Related papers: Green function estimates for subordinate Brownian …

We present a study of the distance between a Brownian motion and a submanifold of a complete Riemannian manifold. We include a variety of results, including an inequality for the Laplacian of the distance function derived from a Jacobian…

The Green functions of the partial differential operators of even order acting on smooth sections of a vector bundle over a Riemannian manifold are investigated via the heat kernel methods. We study the resolvent of a special class of…

We define and prove the existence of a fractional Brownian motion indexed by a collection of closed subsets of a measure space. This process is a generalization of the set-indexed Brownian motion, when the condition of independance is…

We prove that the upward ladder height subordinator $H$ associated to a real valued L\'{e}vy process $\xi$ has Laplace exponent $\phi$ that varies regularly at $\infty$ (resp. at 0) if and only if the underlying L\'{e}vy process $\xi$…

We present a calculation of the spectral properties of a single charge doped at a Cu($3d$) site of the Cu-F plane in KCuF$_{3}$. The problem is treated by generating the equations of motion for the Green's function by means of subsequent…

In this note we investigate the behaviour of Brownian motion conditioned on a growth constraint of its local time which has been previously investigated by Berestycki and Benjamini. For a class of non-decreasing positive functions $f(t);…

We study the Green function for the stationary Stokes system with bounded measurable coefficients in a bounded Lipschitz domain $\Omega\subset \mathbb{R}^n$, $n\ge 3$. We construct the Green function in $\Omega$ under the condition…

We are interested in the rate of convergence of a subordinate Markov process to its invariant measure. Given a subordinator and the corresponding Bernstein function (Laplace exponent) we characterize the convergence rate of the subordinate…

We study minimal thinness in the half-space $H:=\{x=(\wt{x}, x_d):\, \wt{x}\in \R^{d-1}, x_d>0\}$ for a large class of rotationally invariant L\'evy processes, including symmetric stable processes and sums of Brownian motion and independent…

We construct Green's functions for elliptic operators of the form $\mathcal{L}u=-\text{div}(A\nabla u+bu)+c\nabla u+du$ in domains $\Omega\subseteq\mathbb R^n$, under the assumption $d\geq\text{div}b$, or $d\geq\text{div}c$. We show that,…

In the first part of this article, we prove two-sided estimates of hitting probabilities of balls, the potential kernel and the Green function for a ball for general isotropic unimodal L\'evy processes. Our bounds are sharp under the…

We consider a Brownian motion with drift in the quarter plane with orthogonal reflection on the axes. The Laplace transform of its stationary distribution satisfies a functional equation, which is reminiscent from equations arising in the…

For $d\geq 1$ and $\alpha \in (0, 2)$, consider the family of pseudo differential operators $\{\Delta+ b \Delta^{\alpha/2}; b\in [0, 1]\}$ on $\R^d$ that evolves continuously from $\Delta$ to $\Delta + \Delta^{\alpha/2}$. In this paper, we…

In this paper we investigate the class of grey Brownian motions $B_{\alpha,\beta}$ ($0<\alpha<2$, $0<\beta\leq1$). We show that grey Brownian motion admits different representations in terms of certain known processes, such as fractional…

We provide a probabilistic description of the stationary measures for the open KPZ on the spatial interval $[0,1]$ in terms of a Markov process $Y$, which is a Doob's $h$ transform of the Brownian motion killed at an exponential rate. Our…

Precise asymptotics known for the Green's function of the Laplace operator have found their analogs for periodic elliptic operators of the second order at and below the bottom of the spectrum. Due to the band-gap structure of the spectra of…

This paper studies the law of any power of the integral of geometric Brownian motion over any finite time interval. As its main results, two integral representations for this law are derived. This is by enhancing the Laplace transform…

We analyze the Brown measure the non-normal operators $X = p + i q$, where $p$ and $q$ are Hermitian, freely independent, and have spectra consisting of finitely many atoms. We use the Quaternionic Green's function, an analogue of the…

We study semi-martingale obliquely reflected Brownian motion with drift in the first quadrant of the plane in the transient case. Our main result determines a general explicit integral expression for the moment generating function of…

The goal of this work is to develop a general theory for non-local singular operators of the type $$ L^{\mathcal{B}}_{\alpha}f(x)=\lim_{\epsilon\to 0} \int_{D,\, |y-x|>\epsilon}\big(f(y)-f(x)\big) \mathcal{B}(x,y)|x-y|^{-d-\alpha}\,dy, $$…