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

In the present paper we shall establish n-dimensional Hardy's inequalities with non-doubling weight functions of the distance to the boundary, where the boundary is a $C^2$ class bounded domain of $R^N$. This work is essentially based on…

We provide a geometric representation of the Poisson and Martin boundaries of a transient, bounded degree triangulation of the plane in terms of its circle packing in the unit disc. (This packing is unique up to M\"obius transformations.)…

We prove that a general (not necessarily symmetric) L\'evy process killed on exiting a bounded open set (without regular condition on the boundary) is intrinsically ultracontractive, provided that $B(0,R_0)\subseteq \rm{supp}(\nu)$ for some…

In this paper, we study the exact solution of the $q$-deformed $D^{(1)}_3$ quantum lattice model with non-diagonal open boundary condition. We demonstrate the crossing symmetry of the transfer matrix and obtain the quantum determinant. We…

Motivated by the recent results of Nualart and Xu \cite{Nualart} concerning limits laws for occupation times of one dimensional symmetric stable processes, this paper proves a decomposition for functionals of one dimensional symmetric…

The singular values of a product of $M$ independent Ginibre matrices of size $N\times N$ form a determinantal point process. Near the soft edge, as both $M$ and $N$ go to infinity in such a way that $M/N\to \alpha$, $\alpha>0$, a scaling…

For a strictly stationary sequence of random variables we derive functional convergence of the joint partial sum and partial maxima process under joint regular variation with index $\alpha \in (0,2)$ and weak dependence conditions. The…

It is well-known that a function on an open set in $\mathbb R^d$ is smooth if and only if it is arc-smooth, i.e., its composites with all smooth curves are smooth. In recent work, we extended this and related results (for instance, a real…

If a real harmonic function inside the open unit disk $B(0,1) \subset \mathbb{R}^2$ has its level set $\left\{x: u(x) = u(0)\right\}$ diffeomorphic to an interval, then we prove the sharp bound $\kappa \leq 8$ on the curvature of the level…

We study the boundary behaviour of the of (E) $-\Gd u-\myfrac{\xk }{d^2(x)}u+g(u)=0$, where $0<\xk <\frac{1}{4}$ and $g$ is a continuous nonndecreasing function in a bounded convex domain of $\BBR^N$. We first construct the Martin kernel…

The parabolic obstacle problem for the fractional Laplacian naturally arises in American option models when the assets prices are driven by pure jump L\'evy processes. In this paper we study the regularity of the free boundary. Our main…

For stationary, homogeneous Markov processes (viz., L\'{e}vy processes, including Brownian motion) in dimension $d\geq 3$, we establish an exact formula for the average number of $(d-1)$-dimensional facets that can be defined by $d$ points…

This paper is concerned with asymptotic behavior (at zero and at infinity) of the favorite points of L\'evy processes. By exploring Molchan's idea for deriving lower tail probabilities of Gaussian processes with stationary increments, we…

For a smoothly bounded pseudoconvex domain $D\subset{\Bbb C}^n$ of finite type with non-compact holomorphic automorphism group $\text{Aut}(D)$, we show that the set $S(D)$ of all boundary accumulation points for $\text{Aut}(D)$ is a compact…

In this work we propose to study the general Robin boundary value problem involving signed smooth measures on an arbitrary domain $\Omega$ of $\mathbb R^d$. A Kato class of measures is defined to insure the closability of the associated…

We construct marked Gibbs point processes in $\mathbb{R}^d$ under quite general assumptions. Firstly, we allow for interaction functionals that may be unbounded and whose range is not assumed to be uniformly bounded. Indeed, our typical…

In this paper we study general nonlinear stochastic differential equations, where the usual Brownian motion is replaced by a L\'evy process. We also suppose that the coefficient multiplying the increments of this process is merely Lipschitz…

On a convex bounded open set, we prove that Poincar\'e-Sobolev constants for functions vanishing at the boundary can be bounded from below in terms of the norm of the distance function in a suitable Lebesgue space. This generalizes a result…

Problems with localized nonhomogeneous material properties arise frequently in many applications and are a well-known source of difficulty in numerical simulations. In certain applications (including additive manufacturing), the physics of…

We consider the first eigenvalues of the polyharmonic, Lam\'e and Stokes operators with Dirichlet boundary conditions on sets of given finite measure. It is shown that a quasi-open set for which this eigenvalue is minimal is open. This…