Related papers: Convergence of Integral Functionals of One-Dimensi…
One of the most natural and challenging issues in discrete complex analysis is to prove the convergence of discrete holomorphic functions to their continuous counterparts. This article is to solve the open problem in the general setting. To…
Consider the following stochastic differential equation (SDE) $$dX_t = b(t,X_{t-}) \, dt+ dL_t, \quad X_0 = x,$$ driven by a $d$-dimensional L\'evy process $(L_t)_{t \geq 0}$. We establish conditions on the L\'evy process and the drift…
We study the exponential functional $\int_0^\infty e^{-\xi_{s-}} \, d\eta_s$ of two one-dimensional independent L\'evy processes $\xi$ and $\eta$, where $\eta$ is a subordinator. In particular, we derive an integro-differential equation for…
We study scattering of three equal mass particles in one dimension. Integrable interactions are synonymous with non-diffractive scattering, meaning that the set of incoming momenta for any scattering event coincides with the set of outgoing…
A particle with internal unobserved states diffusing in a force field will generally display effective advection-diffusion. The drift velocity is proportional to the mobility averaged over the internal states, or effective mobility, while…
We present a simple density functional theory for the solid phases of systems of particles interacting via soft-core potentials. In particular, we apply the theory to particles interacting via repulsive point Yukawa and Gaussian pair…
Anomalous dynamics in which local perturbations spread faster than diffusion are ubiquitously observed in the long-time behavior of a wide variety of systems. Here, the manner by which such systems evolve towards their asymptotic…
Recently a path integral formalism has been proposed by the author which gives the time evolution of moments of slow variables in a Hamiltonian statistical system. This closure relies on evaluating the informational discrepancy of a time…
Let ${\mathscr L}^H(x,t)=2H\int_0^t\delta(B^H_s-x)s^{2H-1}ds$ be the weighted local time of fractional Brownian motion $B^H$ with Hurst index $1/2<H<1$. In this paper, we use Young integration to study the integral of determinate functions…
We analyse the asymptotic behaviour of solutions to the one dimensional fractional version of the porous medium equation introduced by Caffarelli and V\'azquez, where the pressure is obtained as a Riesz potential associated to the density.…
We study a one-dimensional Brownian motion conditioned on a self-repelling behaviour. Given a nondecreasing positive function f(t), consider the measures mu_t obtained by conditioning a Brownian path so that L_s< f(s), for all s<t, where…
In this note we prove convergence of Green functions with Neumann boundary conditions for the random walk to their continuous counterparts. Also a few Beurling type hitting estimates are obtained for the random walk on discretizations of…
The first-exit time process of an inverse Gaussian L\'evy process is considered. The one-dimensional distribution functions of the process are obtained. They are not infinitely divisible and the tail probabilities decay exponentially. These…
Given an one-dimensional positive recurrent diffusion governed by the Stratonovich SDE \[ X_t=x+\int_0^t\sigma(X_s)\strat db(s)+\int_0^t m(X_s) ds, \] we show that the associated stochastic flow of diffeomorphisms focuses as fast as $…
Consider a one-dimensional exclusion process with finite-range translation-invariant jump rates with non-zero drift. Let the process be stationary with product Bernoulli invariant distribution at density \rho. Place a second class particle…
We consider the empirical process G_t of a one-dimensional diffusion with finite speed measure, indexed by a collection of functions F. By the central limit theorem for diffusions, the finite-dimensional distributions of G_t converge weakly…
Given a set of transmission eigenvalues, its density function inversely determines the form of the indicator function. This is one application of the Cartwright's theory in inverse problems. We use the indicator function inversely to…
We derive an integration by parts formula for functionals of determinantal processes on compact sets, completing the arguments of [4]. This is used to show the existence of a configuration-valued diffusion process which is non-colliding and…
In this work, we establish pathwise functional It\^o formulas for non-smooth functionals of real-valued continuous semimartingales. Under finite $(p,q)$-variation regularity assumptions in the sense of two-dimensional Young integration…
We investigate fine global properties of nonnegative, integrable solutions to the Cauchy problem for the Fast Diffusion Equation with weights (WFDE) $u_t=|x|^\gamma\mathrm{div}\left(|x|^{-\beta}\nabla u^m\right)$ posed on…