Related papers: Green function estimates for subordinate Brownian …
We use a diagrammatic hopping expansion to calculate finite-temperature Green functions of the Bose-Hubbard model which describes bosons in an optical lattice. This technique allows for a summation of subsets of diagrams, so the divergence…
Let $\alpha:[0,1]\to [0,1]$ be a measurable function. It was proved by P. Marchal \cite{Mar15} that the function $$ \phi^{(\alpha)}(\lambda):=\exp\left[ \int_0^1\frac{\lambda-1}{1+(\lambda-1)x}\,\alpha(x)\,d x \right],\quad \lambda>0 $$ is…
It is well known that Brownian motion enjoys several distributional invariances such as the scaling property and the time reversal. In this paper, we prove another invariance of Brownian motion that is compatible with the time reversal. The…
We establish a new type of local asymptotic formula for the Green's function ${\mathcal G}_t(x,y)$ of a uniformly parabolic linear operator $\partial_t - L$ with non-constant coefficients using dilations and Taylor expansions at a point…
We prove existence and asymptotic behavior of the transition density for a large class of subordinators whose Laplace exponents satisfy lower scaling condition at infinity. Furthermore, we present lower and upper bounds for the density.…
We construct Green's functions for second order parabolic operators of the form $Pu=\partial_t u-{\rm div}({\bf A} \nabla u+ \boldsymbol{b}u)+ \boldsymbol{c} \cdot \nabla u+du$ in $(-\infty, \infty) \times \Omega$, where $\Omega$ is an open…
In this paper, we define the Green function for the Dirac operator under two local boundary conditions: the condition associated with a chirality operator (also called the chiral bag boundary condition) and the $\MIT$ bag boundary…
We compute the Green's function for the Hodge Laplacian on the symmetric spaces M\times\Sigma, where M is a simply connected n-dimensional Riemannian or Lorentzian manifold of constant curvature and \Sigma is a simply connected Riemannian…
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…
Assume that $g(|\xi|^2)$, $\xi\in\mathbb{R}^k$, is for every dimension $k\in\mathbb{N}$ the characteristic function of an infinitely divisible random variable $X^k$. By a classical result of Schoenberg $f:=-\log g$ is a Bernstein function.…
The structure of diagonal singularities of Green functions of partial differential operators of even order acting on smooth sections of a vector bundle over a Riemannian man ifold is studied. A special class of operators formed by the…
The Green's function method has applications in several fields in Physics, from classical differential equations to quantum many-body problems. In the quantum context, Green's functions are correlation functions, from which it is possible…
A nonperturbative method to obtain on- and off-site one-particle Green's function is introduced and applied to noninteracting Hubbard model with next nearest neighbor hopping and interacting Hubbard model in large dimensions, for example.…
Asymptotic formulae for Green's kernels $G_\epsilon({\bf x}, {\bf y})$ of various boundary value problems for the Laplace operator are obtained in regularly perturbed domains and certain domains with small singular perturbations of the…
We study Green functions for stationary Stokes systems satisfying the conormal derivative boundary condition. We establish existence, uniqueness, and various estimates for the Green function under the assumption that weak solutions of the…
For a general c\`adl\`ag L\'evy process on a separable Banach space $V$ we estimate values of $\inf_{Y\in{\cal A}_X} \mathbb{E}\left\{ \psi\left( \Vert X - Y \Vert_\infty\right) + \mathrm{TV}(Y[0,T]) \right\}$, where ${\cal A}_X$ is the…
We study a Brownian motion with drift in a wedge of angle $\beta$ which is obliquely reflected on each edge along angles $\varepsilon$ and $\delta$. We assume that the classical parameter $\alpha=\frac{\delta+\varepsilon - \pi}{\beta}$ is…
The first-exit time process of an inverse Gaussian L\'evy process is considered. The one-dimensional distribution functions of the process are obtained. They are not infinitely divisible and the tail probabilities decay exponentially. These…
In this paper we consider Harnack inequalities with respect to a symmetric $\alpha$-stable L\'evy process $X$ in $\mathbb{R}^d$, $\alpha \in (0,2)$, $d\geq 2$. We study the example from the article \cite{bg-sz-1}. There, the authors have…
In this paper, we consider a weakly coupled system of nonlocal operators which contain both diffusion part with uniformly elliptic diffusion matrices and bounded drift vectors and the jump part with relatively general jump kernels. We use…