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Abstract: This paper is concerned with the distribution properties of the binomial , where is a gamma random variable. We show in particular that is infinitely divisible for all and , and that for the second order polynomial is a generalized gamma convolution whose Thorin density and Wiener–gamma integral representation are computed explicitly. As a byproduct we deduce that fourth order multiple Wiener integrals are in general not infinitely divisible. [Copyright &y& Elsevier]

Abstract: Given a divergence operator δ on a probability space such that the law of is infinitely divisible with characteristic exponent we derive a family of Laplace transform identities for the derivative when u is a non-necessarily adapted process. These expressions are based on intrinsic geometric tools such as the Carleman–Fredholm determinant of a covariant derivative operator and the characteristic exponent (0.1), in a general framework that includes the Wiener space, the path space over a Lie group, and the Poisson space. We use these expressions for measure characterization and to prove the invariance of transformations having a quasi-nilpotent covariant derivative, for Gaussian and other infinitely divisible distributions. [Copyright &y& Elsevier]

Abstract: We investigate explosion in finite time of one-dimensional semilinear equations of the form with initial value , where is positive and , are constants. In the free case we provide conditions on φ under which any positive nontrivial solution is non-global. In the case and , , which includes in the special case the equation we use the Feynman–Kac formula for Bessel processes to give conditions on the equation parameters ensuring finite-time blowup and existence of nontrivial positive global solutions. [Copyright &y& Elsevier]

Abstract: We investigate finite-time blow-up and stability of semilinear partial differential equations of the form , , , where Γ is the generator of the standard gamma process and , , are constants. We show that any initial value satisfying , , for some positive constants , , , yields a non-global solution if . If , where , and , then the solution is global and satisfies , for some constant . This complements the results previously obtained in [M. Birkner et al., Proc. Amer. Math. Soc. 130 (2002) 2431; M. Guedda, M. Kirane, Bull. Belg. Math. Soc. Simon Stevin 6 (1999) 491; S. Sugitani, Osaka J. Math. 12 (1975) 45] for symmetric α-stable generators. Systems of semilinear PDEs with gamma generators are also considered. [Copyright &y& Elsevier]

The non-commutative Malliavin calculus on the Heisenberg–Weyl algebra is extended to the affine algebra. A differential calculus and a non-commutative integration by parts are established. As an application we obtain sufficient conditions for the smoothness of Wigner-type laws of non-commutative random variables with gamma or continuous binomial marginals. [Copyright &y& Elsevier]