Related papers: Convergence of Integral Functionals of One-Dimensi…

Let $\tau(x)$ be the first time the reflected process $Y$ of a Levy processes $X$ crosses x>0. The main aim of the paper is to investigate the asymptotic dependence of the path functionals: $Y(t) = X(t) - \inf_{0\leq s\leq t}X(s)$,…

Numerical evaluation of functional integrals usually involves a finite (L-slice) discretization of the imaginary-time axis. In the auxiliary-field method, the L-slice approximant to the density matrix can be evaluated as a function of…

In this article we study the existence of pathwise Stieltjes integrals of the form $\int f(X_t)\, dY_t$ for nonrandom, possibly discontinuous, evaluation functions $f$ and H\"older continuous random processes $X$ and $Y$. We discuss a…

In this paper, we present a theoretical and computational workflow for the non-parametric Bayesian inference of drift and diffusion functions of autonomous diffusion processes. We base the inference on the partial differential equations…

It is shown that in the two-exponential version of Liouville theory the coefficients of the three-point functions of vertex operators can be determined uniquely using the translational invariance of the path integral measure and the…

For separable metrizable spaces $X,Y$ and a metrizable topological group $Z$ by $S(X\times Y,Z)$ we denote the space of all separately continuous functions $f:X\times Y\to Z$ endowed with the topology of layer-wise uniform convergence,…

We study exit times from time-dependent domains under joint perturbations of the trajectory and the domain. Representing a moving domain by a continuous barrier $\Phi$ on space-time, we reduce the exit problem to a one-dimensional…

In this paper the Feynman path integral technique is applied for superintegrable potentials on two-dimensional spaces of non-constant curvature: these spaces are Darboux spaces D_I and D_II, respectively. On D_I there are three and on D_II…

We consider shot noise processes $(X(t))_{t \geq 0}$ with deterministic response function $h$ and the shots occurring at the renewal epochs $0= S_0 < S_1 < S_2 ...$ of a zero-delayed renewal process. We prove convergence of the…

We prove an enhanced limit theorem for additive functionals of a multi-dimensional Volterra process $(y_t)_{t\geq 0}$ in the rough path topology. As an application, we establish weak convergence as $\varepsilon\to 0$ of the solution of the…

In the 70's Igusa developed a uniform theory for local zeta functions and oscillatory integrals attached to polynomials with coefficients in a local field of characteristic zero. In the present article this theory is extended to the case of…

We prove large deviation principles for $\int_0^t \gamma(X_s)ds$, where $X$ is a $d$-dimensional self-similar Gaussian process and $\gamma(x)$ takes the form of the Dirac delta function $\delta(x)$, $|x|^{-\beta}$ with $\beta\in (0,d)$, or…

We solve a non-equilibrium statistical mechanics problem exactly, namely, the single-file dynamics of N hard-core interacting particles (the particles cannot pass each other) of size \Delta diffusing in a one dimensional system of finite…

Iterated Brownian motion $Z_{t}$ serves as a physical model for diffusions in a crack. If $\tau_{D}(Z) $ is the first exit time of this processes from a domain $D \subset \RR{R}^{n}$, started at $z\in D$, then $P_{z}[\tau_{D}(Z)>t]$ is the…

Using Functional Bethe Ansatz technique, factorizing Drinfel'd Twists for any finite dimensional irreducible representations of the Yangian Y(sl(2)) are constructed.

The theory of one-dimensional stochastic differential equations driven by Brownian motion is classical and has been largely understood for several decades. For stochastic differential equations with jumps the picture is still incomplete,…

We consider a drift-diffusion process with a time-independent and divergence-free random drift that is of white-noise character. We are interested in the critical case of two space dimensions, where one has to impose a small-scale cut-off…

Let $\tau = (\tau_i : i \in {\Bbb Z})$ denote i.i.d.~positive random variables with common distribution $F$ and (conditional on $\tau$) let $X = (X_t : t\geq0, X_0=0)$, be a continuous-time simple symmetric random walk on ${\Bbb Z}$ with…

Classical density functional theory (DFT) is the primary method for investigations of inhomogeneous fluids in external fields. It requires the excess Helmholtz free energy functional as input to an Euler-Lagrange equation for the one-body…

In earlier papers Saxena et al. (2002, 2003) derived the solutions of a number of fractional kinetic equations in terms of generalized Mittag-Leffler functions which extended the work of Haubold and Mathai (2000). The object of the present…