Related papers: Two-sided boundary functionals for Kou process
An investigation of two-time correlation functions is reported within the framework of (i) Stochastic Quantum Mechanics and (ii) conventional Heisenberg-Schr\"odinger Quantum Mechanics. The spectral functions associated with the two-time…
We consider general multi-species models of reaction diffusion processes and obtain a set of constraints on the rates which give rise to closed systems of equations for correlation functions. Our results are valid in any dimension and on…
Our purpose in this paper is to determine the limiting distribution and the evolution rate of particles near the frontier of branching Brownian motions. Here the branching rate is given by a Kato class measure with compact support in…
Fractional, anomalous diffusion in space-periodic potentials is investigated. The analytical solution for the effective, fractional diffusion coefficient in an arbitrary periodic potential is obtained in closed form in terms of two…
Derivation of two-time second-order correlation function by following approaches such as stochastic differential equation, coherent-state propagator, and quasi-statistical distribution function is presented. In the process, the time…
We study a two-dimensional conformal field theory coupled to quantum gravity on a disk. Using the continuum Liouville field approach, we compute three-point correlation functions of boundary operators. The structure of momentum…
The problem of steady mixed convection boundary-layer flow on a cooled vertical permeable circular cylinder embedded in a fluid-saturated porous medium is studied. Here, we evaluate the flow and heat transfer characteristics numerically for…
We present a two-dimensional extension of an identity in distribution due to Bougerol \cite{Bou} that involves the exponential functional of a linear Brownian motion. Even though this identity does not extend at the level of processes, we…
We investigate the convergence of hitting times for jump-diffusion processes. Specifically, we study a sequence of stochastic differential equations with jumps. Under reasonable assumptions, we establish the convergence of solutions to the…
The purpose of this article is to give another proof on the existence of a diffusion on a junction, which has been already done by M.Freidlin and S-J.Sheu, in Diffusion processes on graphs, (2000). We generalize the result to time dependent…
In this article we prove the existence of Bernstein processes which we associate in a natural way with a class of linear parabolic initial-and final boundary value problems defined in bounded convex subsets of Euclidean space of arbitrary…
With the use of the "two-fluid model", we discuss anomalous diffusion induced by active force dipoles in viscoelastic media. Active force dipoles, such as proteins and bacteria, generate non-thermal fluctuating flows that lead to a…
Functionals of Brownian/non-Brownian motions have diverse applications and attracted a lot of interest of scientists. This paper focuses on deriving the forward and backward fractional Feynman-Kac equations describing the distribution of…
We consider a positive recurrent one-dimensional diffusion process with continuous coefficients and we establish stable central limit theorems for a certain type of additive functionals of this diffusion. In other words we find some…
We present a new derivation of the distance-dependent two-point function for planar Eulerian triangulations and give expressions for more refined generating functions where we also control hull perimeters. These results are obtained in the…
For an Ornstein-Uhlenbeck process driven by a double exponential jump diffusion process, we obtain formulas for the joint Laplace transform of it and its occupation times. The approach used is remarkable and can be extended to investigate…
We study finite-frequency transport properties of the double-dot system recently constructed to observe the two-channel Kondo effect [R. M. Potok et al., Nature 446, 167 (2007)]. We derive an analytical expression for the…
We prove optimal error bounds for a second order in time finite element approximation of curve shortening flow in possibly higher codimension. In addition, we introduce a second order in time method for curve diffusion. Both schemes are…
The two-time Green function method in quantum electrodynamics of high-Z few-electron atoms is described in detail. This method provides a simple procedure for deriving formulas for the energy shift of a single level and for the energies and…
This paper deals with Poisson processes on an arbitrary measurable space. Using a direct approach, we derive formulae for moments and cumulants of a vector of multiple Wiener-It\^o integrals with respect to the compensated Poisson process.…