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The existence of a counterexample to the infinite-dimensional Carleson embedding theorem has been established by Nazarov, Pisier, Treil, and Volberg. We provide an explicit construction of such an example. We also obtain a non-constructive…

Functional Analysis · Mathematics 2019-05-20 Eskil Rydhe

In this manuscript, we explore the existence of wormhole solutions exhibiting spherical symmetry in a modified gravity namely $f(R,T)$ theory by involving some aspects of non-commutative geometry. For this purpose, we consider the…

General Relativity and Quantum Cosmology · Physics 2020-04-02 M. Zubair , Saira Waheed , G. Mustafa , Hamood Ur Rehman

Consider the Skorokhod equation in the closed first quadrant: \[ X_t=x_0+ B_t+\int_0^t{\bf v}(X_s)\, dL_s,\] where $B_t$ is standard 2-dimensional Brownian motion, $X_t$ takes values in the quadrant for all $t$, and $L_t$ is a process that…

Probability · Mathematics 2024-05-13 Richard F. Bass , Krzysztof Burdzy

We consider additive functionals of stationary Markov processes and show that under Kipnis-Varadhan type conditions they converge in rough path topology to a Stratonovich Brownian motion, with a correction to the Levy area that can be…

Probability · Mathematics 2019-12-23 Jean-Dominique Deuschel , Tal Orenshtein , Nicolas Perkowski

We continue the study of Rokhlin entropy, an isomorphism invariant for probability-measure-preserving actions of countable groups introduced in Part I. In this paper we prove a non-ergodic finite generator theorem and use it to establish…

Dynamical Systems · Mathematics 2020-02-25 Andrei Alpeev , Brandon Seward

In this note we generalize and prove a recent conjecture of Varchenko concerning the number of critical points of a (multivalued) meromorphic function $\phi$ on an algebraic manifold. Under certain conditions, this number turns out to…

alg-geom · Mathematics 2009-10-28 Roberto Silvotti

We study the existence and uniqueness of the solution for the following backward stochastic variational inequality with oblique reflection (for short, $BSVI\left(H(t,y),\varphi,F\right)$), written under differential form \[…

Probability · Mathematics 2013-10-04 Anouar Gassous , Aurel Rascanu , Eduard Rotenstein

The Skorokhod embedding problem aims to represent a given probability measure on the real line as the distribution of Brownian motion stopped at a chosen stopping time. In this paper, we consider an extension of the optimal Skorokhod…

Probability · Mathematics 2016-08-04 Gaoyue Guo , Xiaolu Tan , Nizar Touzi

A new construction of non-Gaussian, rotation-invariant and reflection positive probability measures $\mu$ associated with the $\varphi ^4_3$-model of quantum field theory is presented. Our construction uses a combination of semigroup…

Probability · Mathematics 2025-05-06 Sergio Albeverio , Seiichiro Kusuoka

This work contributes a systematic survey and complementary insights of reflecting Brownian motion and its properties. Extension of the Skorohod problem's solution to more general cases is investigated, based on which a discussion is…

Probability · Mathematics 2020-09-09 Yunwen Wang , Jinfeng Li

A function $f:\RR \to \RR$ is called \emph{vertically rigid} if $graph(cf)$ is isometric to $graph (f)$ for all $c \neq 0$. We prove Jankovi\'c's conjecture by showing that a continuous function is vertically rigid if and only if it is of…

Classical Analysis and ODEs · Mathematics 2011-09-26 Richárd Balka , Márton Elekes

A reflection map, induced by the deterministic Skorohod problem on the nonnegative orthant, is applied to an $\mathbb{R}^n$ valued function $X$ on $[0,\infty)$ and then to $a+X$, where $a$ is a nonnegative constant vector. A question that…

Probability · Mathematics 2012-10-09 Offer Kella , Sundareswaran Ramasubramanian

The classical Skorokhod embedding problem for a Brownian motion $W$ asks to find a stopping time $\tau$ so that $W_\tau$ is distributed according to a prescribed probability distribution $\mu$. Many solutions have been proposed during the…

Probability · Mathematics 2019-08-01 Leif Doering , Lukas Gonon , David J. Prömel , Oleg Reichmann

Let $\phi$ be a quadratic, monic polynomial with coefficients in $\mathcal O_{F,D}[t]$, where $\mathcal O_{F,D}$ is a localization of a number ring $\mathcal O_F$. In this paper, we first prove that if $\phi$ is non-square and…

Number Theory · Mathematics 2020-01-23 Andrea Ferraguti , Giacomo Micheli

We consider the equations of motion for an incompressible Non-Newtonian fluid in a bounded Lipschitz domain $G\subset\mathbb R^d$ during the time intervall $(0,T)$ together with a stochastic perturbation driven by a Brownian motion $W$. The…

Analysis of PDEs · Mathematics 2017-01-11 Dominic Breit

We prove that in metric measure spaces where the entropy functional is K-convex along every Wasserstein geodesic any optimal transport between two absolutely continuous measures with finite second moments lives on a non-branching set of…

Differential Geometry · Mathematics 2013-07-16 Tapio Rajala , Karl-Theodor Sturm

In this paper, we discuss spherically symmetric wormhole solutions in $f(R,T)$ modified theory of gravity by introducing well-known non-commutative geometry in terms of Gaussian and Lorentizian distributions of string theory. For some…

General Physics · Physics 2018-11-14 M. Zubair , G. Mustafa , Saira Waheed , G. Abbas

Strong approximations of uniform transport processes to the standard Brownian motion rely on the Skorokhod embedding of random walk with centered double exponential increments. In this note we make such an embedding explicit by means of a…

Probability · Mathematics 2020-02-04 Giang T. Nguyen , Oscar Peralta

We prove that the Sierpi\'nski gasket is non-removable for quasiconformal maps, thus answering a question of Bishop. The proof involves a new technique of constructing an exceptional homeomorphism from $\mathbb R^2$ into some non-planar…

Metric Geometry · Mathematics 2019-06-10 Dimitrios Ntalampekos

We prove a conjecture of Fomichev and Karev [{European J. Combin.} 127 (2025) 104160] by showing the equality of two graph invariants: $\varphi$, defined via graph colorings, and $\psi$, derived from the $\mathfrak{sl}(2)$-weight system of…

Combinatorics · Mathematics 2025-11-03 Qi Yan , Qingying Deng , Xian'an Jin