Related papers: The compact support property for the $\Lambda$-Fle…
This paper deals with the identification of the multivariate fractional Brownian motion, a recently developed extension of the fractional Brownian motion to the multivariate case. This process is a $p$-multivariate self-similar Gaussian…
The resolution of Brownian motion in simulations of micro-particle suspensions can be crucial to reproducing the correct dynamics of individual particles, as well as providing an accurate characterisation of suspension properties. Including…
We study the asymptotic behavior of the viscosity solutions $u^\lambda_G$ of the Hamilton-Jacobi (HJ) equation \begin{equation*} \lambda u(x)+G(x,u')=c(G)\qquad\hbox{in $\mathbb{R}$} \end{equation*} as the positive discount factor $\lambda$…
The O'Connell process is a softened version (a geometric lifting with a parameter $a>0$) of the noncolliding Brownian motion such that neighboring particles can change the order of positions in one dimension within the characteristic length…
It is well-known (see Dvoretzky, Erd{\H o}s and Kakutani [8] and Le Gall [12]) that a planar Brownian motion $(B_t)_{t\ge 0}$ has points of infinite multiplicity, and these points form a dense set on the range. Our main result is the…
Our aim in this article is to provide explicit computable estimates for the cumulative distribution function (c.d.f.) and the $p$-th order moment of the exponential functional of a fractional Brownian motion (fBM) with drift. Using…
We reprove the $\lambda$-Lemma for finite dimensional gradient flows by generalizing the well-known contraction method proof of the local (un)stable manifold theorem. This only relies on the forward Cauchy problem. We obtain a rather…
We prove a local support theorem for the exponential Radon transform for functions of exponential decay at infinity. We also show that our decay condition is essentially sharp for the classical Radon transform for hyperbolic type domains as…
We report on the discovery of a unidirectional continuous orbital motion of a single pair of nanoparticles which occurs spontaneously in room-temperature air and can be manipulated by light. By varying the relative position of two…
This appendix provides a short proof for sample path continuity of the Brownian motion induced by an arbitrary centered Gaussian measure on a separable Banach space, and also some perturbation results for the spectrum of compact…
We study the set of curvature functions which a given compact manifold with boundary can possess. First, we prove that the sign demanded by the Gauss-Bonnet Theorem is a necessary and sufficient condition for a given function to be the…
In this paper we introduce three Markovian couplings of Brownian motions on smooth Riemannian manifolds without boundary which sit at the crossroad of two concepts. The first concept is the one of shy coupling put forward in…
We construct Brownian motion on a wide class of metric spaces similar to graphs, and show that its cover time admits an upper bound depending only on the length of the space.
We construct a family of processes, from a single Poisson process, that converges in law to a complex Brownian motion. Moreover, we find realizations of these processes that converge almost surely to the complex Brownian motion, uniformly…
In this paper we study the Martin boundary of unbounded open sets at infinity for a large class of subordinate Brownian motions. We first prove that, for such subordinate Brownian motions, the uniform boundary Harnack principle at infinity…
We prove that minimal graphs (other than planes) are parabolic in the sense that any bounded harmonic function is determined by its boundary values. The proof relies on using the coupling introduced in the author's earlier paper "A…
In this note we show that if a continuous-time, nonlinear, time-invariant, finite-dimensional system evolves on a compact subset of Rn and if the Jacobian of the vector field is Hurwitz at each point of the compact set, then there is a…
We prove a convergence theorem for a sequence of super-Brownian motions moving among hard Poissonian obstacles, when the intensity of the obstacles grows to infinity but their diameters shrink to zero in an appropriate manner. The…
In this paper we study the extent to which conformally compact asymptotically hyperbolic metrics may be characterized intrinsically. Building on the work of the first author, we prove that decay of sectional curvature to -1 and decay of…
We prove stochastic stability of the three-dimensional Rayleigh-B\'enard convection in the infinite Prandtl number regime for any pair of temperatures maintained on the top and the bottom. Assuming that the non-degenerate random…