Related papers: Trace asymptotics for subordinate semigroups

In this paper we study the small time asymptotic behavior of the spectral heat content $\widetilde{Q}_D^{(\alpha)}(t)$ of an arbitrary bounded $C^{1,1}$ domain $D$ with respect to the \textit{subordinate killed Brownian motion} in $D$ via…

We survey existing results concerning the study in small times of the density of the solution of a rough differential equation driven by fractional Brownian motions. We also slightly improve existing results and discuss some possible…

In this paper, long time and high order moment asymptotics for super-Brownian motions (sBm's) are studied. By using a moment formula for sBm's (e.g. Theorem 3.1, Hu et al. Ann. Appl. Probab. 2023+), precise upper and lower bounds for all…

We study a "div-grad type" sub-Laplacian with respect to a smooth measure and its associated heat semigroup on a compact equiregular sub-Riemannian manifold. We prove a short time asymptotic expansion of the heat trace up to any order. Our…

In the present paper, the Karhunen-Lo{\`e}ve eigenvalues for a sub-fractional Brownian motion are considered in the case of $H>\frac12$. Rigorous large $n$ asymptotics for those eigenvalues are shown, based on functional analysis method. By…

We prove the strong convergence of the spectrum of the kinetic Brownian motion to the spectrum of base Laplacian for a large class of compact locally Riemannian homogeneous spaces, in particular all compact locally symmetric spaces. This…

We begin with a review and analytical construction of quantum Gaussian process (and quantum Brownian motions) in the sense of [25],[10] and others, and then formulate and study in details (with a number of interesting examples) a definition…

We establish the short-time asymptotic behaviour of the Markovian semigroups associated with strongly local Dirichlet forms under very general hypotheses. Our results apply to a wide class of strongly elliptic, subelliptic and degenerate…

For a class of Laplace exponents we derive the heat trace asymptotics of the generator of the corresponding subordinate Brownian motion on Euclidean space. The terms in the asymptotic expansion are found to depend both on the geometry of…

We prove strong small deviations results for Brownian motion under independent time-changes satisfying their own asymptotic criteria. We then apply these results to certain stochastic integrals which are elements of second-order homogeneous…

In this paper we study the behaviour in time of the trace (the partition function) of the heat semigroup associated with symmetric stable processes in domains of $\Rd$. In particular, we show that for domains with the so called…

We derive the asymptotic behavior of hitting probability at small target of size $O(\epsilon)$ for reflected Brownian motion in domains with suitable smooth boundary conditions, where the boundary of domain contains both reflecting part,…

Let (S(t)) be a one-parameter family S = (S(t)) of positive integral operators on a locally compact space L. For a possibly non-uniform partition of [0,1] define a measure on the path space C([0,1],L) by using a) S(dt) for the transition…

We derive general results on the small deviation behavior for some classes of iterated processes. This allows us, in particular, to calculate the rate of the small deviations for $n$-iterated Brownian motions and, more generally, for the…

We derive logarithmic asymptotics of probabilities of small deviations for iterated processes in the space of trajectories. We find conditions under which these asymptotics coincide with those of processes generating iterated processes.…

The paper discusses and surveys some aspects of the potential theory of subordinate Brownian motion under the assumption that the Laplace exponent of the corresponding subordinator is comparable to a regularly varying function at infinity.…

We find the logarithmic small ball asymptotics for the $L_2$-norm with respect to a degenerate self-similar measures of a certain class of Gaussian processes including Brownian motion, Ornstein - Uhlenbeck process and their integrated…

We study the asymptotic behaviour of the time-changed stochastic process $\vphantom{X}^f\!X(t)=B(\vphantom{S}^f\!S (t))$, where $B$ is a standard one-dimensional Brownian motion and $\vphantom{S}^f\!S$ is the (generalized) inverse of a…

This paper considers a classical question of approximation of Brownian motion by a random walk in the setting of a sub-Riemannian manifold $M$. To construct such a random walk we first address several issues related to the degeneracy of…

The main result is a counterpart of the theorem of Monroe [\emph{Ann. Probability} \textbf{6} (1978) 42--56] for a geometric Brownian motion: A process is equivalent to a time change of a geometric Brownian motion if and only if it is a…