize (Gaussian) white noise analysis initiated by T. Hida to non-Gaussian cases. Thanks to the closed form of the S-transform of Lévy white noise functionals obtained in our previous paper, we are able to define and study the renormalization of products of Lévy white noises, multiplication operator by Lévy white noises, and the differential operators with respect to a Lévy white noise and their adjoint operators. In the courses of our investigation we also obtain a formula for the products of multiple Lévy-Itô stochastic integrals. As applications, we discuss the existence of Hitsuda-Skorokhod integral for Lévy processes, Kubo-Takenaka formula for Lévy processes, and Itô formula for generalized Lévy white noise functionals.     

Integrals of equivariant forms and a Gauss-Bonnet theorem for constructible sheaves

The Berline-Vergne integral localization formula for equivariantly closed forms ([N. Berline, M. Vergne, Classes caractéristiques équivariantes. Formules de localisation en cohomologie équivariante, C. R. Acad. Sci. Paris 295 (1982) 539-541], Theorem 7.11 in [N. Berline, E. Getzler, M. Vergne, Heat Kernels and Dirac Operators, Springer-Verlag, 1992]) is well-known and requires the acting Lie group to be compact. In this article, we extend this result to real reductive Lie groups G_R.As an application of this generalization, we prove an analogue of the Gauss-Bonnet theorem for constructible sheaves. If F is a G_R-equivariant sheaf on a complex projective manifold M, then the Euler characteristic of M with respect to F

     

Gradient estimate for Ornstein-Uhlenbeck jump processes

By using absolutely continuous lower bounds of the Lévy measure, explicit gradient estimates are derived for the semigroup of the corresponding Lévy process with a linear drift. A derivative formula is presented for the conditional distribution of the process at time t under the condition that the process jumps before t. Finally, by using bounded perturbations of the Lévy measure, the resulting gradient estimates are extended to linear SDEs driven by Lévy-type processes.     

Characterization of dependence of multidimensional Lévy processes using Lévy copulas

This paper suggests Lévy copulas in order to characterize the dependence among components of multidimensional Lévy processes. This concept parallels the notion of a copula on the level of Lévy measures. As for random vectors, a version of Sklar's theorem states that the law of a general multivariate Lévy process is obtained by combining arbitrary univariate Lévy processes with an arbitrary Lévy copula. We construct parametric families of Lévy copulas and prove a limit theorem, which indicates how to obtain the Lévy copula of a multivariate Lévy process X from the ordinary copula of the random vector X_t for small t.     

Horizontal lift of the Brownian motion on the hyperbolic plane and the Selberg trace formula

By using an explicit representation for the horizontal lift of the Brownian motion on the Poincaré upper half-plane H², we show an expression for the heat kernel for the de Rham-Kodaira Laplacian on H². We apply the result to a study on the Selberg trace formula.     

Harnack inequalities for Ornstein-Uhlenbeck processes driven by Lévy processes

By using the existing sharp estimates of the density function for rotationally invariant symmetric α-stable Lévy processes and rotationally invariant symmetric truncated α-stable Lévy processes, we obtain that the Harnack inequalities hold for rotationally invariant symmetric α-stable Lévy processes with α∈(0,2) and Ornstein-Uhlenbeck processes driven by rotationally invariant symmetric α-stable Lévy process, while the logarithmic Harnack inequalities are satisfied for rotationally invariant symmetric truncated α-stable Lévy processes.     

On the quasi-regularity of non-sectorial Dirichlet forms by processes having the same polar sets

We obtain a criterion for the quasi-regularity of generalized (non-sectorial) Dirichlet forms, which extends the result of P.J. Fitzsimmons on the quasi-regularity of (sectorial) semi-Dirichlet forms. Given the right (Markov) process associated to a semi-Dirichlet form, we present sufficient conditions for a second right process to be a standard one, having the same state space. The above mentioned quasi-regularity criterion is then an application. The conditions are expressed in terms of the associated capacities, nests of compacts, polar sets, and quasi-continuity. The second application is on the quasi-regularity of the generalized Dirichlet forms obtained by perturbing a semi-Dirichlet form with kernels.     

Local time–space stochastic calculus for Lévy processes

We develop a stochastic calculus on the plane with respect to the local times of a large class of Lévy processes. We can then extend to these Lévy processes an Itô formula that was established previously for Brownian motion. Our method provides also a multidimensional version of the formula. We show that this formula generates many “Itô formulas” that fit various problems. In the special case of a linear Brownian motion, we recover a recently established Itô formula that involves local times on curves. This formula is already used in financial mathematics.     

On Representations of Non-Symmetric Dirichlet Forms

In this paper, we present some structure results on non-symmetric Dirichlet forms. These include, in particular, an analogue of LeJan’s transformation rule for their diffusion parts and a Lévy-Khintchine type formula for regular non-symmetric Dirichlet forms on R ^d .     

Asymptotic results for time-changed Lévy processes sampled at hitting times

We provide asymptotic results for time-changed Lévy processes sampled at random instants. The sampling times are given by the first hitting times of symmetric barriers, whose distance with respect to the starting point is equal to ε. For a wide class of Lévy processes, we introduce a renormalization depending on ε, under which the Lévy process converges in law to an α-stable process as ε goes to 0. The convergence is extended to moments of hitting times and overshoots. These results can be used to build high frequency statistical procedures. As examples, we construct consistent estimators of the time change and, in the case of the CGMY process, of the Blumenthal-Getoor index. Convergence rates and a central limit theorem for suitable functionals of the increments of the observed process are established under additional assumptions.     

