Related papers: Small time asymptotics for an example of strictly …

In the compagnion paper [Marginal density expansions for diffusions and stochastic volatility, part I] we discussed density expansions for multidimensional diffusions $(X^1,...,X^d)$, at fixed time $T$ and projected to their first $l$…

Superstatistics are superpositions of different statistics relevant for driven nonequilibrium systems with spatiotemporal inhomogeneities of an intensive variable (e.g., the inverse temperature). They contain Tsallis statistics as a special…

We consider time-dependent random walks among time-dependent conductances. For discrete time random walks, we show that, unlike the time-independent case, two-sided Gaussian heat kernel estimates are not stable under perturbations. This is…

We identify the short time asymptotics of the sub-Riemannian heat content for a smoothly bounded domain in the first Heisenberg group. Our asymptotic formula generalizes prior work by van den Berg-Le Gall and van den Berg-Gilkey to the…

We consider the limiting behavior of fluctuations of small noise diffusions with multiple scales around their homogenized deterministic limit. We allow full dependence of the coefficients on the slow and fast motion. These processes arise…

We consider singularly perturbed second order elliptic system in the whole space with fast oscillating coefficients. We construct the complete asymptotic expansions for the eigenvalues converging to the isolated ones of the homogenized…

Hawkes process is a class of simple point processes with self-exciting and clustering properties. Hawkes process has been widely applied in finance, neuroscience, social networks, criminology, seismology, and many other fields. In this…

To characterize local finite-time properties associated with transient chaos in open dynamical systems, we introduce an escape rate and fractal dimensions suitable for this purpose in a coarse-grained description. We numerically illustrate…

The short-time asymptotic behavior of the transition density function of the diffusion process generated by the general Grushin operator will be investigated, by using its explicit expression in terms of expectation. Further the dependence…

In this paper, asymptotic behavior of convolution of distributions belonging to two subclasses of distributions with exponential tails are considered, respectively. The precise second-order tail asymptotics of the convolutions are derived…

We establish uniform pointwise estimates for the densities of a family of $\alpha$-stable processes with respect to the index $\alpha \in [\alpha_0,2]$ for some $\alpha_0>0$. In addition, we estimate the difference between the heat kernels…

In this paper, first we consider the uniform complex time heat kernel estimates of $e^{-z(-\Delta)^{\frac{\alpha}{2}}}$ for $\alpha>0, z\in \mathbb{C}^+$. When $\frac{\alpha}{2}$ is not an integer, generally the heat kernel doest not have…

We study the large-time behavior of the continuous-time heat kernel and of solutions to the heat equation on homogeneous trees. First, we derive sharp asymptotic formulas for the heat kernel as $t\to\infty$. Second, using them, we show that…

We show that the second term in the asymptotic expansion as t approaches 0 of the trace of the Dirichlet heat kernel on Lipschitz domains for unimodal L\'evy processes, satisfying some weak scaling conditions, is given by the surface area…

We investigate the asymptotic behavior, in the long time limit, of the random homology associated to realizations of stochastic diffusion processes on a compact Riemannian manifold. In particular a rigidity result is established: if the…

We obtain "large gap" asymptotics for a Fredholm determinant with a confluent hypergeometric kernel. We also obtain asymptotics for determinants with two types of Bessel kernels which appeared in random matrix theory.

We develop a new method for the calculation of the heat trace asymptotics of the Laplacian on symmetric spaces that is based on a representation of the heat semigroup in form of an average over the Lie group of isometries and obtain a…

We consider hyperbolic equations with time-dependent coefficients and develop an abstract framework to derive the asymptotic behaviour of the representation of solutions for large times. We are dealing with generic situations where the…

This paper studies the heat content} for Schr\"odinger operators of the fractional Laplacian $(-\Delta)^{\alpha/2}$, $0<\alpha\leq 2$ in $R^d$, $d\geq 1$. Employing probabilistic and analytic techniques, a small time asymptotic expansion…

Using standard definitions of chaos (as positive Kolmogorov-Sinai entropy) and diffusion (that multiple time distribution functions are Gaussian), we show numerically that both chaotic and nonchaotic systems exhibit diffusion, and hence…