arXiv subjects

Łukasz Wojciechowski

Publications and source records attributed to Łukasz Wojciechowski.

2 recordsLinked to original sources

arXiv2016

Lévy systems and moment formulas for mixed Poisson integrals

We propose Mecke-Palm formulas for multiple integrals with respect to a Poisson random measure interlaced with its intensity measure. We apply such formulas to multiple mixed Lévy systems of Lévy processes and obtain moment formulas for products of interlaced multiple Poisson integrals.

math.PR↗

arXiv2012

Parabolic martingales and non-symmetric Fourier multipliers

We give a class of Fourier multipliers with non-symmetric symbols and explicit norm bounds on $L^p$ spaces by using the stochastic calculus of Lévy processes and Burkholder-Wang estimates for differentially subordinate martingales.

math.FA↗