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The Large Deviations Principle (LDP) is verified for a homogeneous diffusion process with respect to a Brownian motion $B_t$, $$ X^\eps_t=x_0+\int_0^tb(X^\eps_s)ds+ \eps\int_0^t\sigma(X^\eps_s)dB_s, $$ where $b(x)$ and $\sigma(x)$ are are…
The Lichnerowicz conjecture asserts that all harmonic manifolds are either flat or locally symmetric spaces of rank~1. This conjecture has been proved by Z. Szab\'{o} \cite{Sz} for harmonic manifolds with compact universal cover. E. Damek…
Using a generalization of the skew-product representation of planar Brownian motion and the analogue of Spitzer's celebrated asymptotic Theorem for stable processes due to Bertoin and Werner, for which we provide a new easy proof, we obtain…
For a continuous-time random walk $X=\{X_t,t\ge 0\}$ (in general non-Markov), we study the asymptotic behavior, as $t\rightarrow \infty$, of the normalized additive functional $c_t\int_0^{t} f(X_s)ds$, $t\ge 0$. Similarly to the Markov…
In this article, we derive the asymptotic expansion, up to an arbitrary order in theory, for the solution of a two-dimensional elliptic equation with strongly anisotropic diffusion coefficients along different directions, subject to the…
We study the three-dimensional Navier-Stokes equations in a periodic domain with the force decaying in time. Although the force has a certain coherent decay, as time tends to infinity, it can be too complicated for the previous theory of…
We consider scalar conservation laws with nonlocal diffusion of Riesz-Feller type such as the fractal Burgers equation. The existence of traveling wave solutions with monotone decreasing profile has been established recently (in special…
In this paper, we consider a kind of fully coupled slow fast motion, in which the slow variable satisfies the non Lipschitz condition. We prove that the stochastic flow of the slow variable exists and moreover, satisfies the large deviation…
Extending independently the Balitsky-Kovchegov (BK) equation to running coupling or to fluctuation effects due to Pomeron loops is known to lead in both cases to qualitative changes of the traveling-wave asymptotic solutions. In this paper…
We study existence, uniqueness and asymptotic spatial behavior of time-periodic strong solutions to the Navier-Stokes equations in the exterior of a rigid body, $\mathscr B$, moving by time-periodic motion of given period $T$, when the data…
Brownian motion in R 2 + with covariance matrix $\Sigma$ and drift $\mu$ in the interior and reflection matrix R from the axes is considered. The asymptotic expansion of the stationary distribution density along all paths in R 2 + is found…
This article establishes sufficient conditions for a linear-in-time bound on the non-asymptotic variance of particle approximations of time-homogeneous Feynman-Kac formulae. These formulae appear in a wide variety of applications including…
We consider parameterized exponential integrals coming from the time evolution of the probability distribution of Brownian motion on globally subanalytic sets. We establish definability results and asymptotic expansions.
We study the asymptotic behaviour of the time-changed stochastic process $\vphantom{X}^f\!X(t)=B(\vphantom{S}^f\!S (t))$, where $B$ is a standard one-dimensional Brownian motion and $\vphantom{S}^f\!S$ is the (generalized) inverse of a…
We consider the Markov random flight $\bold X(t), \; t>0,$ in the three-dimensional Euclidean space $\Bbb R^3$ with constant finite speed $c>0$ and the uniform choice of the initial and each new direction at random time instants that form a…
We investigate Bartnik's static metric extension conjecture under the additional assumption of axisymmetry of both the given Bartnik data and the desired static extensions. To do so, we suggest a geometric flow approach, coupled to the…
We prove that a sequence of semi-discrete approximations converges to a multiplicative functional for reflected Brownian motion, which intuitively represents the Lyapunov exponent for the corresponding stochastic flow. The method of proof…
We consider the persistence probability for the integrated fractional Brownian motion and the fractionally integrated Brownian motion with parameter $H,$ respectively. For the integrated fractional Brownian motion, we discuss a conjecture…
We study the long-time asymptotics of prototypical non-linear diffusion equations. Specifically, we consider the case of a non-degenerate diffusivity function that is a (non-negative) polynomial of the dependent variable of the problem. We…
We prove continuity and surjectivity of the trace map onto $L_p$, from a space of functions of locally bounded variation, defined by the Carleson functional. The extension map is constructed through a stopping time argument. This extends…