Fourier multipliers for non-symmetric L\'evy processes
Rodrigo Ba\~nuelos, Adam Bielaszewski, Krzysztof Bogdan
TL;DR
This paper investigates Fourier multipliers derived from martingale transforms of general Le9vy processes, expanding understanding of their properties and applications in stochastic analysis.
Contribution
It introduces a new class of Fourier multipliers associated with non-symmetric Le9vy processes and analyzes their boundedness and behavior.
Findings
Established boundedness criteria for these multipliers.
Extended classical results to non-symmetric Le9vy processes.
Provided new tools for stochastic analysis involving Le9vy processes.
Abstract
We study Fourier multipliers resulting from martingale transforms of general L\'evy processes.
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