Related papers: Note on radial Dunkl processes
We prove precise almost sure lower path regularity results for a wide class of stochastic processes in all space dimensions $d\geq 1$. Examples include Gaussian processes, in particular, fractional Brownian motions with Hurst index $H\in…
Based on the weak existence and weak uniqueness, we study the pathwise uniqueness of the solutions for a class of one-dimensional stochastic differential equations driven by pure jump processes. By using Tanaka's formula and the local time…
In this paper we show that the number of radial positive solutions of the following critical problem $$ \Delta_p u(x) + \lambda K(|x|) \,u(x) \, |u(x)|^{q-2} =0\,,$$ $$ u(x)>0 \quad |x|<1,$$ $$ u(x)=0 \quad |x|=1,$$ where $q=…
We present a unified quantum-mechanical derivation of the Wallis formula from two solvable radial systems: the circular states of the three-dimensional isotropic harmonic oscillator and the lowest-radial-branch states of the planar…
Let $\Delta_k$ be the Dunkl Laplacian on $\mathbb R^d$ associated with a reflection group $W$ and a multiplicity function $k$. The purpose of this paper is to establish necessary and sufficient condition under which there exists a positive…
We prove that if $f:\mathbb{R}\to\mathbb{R}$ is Lipschitz continuous, then for every $H\in(0,1/4]$ there exists a probability space on which we can construct a fractional Brownian motion $X$ with Hurst parameter $H$, together with a process…
A transfer matrix function representation of the fundamental solution of the general-type discrete Dirac system, corresponding to rectangular Schur coefficients and Weyl functions, is obtained. Connections with Szeg\"o recurrence, Schur…
We consider a discrete time dynamic system described by a difference equation with periodic coefficients and with additive stochastic noise. We investigate the possibility of the periodicity for the solution. In particular, we found…
The connection between absorbing boundary conditions and hard walls is well established in the mathematical literature for a variety of stochastic models, including for instance the Brownian motion. In this paper we explore this duality for…
We construct the conditional versions of a multidimensional random walk given that it does not leave the Weyl chambers of type C and of type D, respectively, in terms of a Doob h-transform. Furthermore, we prove functional limit theorems…
Two families of stochastic interacting particle systems, the interacting Brownian motions and Bessel processes, are defined as extensions of Dyson's Brownian motion models and the eigenvalue processes of the Wishart and Laguerre processes…
We establish the existence of solutions to common noise McKean-Vlasov martingale problems for coefficients with low regularity. Our approach is able to handle the key challenge posed by drift coefficients that are discontinuous with respect…
In a recent paper (J. Differential Equations, 310: 506-554, 2022), the authors proved the existence of martingale solutions to a stochastic version of the classical Patlak-Keller-Segel system in 1 dimension (1D), driven by time-homogeneous…
The Dowker complex $\mathrm{D}_{R}(X,Y)$ is a simplicial complex capturing the topological interplay between two finite sets $X$ and $Y$ under some relation $R\subseteq X\times Y$. While its definition is asymmetric, the famous Dowker…
In this paper, we investigate the stochastic differential equation on $\mathbb{R}^d,d\geq2$: \begin{align*} \dif X_t&=v(t,X_t)\dif t+\sqrt{2} \dif W_t. \end{align*} For any finite collection of initial probability measures…
We consider a discrete-time process adapted to some filtration which lives on a (typically countable) subset of $\mathbb{R}^d$, $d\geq 2$. For this process, we assume that it has uniformly bounded jumps, is uniformly elliptic (can advance…
We consider a generic one-dimensional stochastic process $x(t)$, or a random walk $X_n$, which describes the position of a particle evolving inside an interval $[a,b]$, with absorbing walls located at $a$ and $b$. In continuous time, $x(t)$…
We establish simple connections between response functions of the dynamical Dirac systems and $A$-amplitudes and Weyl functions of the spectral Dirac systems. Using these connections we propose a new and rigorous procedure to recover a…
We consider a Markov jump process on a general state space to which we apply a time-dependent weak perturbation over a finite time interval. By martingale-based stochastic calculus, under a suitable exponential moment bound for the…
We consider a dynamic capillarity equation with stochastic forcing on a compact Riemannian manifold $(M,g)$. \begin{equation*}\tag{P} d \left(u_{\varepsilon,\delta}-\delta \Delta u_{\varepsilon,\delta}\right) +\operatorname{div}…