Related papers: Brownian motion with variable drift: 0-1 laws, hit…
We establish weighted Bernstein inequalities in $L^p$ space for the doubling weight on the conic surface $\mathbb{V}_0^{d+1} = \{(x,t): \|x\| = t, x \in \mathbb{R}^d, t\in [0,1]\}$ as well as on the solid cone bounded by the conic surface…
The mixed fractional Brownian motion - the sum of independent fractional and standard Brownian motions - is known to be a semimartingale if the Hurst exponent $H$ of its fractional component satisfies $H > 3/4$. The question posed in the…
Let $Mat_{\mathbb{C}}(K,N)$ be the space of $K\times N$ complex matrices. Let $\mathbf{B}_t$ be Brownian motion on $Mat_{\mathbb{C}}(K,N)$ starting from the zero matrix and $\mathbf{M}\in Mat_{\mathbb{C}}(K,N)$. We prove that, with $K\ge…
A theory for (1+3)-dimensional relativistic Brownian motion under the influence of external force fields is put forward. Starting out from a set of relativistically covariant, but multiplicative Langevin equations we describe the…
We study the strong consistency and asymptotic normality of a least squares estimator of the drift coefficient in complex-valued Ornstein-Uhlenbeck processes driven by fractional Brownian motion, extending the results of Chen, Hu, Wang…
We establish asymptotic upper and lower bounds for the Wasserstein distance of any order $p\ge 1$ between the empirical measure of a fractional Brownian motion on a flat torus and the uniform Lebesgue measure. Our inequalities reveal an…
The set B of geodesic rays avoiding a suitable obstacle in a complete negatively curved Riemannian manifold determines a spectrum S. While various properties of this spectrum are known, we define and study dimension functions on S in terms…
Let $(X,\|\cdot\|_X)$ be a Banach space. The purpose of this article is to systematically investigate dimension independent properties of vector valued functions $f:\{-1,1\}^n\to X$ on the Hamming cube whose spectrum is bounded above or…
The theory of uniform Diophantine approximation concerns the study of Dirichlet improvable numbers and the metrical aspect of this theory leads to the study of the product of consecutive partial quotients in continued fractions. It is known…
We consider a particle moving in $d\geq 2$ dimensions, its velocity being a reversible diffusion process, with identity diffusion coefficient, of which the invariant measure behaves, roughly, like $(1+|v|)^{-\beta}$ as $|v|\to \infty$, for…
We construct functions $f \colon [0,1] \to [0,1]$ whose graph as a subset of $\mathbb{R}^2$ has Hausdorff dimension greater than any given value $\alpha \in (1,2)$ but conformal dimension $1$. These functions have the property that a…
Riemann's non-differentiable function is a celebrated example of a continuous but almost nowhere differentiable function. There is strong numeric evidence that one of its complex versions represents a geometric trajectory in experiments…
We show that the intersection exponents for planar Brownian motions are analytic. More precisely, let $B$ and $B'$ be independent planar Brownian motions started from distinct points, and define the exponent $\xi (1, \lambda)$ by $$…
Fractional Brownian motion is a self-affine, non-Markovian and translationally invariant generalization of Brownian motion, depending on the Hurst exponent $H$. Here we investigate fractional Brownian motion where both the starting and the…
The purpose of this paper is to study the convergence in distribution of two subsequences of the signed cubic variation of the fractional Brownian motion with Hurst parameter $H=1/6$. We prove that, under some conditions on both…
We study the two-dimensional fractional Brownian motion with Hurst parameter $H>{1/2}$. In particular, we show, using stochastic calculus, that this process admits a skew-product decomposition and deduce from this representation some…
Multifractional Brownian motion is an extension of the well-known fractional Brownian motion where the Holder regularity is allowed to vary along the paths. In this paper, two kind of multi-parameter extensions of mBm are studied: one is…
The system of interacting Brownian motions, where a particle is reflected asymmetrically from its left neighbor, belongs to the KPZ universality class, with multi-point asymptotics having been derived in previous works. In this paper we…
In this paper, Theorems 1.1- 1.2 show that the Boussinesq operator $\mathcal{B}_tf$ converges pointwise to its initial data $f\in H^s(\mathbb{R})$ as $t\to 0$ provided $s\geq\frac{1}{4}$ -- more precisely -- on the one hand, by constructing…
Statistically self-similar measures on $[0,1]$ are limit of multiplicative cascades of random weights distributed on the $b$-adic subintervals of $[0,1]$. These weights are i.i.d, positive, and of expectation $1/b$. We extend these cascades…