Related papers: The Matsumoto and Yor process and infinite dimensi…

We show that the limit at infinity of the vector-valued Brown-York-type quasi-local mass along any coordinate exhaustion of an asymptotically hyperbolic $3$-manifold satisfying the relevant energy condition on the scalar curvature has the…

We investigate yet another approach to understand the limit behaviour of Brownian motion conditioned to stay within a tubular neighbourhood around a closed and connected submanifold of a Riemannian manifold. In this context, we identify a…

Let $X=(X_t)_{t\ge0}$ be a transient diffusion process in $(0,\infty)$ with the diffusion coefficient $\sigma>0$ and the scale function $L$ such that $X_t\rightarrow\infty$ as $t\rightarrow \infty$, let $I_t$ denote its running minimum for…

We construct a class of superprocesses by taking the high density limit of a sequence of interacting-branching particle systems. The spatial motion of the superprocess is determined by a system of interacting diffusions, the branching…

The kinetic Brownian motion on the sphere bundle of a Riemannian manifold $M$ is a stochastic process that models a random perturbation of the geodesic flow. If $M$ is a orientable compact constantly curved surface, we show that in the…

Universal upper bounds for the Kobayashi and quasi-hyperbolic distances near Dini-smooth boundary points of domains in $\C^n$ and $\R^n,$ respectively, are obtained.

We consider a standard one-dimensional Brownian motion on the time interval $[0,1]$ conditioned to have vanishing iterated time integrals up to order $N$. We show that the resulting processes can be expressed explicitly in terms of shifted…

We give a probabilistic representation of a one-dimensional diffusion equation where the solution is discontinuous at $0$ with a jump proportional to its flux. This kind of interface condition is usually seen as a semi-permeable barrier.…

We show exact dimensionality of harmonic measures associated with random walks on groups acting on a hyperbolic space under finite first moment condition, and establish the dimension formula by the entropy over the drift. We also treat the…

We consider processes which have the distribution of standard Brownian motion (in the forward direction of time) starting from random points on the trajectory which accumulate at $-\infty$. We show that these processes do not have to have…

This is the second in a series of papers where we estab- lish skin structural concepts and results for singular area minimizing hypersurfaces. Here we conformally unfold these spaces to complete Gromov hyperbolic spaces with bounded…

Sengupta's lower bound for the Yang-Mills action on smooth connections on a bundle over a Riemann surface generalizes to the space of connections whose action is finite. In this larger space the inequality can always be saturated. The…

We investigate open quantum Brownian motions as quantum analogues of classical diffusion processes under interaction with an external enviroment. Building upon the microscopic derivation by Sinayskiy and Petruccione [20], we revisit the…

Consider a system of infinitely many Brownian particles on the real line. At any moment, these particles can be ranked from the bottom upward. Each particle moves as a Brownian motion with drift and diffusion coefficients depending on its…

The Brownian motion $(U^N_t)_{t\ge 0}$ on the unitary group converges, as a process, to the free unitary Brownian motion $(u_t)_{t\ge 0}$ as $N\to\infty$. In this paper, we prove that it converges strongly as a process: not only in…

Let X^{1}, X^{2} be two independent (two-sided) fractional Brownian motions having the same Hurst parameter H in (0,1), and let Y be a standard (one-sided) Brownian motion independent of (X^{1},X^{2}). In dimension 2, fractional Brownian…

We study Brownian motion on Hermitian symmetric spaces of non-compact type in their bounded-domain realization. Using Jordan triple systems, we identify the spectral values after an appropriate change of variables as a Heckman-Opdam…

We consider asymptotically hyperbolic manifolds whose metrics have Sobolev-class regularity, and introduce several technical tools for studying PDEs on such manifolds. Our results employ two novel families of function spaces suitable for…

Let (X,d) be a tree (T) of hyperbolic metric spaces satisfying the quasi-isometrically embedded condition. Let $v$ be a vertex of $T$. Let $({X_v},d_v)$ denote the hyperbolic metric space corresponding to $v$. Then $i : X_v \rightarrow X$…

We define and study the 3-dimensional windings along Brownian paths in the quaternionic Euclidean, projective and hyperbolic spaces. In particular, the asymptotic laws of these windings are shown to be Gaussian for the flat and spherical…