Related papers: Martin boundary for some symmetric L\'evy processe…

We consider the behaviour of holomorphic functions on a bounded open subset of the plane, satisfying a Lipschitz condition with exponent $\alpha$, with $0<\alpha<1$, in the vicinity of an exceptional boundary point where all such functions…

Let $\widetilde{X}$ be a locally finite complete Gromov hyperbolic metric graph with the geometric boundary consisting of infinitely many points. Suppose that there is a discrete subgroup of the isometry group $Iso(\widetilde{X})$ acting…

We compute the $t$-Martin boundary of two-dimensional small steps random walks killed at the boundary of the quarter plane. We further provide explicit expressions for the (generating functions of the) discrete $t$-harmonic functions. Our…

Let $\Omega$ be an unbounded domain in $\mathbb{R}\times\mathbb{R}^{d}.$ A positive harmonic function $u$ on $\Omega$ that vanishes on the boundary of $\Omega$ is called a Martin function. In this note, we show that, when $\Omega$ is…

For a bounded simply connected domain $\Omega\subset\mathbb{R}^2$, any point $z\in\Omega$ and any $0<\alpha<1$, we give a lower bound for the $\alpha$-dimensional Hausdorff content of the set of points in the boundary of $\Omega$ which can…

The t-Martin boundary of a random walk on a half-space with reflected boundary conditions is identified. It is shown in particular that the t-Martin boundary of such a random walk is not stable in the following sense : for different values…

In this paper we propose a Hamiltonian approach to gapped topological phases on an open surface with boundary. Our setting is an extension of the Levin-Wen model to a 2d graph on the open surface, whose boundary is part of the graph. We…

We wish to characterise when a L\'{e}vy process $X_t$ crosses boundaries like $t^\kappa$, $\kappa>0$, in a one or two-sided sense, for small times $t$; thus, we enquire when $\limsup_{t\downarrow 0}|X_t|/t^{\kappa}$, $\limsup_{t\downarrow…

For almost all Riemannian metrics (in the $C^\infty$ Baire sense) on a compact manifold with boundary $(M^{n+1},\partial M)$, $3\leq (n + 1)\leq 7$, we prove that, for any open subset $V$ of $\partial M$, there exists a compact, properly…

We consider a family of pseudo differential operators $\{\Delta+ a^\alpha \Delta^{\alpha/2}; a\in [0, 1]\}$ on $\R^d$ that evolves continuously from $\Delta$ to $\Delta + \Delta^{\alpha/2}$, where $d\geq 1$ and $\alpha \in (0, 2)$. It gives…

We present a generic and systematic approach for constructing D-dimensional lattice models with exactly solvable d-dimensional boundary states localized to corners, edges, hinges and surfaces. These solvable models represent a class of…

Let $M$ be a compact $n$-dimensional Riemannian manifold with nonnegative Ricci curvature and mean convex boundary $\partial M$. Assume that the mean curvature $H$ of the boundary $\partial M$ satisfies $H \geq (n-1) k >0$ for some positive…

We consider a two-dimensional diffusion process in a two-layered plane, governed by distinct covariance matrices in the upper and lower half-planes and by two drift vectors pointed away from the $x$-axis. We first analyze the case where the…

In 2012 Lau and Ngai, motivated by the work of Denker and Sato, gave an example of an isotropic Markov chain on the set of finite words over a three letter alphabet, whose Martin boundary is homeomorphic to the Sierpi\'nski gasket. Here, we…

We give a probabilistic proof of relative Fatou's theorem for $(-\Delta)^{\alpha/2}$-harmonic functions (equivalently for symmetric $\alpha$-stable processes) in bounded $\kappa$-fat open set where $\alpha \in (0,2)$. That is, if $u$ is…

For several classes of bounded sets $A$, the limit of a one-dimensional L\'{e}vy process conditioned to avoid $A$ up to a parametrized random time which tends to infinity. For $A$ we take the set of finite points with several clocks and a…

We consider the behaviour of holomorphic functions on a bounded open subset of the plane, satisfying a Lipschitz condition with exponent $\alpha$, with $0<\alpha<1$, in the vicinity of an exceptional boundary point where all such functions…

In this paper we present a very simple way to price a class of barrier options when the underlying process is driven by a huge class of L\'evy processes. To achieve our goal we assume that our market satisfies a symmetry property. In case…

The limiting behavior of Toeplitz type quadratic forms of stationary processes has received much attention through decades, particularly due to its importance in statistical estimation of the spectrum. In the present paper we study such…

We consider an $\mathcal{MP}$-system, that is, a compact Riemannian manifold with boundary, endowed with a magnetic field and a potential. On simple $\mathcal{MP}$-systems, we study the $\mathcal{MP}$-ray transform in order to obtain new…