Related papers: Green function estimates for subordinate Brownian …

The discrete Green's functions are the pseudoinverse (or the inverse) of the Laplacian (or its variations) of a graph. In this paper, we will give combinatorial interpretations of Green's functions in terms of enumerating trees and forests…

For a random walk defined for a doubly infinite sequence of times, we let the time parameter itself be an integer-valued process, and call the orginal process a random walk at random time. We find the scaling limit which generalizes the…

The linear fractional stable motion generalizes two prominent classes of stochastic processes, namely stable L\'evy processes, and fractional Brownian motion. For this reason it may be regarded as a basic building block for continuous time…

We prove a connection between the Green's function of the fractional Anderson model and the two point function of a self-avoiding random walk with long range jumps, adapting a strategy proposed by Schenker in 2015. This connection allows us…

In a setting, where only exit measures are given, as they are associated with a right continuous strong Markov process on a separable metric space, we provide simple criteria for scaling invariant H\"older continuity of bounded harmonic…

This is a guide to the mathematical theory of Brownian motion and related stochastic processes, with indications of how this theory is related to other branches of mathematics, most notably the classical theory of partial differential…

We introduce a one-parameter family of massive Laplacian operators $(\Delta^{m(k)})_{k\in[0,1)}$ defined on isoradial graphs, involving elliptic functions. We prove an explicit formula for the inverse of $\Delta^{m(k)}$, the massive Green…

Let $B = (B_t)_{t \in {\bf R}}$ be a symmetric Brownian motion, i.e. $(B_t)_{t \in {\bf R}_+}$ and $(B_{-t})_{t \in {\bf R}_+}$ are independent Brownian motions starting at $0$. Given $a \ge b>0$, we describe the law of the random set…

We show that shift Harnack type inequalities (in the sense of F.-Y.~Wang \cite{Wan14}) are preserved under Bochner's subordination. The proofs are based on two types of moment estimates for subordinators. As a by-product we establish moment…

The kinetic Brownian motion on the sphere bundle of a Riemannian manifold $M$ is a stochastic process that models a random perturbation of the geodesic flow. If $M$ is a orientable compact constantly curved surface, we show that in the…

This note concerns distributions of Skew Brownian motion with dry friction and its occupation time. These distributions were obtained in [2] by using the Laplace transform and joint characteristic functions. We provide an alternative…

The Green's functions for the Laplace equation respectively satisfying the Dirichlet and Neumann boundary conditions on the upper side of an infinite plane with a circular hole are introduced and constructed. These functions enables…

We explore the higher integrability of Green's functions associated with the second-order elliptic equation $a^{ij}D_{ij}u + b^i D_iu = f$ in a bounded domain $\Omega \subset \mathbb{R}^d$, and establish an enhanced version of Aleksandrov's…

Walk on Spheres algorithms leverage properties of Brownian Motion to create Monte Carlo estimates of solutions to a class of elliptic partial differential equations. We propose a new caching strategy which leverages the continuity of paths…

We show that exact sampling of the first passage event can be done for a Levy process with unbounded variation, if the process can be embedded in a subordinated standard Brownian motion. By sampling a series of first exit events of the…

In this paper, we compute the Laplace transform of occupation times (of the negative half-line) of spectrally negative L\'evy processes. Our results are extensions of known results for standard Brownian motion and jump-diffusion processes.…

It is known that in a stationary Brownian queue with both arrival and service processes equal in law to Brownian motion, the departure process is a Brownian motion, that is, Burke's theorem in this context. In this short note we prove…

For $0<\alpha \leq 2$ and $0<H<1$, an $\alpha$-time fractional Brownian motion is an iterated process $Z = \{Z(t)=W(Y(t)), t \ge 0\}$ obtained by taking a fractional Brownian motion $\{W(t), t\in \RR{R} \}$ with Hurst index $0<H<1$ and…

We consider the classical problem of determining the stationary distribution of the semimartingale reflected Brownian motion (SRBM) in a two-dimensional wedge. Under standard assumptions on the parameters of the model (opening of the wedge,…

In a conformal class of metrics with positive Yamabe invariant, we derive a necessary and sufficient condition for the existence of metrics with positive Q curvature. The condition is conformally invariant. We also prove some inequalities…