Related papers: Dirichlet forms for singular diffusion in higher d…
We establish an upper bound of the bottom of the essential spectrum for the generator associated with a regular Dirichlet form in terms of the rates of the volume growth/decay and big jump. Using this bound, we discuss how the bottom of the…
We study upper estimates of the martingale dimension $d_m$ of diffusion processes associated with strong local Dirichlet forms. By applying a general strategy to self-similar Dirichlet forms on self-similar fractals, we prove that $d_m=1$…
We present recent advances on Dirichlet forms methods either to extend financial models beyond the usual stochastic calculus or to study stochastic models with less classical tools. In this spirit, we interpret the asymptotic error on the…
In this article we define and study a stochastic process on Galoisian covers of compact manifolds. The successive positions of the process are defined recursively by picking a point uniformly in the Dirichlet domain of the previous one. We…
Inhomogeneous environments are rather ubiquitous in nature, often implying anomalies resulting in deviation from Gaussianity of diffusion processes. While sub- and superdiffusion are usually due to conversing environmental features…
The fast diffusion equation is analyzed on a bounded domain with Dirichlet boundary conditions, for which solutions are known to extinct in finite time. We construct invariant manifolds that provide a finite-dimensional approximation near…
Via a Dirichlet form extension theorem and making full use of two-sided heat kernel estimates, we establish quenched invariance principles for random walks in random environments with a boundary. In particular, we prove that the random walk…
We study the convergence of resistance metrics and resistance forms on a converging sequence of spaces. As an application, we study the existence and uniqueness of self-similar Dirichlet forms on Sierpinski gaskets with added rotated…
We describe a procedure to introduce general dependence structures on a set of Dirichlet processes. Dependence can be in one direction to define a time series or in two directions to define spatial dependencies. More directions can also be…
We introduce the concept of index for regular Dirichlet forms by means of energy measures, and discuss its properties. In particular, it is proved that the index of strong local regular Dirichlet forms is identical with the martingale…
The Gamma-Dirichlet structure corresponds to the decomposition of the gamma process into the independent product of a gamma random variable and a Dirichlet process. This structure allows us to study the properties of the Dirichlet process…
We show that the relation between the Schr\"odinger equation and diffusion processes has an algebraic nature and can be revealed via the structure of "duplex numbers." This helps one to clarify that quantum mechanics cannot be reduced to…
We undertake a general study of multifractal phenomena for functions. We show that the existence of several kinds of multifractal functions can be easily deduced from an abstract statement, leading to new results. This general approach does…
We investigate the long-time evolution of branching diffusion processes (starting with a single particle) in inhomogeneous media. The qualitative behavior of the processes depends on the intensity of the branching. We analyze the…
There is constructed and considered the extension of classical Diriclet operator corresponding to uniformly log-concave measure in the space of symmetric differential forms. Sufficient conditions for its essential self-adjointness in…
We construct a recurrent diffusion process with values in the space of probability measures over an arbitrary closed Riemannian manifold of dimension $d\ge 2$. The process is associated with the Dirichlet form defined by integration of the…
Consider a multiply-connected domain $\Sigma$ in the sphere bounded by $n$ non-intersecting quasicircles. We characterize the Dirichlet space of $\Sigma$ as an isomorphic image of a direct sum of Dirichlet spaces of the disk under a…
We develop a quantitative theory of stochastic homogenization in the more general framework of differential forms. Inspired by recent progress in the uniformly elliptic setting, the analysis relies on the study of certain subadditive…
In this paper we establish the existence of the extended Dirichlet space for nonlinear Dirichlet forms under mild conditions. We employ it to introduce and characterize criticality (recurrence) and subcriticality (transience) and establish…
In this article, we study the stochastic aggregation-diffusion equation with a singular drift represented by a monotone radial kernel. We demonstrate the existence and uniqueness of a diffusion process that acts as a weak solution to our…