Related papers: Brownian motion on treebolic space: positive harmo…
We show that the range of a long Brownian bridge in the hyperbolic space converges after suitable renormalisation to the Brownian continuum random tree. This result is a relatively elementary consequence of $\bullet$ A theorem by Bougerol…
If $(X, \omega)$ is a symplectic manifold, and $\Sigma$ is a smooth symplectic submanifold Poincar\'e dual to a positive multiple of $\omega$, $X \setminus \Sigma$ admits a compactification as a Liouville domain, which we then complete to…
In this paper, we consider a product of a symmetric stable process in $\mathbb{R}^d$ and a one-dimensional Brownian motion in $\mathbb{R}^+$. Then we define a class of harmonic functions with respect to this product process. We show that…
Consider a generic triangle in the upper half of the complex plane with one side on the real line. This paper presents a tailored construction of a discrete random walk whose continuum limit is a Brownian motion in the triangle, reflected…
We determine all positive harmonic functions for a large class of "semi-isotropic" random walks on the lamplighter group, i.e., the wreath product of the cyclic group of order q with the infinite cyclic group. This is possible via the…
A bosonic Laplacian is a conformally invariant second order differential operator acting on smooth functions defined on domains in Euclidean space and taking values in higher order irreducible representations of the special orthogonal…
Recent technological development has enabled researchers to study social phenomena scientifically in detail and financial markets has particularly attracted physicists since the Brownian motion has played the key role as in physics. In our…
Reflected Brownian motion (RBM) in a wedge is a 2-dimensional stochastic process Z whose state space in R^2 is given in polar coordinates by S={(r,theta): r >= 0, 0 <= theta <= xi} for some 0 < xi < 2 pi. Let alpha= (theta_1+theta_2)/xi,…
We introduce a chain complex associated to a Liouville domain $(\overline{W}, d\lambda)$ whose boundary $Y$ admits a Boothby--Wang contact form (i.e. is a prequantization space). The differential counts cascades of Floer solutions in the…
A classical B\^ocher's theorem asserts that any positive harmonic function (with respect to the Laplacian) in the punctured unit ball can be expressed, up to the multiplication constant, as the sum of the Newtonian kernel and a positive…
We consider the group $\mathrm{Aut}(T)$ of isometries of a semi-homogeneous tree $T=T_{q_+,q_-}$ with valencies $q_+ +1$ and $q_- +1$ and its two orbits $V_+$, $V_-$ respectively. We make use of the action of $\mathrm{Aut} (T)$ to equip the…
We show that Sullivan's method of constructing eigenfunctions of the Laplacian \cite{Sullivan1987RelatedAO} is applicable to non-compact simply connected harmonic manifolds of purely exponential volume growth. Thereby we extend the case of…
Transport phenomena are ubiquitous in nature and known to be important for various scientific domains. Examples can be found in physics, electrochemistry, heterogeneous catalysis, physiology, etc. To obtain new information about diffusive…
The paper is devoted to the Hamiltonian treatment of classical and quantum properties of Liouville field theory on a timelike strip in 2d Minkowski space. We give a complete description of classical solutions regular in the interior of the…
We construct a family of SDEs whose solutions select a reflected Brownian flow as well as a stochastic damped transport process (W\_t). The latter gives a representation for the solutions to the heat equation for differential 1-forms with…
We use recent results on the Fourier analysis of the zero sets of Brownian motion to explore the diophantine properties of an algorithmically random Brownian motion (also known as a complex oscillation). We discuss the construction and…
The Liouville Brownian motion which was introduced in \cite{GRV} is a natural diffusion process associated with a random metric in two dimensional Liouville quantum gravity. In this paper we construct the Liouville Brownian motion via…
Rational homology ellipsoids are certain Liouville domains diffeomorphic to rational homology balls and having Lagrangian pin-wheels as their skeleta. From the point of view of almost toric fibrations, they are a natural generalisation of…
The fractional Brownian motion can be considered as a Gaussian field indexed by $(t,H)\in {\mathbb{R}_{+}\times (0,1)}$, where $H$ is the Hurst parameter. On compact time intervals, it is known to be almost surely jointly H\"older…
In the deBranges-Rovnyak functional model for contractions on Hilbert space, any completely non-coisometric (CNC) contraction is represented as the adjoint of the restriction of the backward shift to a deBranges-Rovnyak space, $\mathscr{H}…