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We are interested in the law of the first passage time of an Ornstein-Uhlenbeck process to time-varying thresholds. We show that this problem is connected to the laws of the first passage time of the process to members of a two-parameter…
This work deals with an inverse problem for the Sturm-Liouville operator with non-separated boundary conditions, one of which linearly depends on a spectral parameter. Uniqueness theorem is proved, solution algorithm is constructed and…
We consider the nonlinear equation $$-u'' = f(u) + h , \quad \text{on} \quad (-1,1),$$ where $f : {\mathbb R} \to {\mathbb R}$ and $h : [-1,1] \to {\mathbb R}$ are continuous, together with general Sturm-Liouville type, multi-point boundary…
We study the eigenvalue problem for a superlinear convolution operator in the special case of bilinear constitutive laws and establish the existence and uniqueness of a one-parameter family of nonlinear eigenfunctions under a topological…
We study Sturm--Liouville differential operators on the time scales consisting of a finite number of isolated points and segments. In a previous paper it was established that such operators are uniquely determined by their spectral…
We review and study a one-parameter family of functional transformations, denoted by $(S^{(\beta)})_{\beta\in \R}$, which, in the case $\beta<0$, provides a path realization of bridges associated to the family of diffusion processes…
The purpose of this paper is to extend some spectral properties of regular Sturm-Liouville problems to the special type discontinuous boundary-value problem, which consists of a Sturm-Liouville equation together with…
In the thermodynamic limit, the steady states of open quantum many-body systems can undergo nonequilibrium phase transitions due to a competition between coherent and driven-dissipative dynamics. Here, we consider Markovian systems and…
We have presented a simple approach to quantum theory of Brownian motion and barrier crossing dynamics. Based on an initial coherent state representation of bath oscillators and an equilibrium canonical distribution of quantum mechanical…
We apply both the theory of boundary triples and perturbation theory to the setting of semi-bounded Sturm-Liouville operators with two limit-circle endpoints. For general boundary conditions we obtain refined and new results about their…
The purpose of this paper is to further exemplify an approach to evolutionary problems originally developed in earlier works for a special case and later extended to more general evolutionary problems. We are here concerned with the $(1+1)$…
The first-passage-time problem for a Brownian motion with alternating infinitesimal moments through a constant boundary is considered under the assumption that the time intervals between consecutive changes of these moments are described by…
We continue the study of boundary data maps, that is, generalizations of spectral parameter dependent Dirichlet-to-Neumann maps for (three-coefficient) Sturm-Liouville operators on the finite interval $(a,b)$, to more general boundary…
The inverse spectral problems are studied for the Sturm-Liouville operator on the star-shaped graph and for the matrix Sturm-Liouville operator with the boundary condition in the general self-adjoint form. We obtain necessary and sufficient…
In this work, a boundary value problem for Sturm-Liouville operator with discontinuous coefficient is examined. The main equation is obtained which has an important role in solution of inverse problem for boundary value problem and…
The matrix Sturm-Liouville operator on a finite interval with the boundary conditions in the general self-adjoint form and with the singular potential from the class $W_2^{-1}$ is studied. This operator generalizes Sturm-Liouville operators…
This book considers posing and the methods of solving simple linear boundary-value problems in classical mathematical physics. The questions encompassed include: the fundamentals of calculus of variations; one-dimensional boundary-value…
When is it possible to interpret a given Markov process as a L\'evy-like process? Since the class of L\'evy processes can be defined by the relation between transition probabilities and convolutions, the answer to this question lies in the…
In this work we investigate the resolvent operator and completeness of eigenfunctions of a Sturm-Liouville problem with discontinuities at two points. The problem contains an eigenparameter in the one of boundary conditions. For…
The purpose of this study is to investigate a new class of boundary value transmission problems (BVTP's) for Sturm-Liouville equation on two separate intervals. We introduce modified inner product in direct sum space $L_{2}[a,c)\oplus…