BSDEs driven by time-changed Lévy noises and optimal control

We study backward stochastic differential equations (BSDEs) for time-changed Lévy noises when the time-change is independent of the Lévy process. We prove existence and uniqueness of the solution and we obtain an explicit formula for linear BSDEs and a comparison principle. BSDEs naturally appear in control problems. Here we prove a sufficient maximum principle for a general optimal control problem of a system driven by a time-changed Lévy noise. As an illustration we solve the mean–variance portfolio selection problem.     

Integral of the Clarke subdifferential mapping and a generalized Newton-Leibniz formula

In the theory of Lebesgue integration it has been proved that if f is a real Lipschitz function defined on a segment [a,b]⊂R, then the Newton-Leibniz formula (the fundamental theorem of calculus) holds. This paper extends the fact to the case where the Fréchet derivative f^′(⋅) (which is defined almost everywhere on [a,b] by the Rademacher theorem) and the Lebesgue integral are replaced, respectively, by the Clarke subdifferential mapping ∂_Cf(⋅) and the Aumann (set-valued) integral. Among other things, we show that and the equality is valid if and only if f is strictly Hadamard differentiable almost everywhere on [a,b]. The result is derived from a general representation formula, which we obtain herein for the integral of the Clarke subdifferential mapping of a Lipschitz function defined on a separable Banach space.     

Regular submanifolds, graphs and area formula in Heisenberg groups

We describe intrinsically regular submanifolds in Heisenberg groups Hn. Low dimensional and low codimensional submanifolds turn out to be of a very different nature. The first ones are Legendrian surfaces, while low codimensional ones are more general objects, possibly non-Euclidean rectifiable. Nevertheless we prove that they are graphs in a natural group way, as well as that an area formula holds for the intrinsic Hausdorff measure. Finally, they can be seen as Federer-Fleming currents given a natural complex of differential forms on Hn.     

An analogue of the Harer-Zagier formula for unicellular maps on general surfaces

A unicellular map is the embedding of a connected graph in a surface in such a way that the complement of the graph is simply connected. In a famous article, Harer and Zagier established a formula for the generating function of unicellular maps counted according to the number of vertices and edges. The keystone of their approach is a counting formula for unicellular maps on orientable surfaces with n edges, and with vertices colored using every color in [q] (adjacent vertices are authorized to have the same color). We give an analogue of this formula for general (locally orientable) surfaces.Our approach is bijective and is inspired by Lass?s proof of the Harer-Zagier formula. We first revisit Lass?s proof and twist it into a bijection between unicellular maps on orientable surfaces with vertices colored using every color in [q], and maps with vertex set [q] on orientable surfaces with a marked spanning tree. The bijection immediately implies Harer-Zagier?s formula and a formula by Jackson concerning bipartite unicellular maps. It also shed a new light on constructions by Goulden and Nica, Schaeffer and Vassilieva, and Morales and Vassilieva. We then extend the bijection to general surfaces and obtain a correspondence between unicellular maps on general surfaces with vertices colored using every color in [q], and maps on orientable surfaces with vertex set [q]with a marked planar submap. This correspondence gives an analogue of the Harer-Zagier formula for general surfaces. We also show that this formula implies a recursion formula due to Ledoux for the numbers of unicellular maps with given numbers of vertices and edges.     

A simplification of the Kovarik formula

Let P,Q be two idempotents on a Hilbert space. Z.V. Kovarik (Z.V. Kovarik, Similarity and interpolation between projectors, Acta Sci. Math. (Szeged) 39 (1977) 341-351) showed that when P+Q−I is invertible, the formula K(P,Q)=P⁻²(P+Q−I)Q gives the only idempotent such that R(K)=R(P), N(K)=N(Q), where N(T) and R(T) denote the nullspace and the range of a bounded linear operator T on a Hilbert space, respectively. This formula was later extended to the context of Banach algebras and used in 1983 by J. Esterle to show that two homotopic idempotents may always be connected by a polynomial idempotent valued path. In the present paper, we give a simplification of Kovarik's original formula and one natural generalization of it.     

A generalization of the Lipschitz summation formula and some applications

The Lipschitz formula is extended to a two-variable form. While the theorem itself is of independent interest, we justify its existence further by indicating several applications in the theory of modular forms.

     

Cauchy-type integral formula and Plemelj formula of hypermonogenic functions on unbounded domains

In this paper, we discuss the Cauchy-type integral formula of hypermonogenic functions on unbounded domains in real Clifford analysis, then we extend the Plemelj formula and Cauchy–Pompeiu formula of hypermonogenic functions on bounded domains to unbounded domains. We also deal with the Green-type formula on unbounded domains and get several important corollaries.     

A character formula for a family of simple modular representations of $ GL_n $

Let K be an algebraically closed field of finite characteristic p, and let be an integer. In the paper, we give a character formula for all simple rational representations of with highest weight any multiple of any fundamental weight. Our formula is slightly more general: say that a dominant weight λ is special if there are integers such that and . Indeed, we compute the character of any simple module whose highest weight λ can be written as with all are special. By stabilization, we get a character formula for a family of irreducible rational -modules. Received: June 30, 1997.