Related papers: Some sample path properties of G-Brownian motion

Let $X_{\alpha}=\{X_{\alpha}(t),t\in T\}$, $\alpha>0$, be an $\alpha$-permanental process with kernel $u(s,t)$. We show that $X^{1/2}_{\alpha}$ is a subgaussian process with respect to the metric $\sigma (s,t)=…

In this paper, we investigate how the property of $G$-complete reducibility behaves under isogenies over an arbitrary field.

A first-order theory has the Schroder-Bernstein property if any two of its models that are elementarily bi-embeddable are isomorphic. We prove that if G is an abelian group, then the follwing are equivalent: 1. Th(G, +) has the…

Consider the $\lambda$-Green function and the $\lambda$-Poisson kernel of a Lipschitz domain $U\subset \mathbb H^n=\left\{x\in\mathbb R^n:x_n>0\right\}$ for hyperbolic Brownian motion with drift. We provide several relationships that…

Let (B_t : t > 0) be a planar Brownian motion and define gauge functions $\phi_\alpha(s)=log(1/s)^{-\alpha}$ for $\alpha>0$. If $\alpha<1$ we show that almost surely there exists a point x in the plane such that $H^{\phi_\alpha}({t > 0 :…

We study the motions of G band bright points (GBPs) in the quiet Sun to obtain the characteristics of different motion types. A high resolution image sequence taken with the Hinode/Solar Optical Telescope (SOT) is used, and GBPs are…

We condition a Brownian motion with arbitrary starting point $y \in \mathbb{R}$ on spending at most $1$ time unit below $0$ and provide an explicit description of the resulting process. In particular, we provide explicit formulas for the…

Let $G$ be a simply connected compact Lie group. Let $L_e(G)$ be the based loop group with the base point $e$ which is the identity element. Let $\nu_e$ be the pinned Brownian motion measure on $L_e(G)$ and let $\alpha\in…

Let $\Lambda$ be a subfamily of the moduli space of degree $D\ge2$ polynomials defined by a finite number of parabolic relations. Let $\Omega$ be a bounded stable component of $\Lambda$ with the property that all critical points are…

An absolute continuity approach to quasinormality which relates the operator in question to the spectral measure of its modulus is developed. Algebraic characterizations of some classes of operators that emerged in this context are…

For a proper action by a locally compact group $G$ on a manifold $M$ with a $G$-equivariant Spin-structure, we obtain obstructions to the existence of complete $G$-invariant Riemannian metrics with uniformly positive scalar curvature. We…

We calculate the regular conditional future law of the fractional Brownian motion with index $H\in(0,1)$ conditioned on its past. We show that the conditional law is continuous with respect to the conditioning path. We investigate the path…

The paper is concerned with a class of two-sided stochastic processes of the form $X=W+A$. Here $W$ is a two-sided Brownian motion with random initial data at time zero and $A\equiv A(W)$ is a function of $W$. Elements of the related…

In this article, we show that the standard vector-valued generalization of a generalized grey Brownian motion (ggBm) has independent components if and only if it is a fractional Brownian motion. In order to extend ggBm with independent…

Einstein's theory of general relativity is written in terms of the variables obtained from a conformal--traceless decomposition of the spatial metric and extrinsic curvature. The determinant of the conformal metric is not restricted, so the…

A geometric p-rough path can be seen to be a genuine path of finite p-variation with values in a Lie group equipped with a natural distance. The group and its distance lift (R^{d},+,0) and its Euclidean distance. This approach allows us to…

G-framework is presented by Peng [41] for measure risk under uncertainty. In this paper, we define fractional G-Brownian motion (fGBm). Fractional G-Brownian motion is a centered G-Gaussian process with zero mean and stationary increments…

For \Omega a C^{2}-smooth domain, and a positive bounded continuous map a \in C(\Omega), we prove existence of a minimizer of the functional u \mapsto $\int_{\Omega} a|Du| over the space BV(\Omega) of functions of bounded variation with…

We prove an $H-$theorem for the Brownian motion on the hyperbolic plane with a drift, as studied by Comtet and Monthus; the entropy used here is not the Boltzmann entropy but the R\'enyi entropy, the parameter of which being related in a…

We study the actions of a Lie group $G$ by birationally extendible automorphisms on a domain $D\subset C^n$. For a large class of such domains defined by polynomial inequalities, all automorphisms are of this type. In the cases 1) $G$ has…