Related papers: Hitting hyperbolic half-space
Let $X$ be a linear diffusion and $f$ a non-negative, Borel measurable function. We are interested in finding conditions on $X$ and $f$ which imply that the perpetual integral functional $$ I^X_\infty(f):=\int_0^\infty f(X_t) dt $$ is…
Vicious Brownian motion is a diffusion scaling limit of Fisher's vicious walk model, which is a system of Brownian particles in one dimension such that if two of them meet they kill each other. We consider the vicious Brownian motion…
Let $X=(X_t)_{t\ge0}$ be a transient diffusion process in $(0,\infty)$ with the diffusion coefficient $\sigma>0$ and the scale function $L$ such that $X_t\rightarrow\infty$ as $t\rightarrow \infty$, let $I_t$ denote its running minimum for…
Excursion reflected Brownian motion (ERBM) is a strong Markov process defined in a finitely connected domain $D \subset \mathbb{C}$ that behaves like a Brownian motion away from the boundary of $D$ and picks a point according to harmonic…
The Bose-Hubbard model is a system of interacting bosons that live on the vertices of a graph. The particles can move between adjacent vertices and experience a repulsive on-site interaction. The Hamiltonian is determined by a choice of…
We derive the asymptotic behavior of hitting probability at small target of size $O(\epsilon)$ for reflected Brownian motion in domains with suitable smooth boundary conditions, where the boundary of domain contains both reflecting part,…
For Brownian motion in a (two-dimensional) wedge with negative drift and oblique reflection on the axes, we derive an explicit formula for the Laplace transform of its stationary distribution (when it exists), in terms of Cauchy integrals…
Let $H(x,p)\sim H_0(x,p)+hH_1(x,p)+\cdots$ be a semi-classical Hamiltonian on $T^*{\bf R}^n$, and $\Sigma_E=\{H_0(x,p)=E\}$ a non critical energy surface. Consider $f_h$ a semi-classical distribution (the "source") microlocalized on a…
Brownian motion in the three dimensional Lobachevsky space or hyperbolic space is considered in the paper written by F.I.Karpelevich, V.N.Tutubalin and M.G.Shur. A solution for radial symmetric diffusion equation in the three dimensional…
We introduce an elliptic extension of Dyson's Brownian motion model, which is a temporally inhomogeneous diffusion process of noncolliding particles defined on a circle. Using elliptic determinant evaluations related to the reduced affine…
We consider the one-dimensional target search process that involves an immobile target located at the origin and $N$ searchers performing independent Brownian motions starting at the initial positions $\vec x = (x_1,x_2,..., x_N)$ all on…
It is shown that the classical motion of massive particles in hyperbolic spaces $H^D$ has a bounded character in $D-1$ coordinates. Studying the Dirac equation, it is found that a bounded character of the classical motion corresponds to the…
We discuss several explicitly causal hyperbolic formulations of Einstein's dynamical 3+1 equations in a coherent way, emphasizing throughout the fundamental role of the ``slicing function,'' $\alpha$---the quantity that relates the lapse…
Our model consists of a Brownian particle $X$ moving in $\mathbb{R}$, where a Poissonian field of moving traps is present. Each trap is a ball with constant radius, centered at a trap point, and each trap point moves under a Brownian motion…
The purpose of the paper is to find the joint distribution of the hitting time and place of two-dimensional Brownian motion hitting the negative horizontal axis. We provide various formulas for Green functions as well as for the conditional…
We examine thermal Green's functions of fermionic operators in quantum field theories with gravity duals. The calculations are performed on the gravity side using ingoing Eddington-Finkelstein coordinates. We find that at negative imaginary…
This work proposes a novel numerical scheme for solving the high-dimensional Hamilton-Jacobi-Bellman equation with a functional hierarchical tensor ansatz. We consider the setting of stochastic control, whereby one applies control to a…
The aim of this paper is to present the new results concerning some functionals of Brownian motion with drift and present their applications in financial mathematics. We find a probabilistic representation of the Laplace transform of…
We consider the semilinear diffusion equation $\partial$ t u = Au + |u| $\alpha$ u in the half-space R N + := R N --1 x (0, +$\infty$), where A is a linear diffusion operator, which may be the classical Laplace operator, or a fractional…
Let $\mathbb{R}_{+}^{n+1}$ \ be the half-space model of the hyperbolic space $\mathbb{H}^{n+1}.$ It is proved that if $\Gamma\subset\left\{ x_{n+1}=0\right\} \subset\partial_{\infty}\mathbb{H}^{n+1}$ is a bounded $C^{0}$ Euclidean graph…