Related papers: Reflecting Ornstein-Uhlenbeck processes on pinned …

We analyze a linear parabolic equation with homogeneous Dirichlet boundary conditions posed in domains whose evolution may involve topological transitions. The domains are described as sublevel sets of a smooth space-time level set…

Given a unital algebra $\mathscr A$ of locally Lipschitz functions defined over a metric measure space $({\mathrm X},{\mathsf d},\mathfrak m)$, we study two associated notions of function of bounded variation and their relations: the space…

In this paper, we study the shift on the space of uniformly bounded continuous functions band-limited in a given compact interval with the standard topology of tempered distributions. We give a constructive proof of the existence of minimal…

We construct a sequence of boundary value problems on compact subsets of smooth noncompact hyperbolic surfaces of finite area. We prove that the sesquilinear forms associated to these boundary value problems are stable as well as consistent…

Real-world phenomena do not generate arbitrary variability: their signals concentrate on compact, low-variability subsets of functional space, enabling rapid generalisation from few examples. We formalise this principle through a…

We establish two results concerning a class of geometric rough paths $\mathbf{X}$ which arise as Markov processes associated to uniformly subelliptic Dirichlet forms. The first is a support theorem for $\mathbf{X}$ in $\alpha$-H\"older…

In this paper we rigorously derive the $t\rightarrow 0^+$ asymptotics of the free partition function $Z_{\Omega}(t)$ for a diffusion process on tessellations of the d-dimensional Euclidean space $\mathbb{E}^d, \, d=1,2,3$ with an absorbing…

In this short communication we present a (functional) central limit theorem for the idle process of a one-sided reflected Ornstein-Uhlenbeck proces.

We obtain precise asymptotics for the Steklov eigenvalues on a compact Riemannian surface with boundary. It is shown that the number of connected components of the boundary, as well as their lengths, are invariants of the Steklov spectrum.…

We consider two reflecting diffusion processes $(X_t)_{t \ge 0}$ with a moving reflection boundary given by a non-decreasing pure jump Markov process $(R_t)_{t \ge 0}$. Between the jumps of the reflection boundary the diffusion part behaves…

In the framework of the Laplacian transport, described by a Robin boundary value problem in an exterior domain in $\mathbb{R}^n$, we generalize the definition of the Poincar\'e-Steklov operator to $d$-set boundaries, $n-2< d<n$, and give…

We establish a diffusion approximation for a class of multi-agent controlled queueing systems, demonstrating their convergence to a system of interacting reflected Ornstein--Uhlenbeck (OU) processes. The limiting process captures essential…

Continuous Time Markov Chains, Hawkes processes and many other interesting processes can be described as solution of stochastic differential equations driven by Poisson measures. Previous works, using the Stein's method, give the…

We prove the existence of spectral gaps of Ornstein-Uhlenbeck operators on loop spaces over a class of Riemannian manifolds which include hyperbolic spaces. This is an alternative proof and an extension of a result in Chen-Li-Wu in J.…

We use the language of errors to handle local Dirichlet forms with square field operator (cf [2]). Let us consider, under the hypotheses of Donsker theorem, a random walk converging weakly to a Brownian motion. If in addition the random…

We establish that Laplace transforms of the posterior Dirichlet process converge to those of the limiting Brownian bridge process in a neighbourhood about zero, uniformly over Glivenko-Cantelli function classes. For real-valued random…

The Dirichlet problem and Dirichlet to Neumann map are analyzed for elliptic equations on a large collection of infinite quantum graphs. For a dense set of continuous functions on the graph boundary, the Dirichlet to Neumann map has values…

In this paper, we study reflected differential equations driven by continuous paths with finite $p$-variation ($1\le p<2$) and $p$-rough paths ($2\le p<3$) on domains in Euclidean spaces whose boundaries may not be smooth. We define…

In this paper, we introduce a definition of BV functions in a Gelfand triple which is an extension of the definition of BV functions in [2] by using Dirichlet form theory. By this definition, we can consider the stochastic reflection…

Here we study the Dirichlet problem for first order linear and quasi-linear hyperbolic PDEs on a simply connected bounded domain of $\R^2$, where the domain has an interior outflow set and a mere inflow boundary. By means of a Lyapunov…