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We investigate discrete fractional Laplacians defined on the half-lattice in several dimensions, allowing possibly different fractional orders along each coordinate direction. By expressing the half-lattice operator as a boundary…
We consider in this work a one parameter family of hypoelliptic diffusion processes on the unit tangent bundle $T^1 \mathcal M$ of a Riemannian manifold $(\mathcal M,g)$, collectively called kinetic Brownian motions, that are random…
This work contributes a systematic survey and complementary insights of reflecting Brownian motion and its properties. Extension of the Skorohod problem's solution to more general cases is investigated, based on which a discussion is…
We extend the Lyapunov function technique, a fundamental tool for investigating asymptotic stability and existence of attractors for ordinary differential equations, by introducing the notion of a {\it strong Lyapunov function} for an…
Many studies have shown that additional information can be gained on time series by investigating their associated complex networks. In this work, we investigate the multifractal property and Laplace spectrum of the horizontal visibility…
A theory for (1+3)-dimensional relativistic Brownian motion under the influence of external force fields is put forward. Starting out from a set of relativistically covariant, but multiplicative Langevin equations we describe the…
In this paper we build a link between the Teichmuller theory of hyperbolic Riemann surfaces and isomonodromic deformations of linear systems whose monodromy group is the Fuchsian group associated to the given hyperbolic Riemann surface by…
We study the presence of abelian discrete symmetries in globally consistent orientifold compactifications based on rational conformal field theory. We extend previous work [1] by allowing the discrete symmetries to be a linear combination…
We consider Laplacians on $\Z^2$-periodic discrete graphs. The following results are obtained: 1) The Floquet-Bloch decomposition is constructed and basic properties are derived. 2) The estimates of the Lebesgue measure of the spectrum in…
We establish an integration by parts formula for the semi-group in time $T > 0$ of the kinetic Brownian motion in the Euclidean plane together with its speed in the circle. The stochastic differential equation of our kinetic Brownian motion…
A topological flux function is introduced to quantify the topology of magnetic braids: non-zero line-tied magnetic fields whose field lines all connect between two boundaries. This scalar function is an ideal invariant defined on a…
There is a close connection between intersections of Brownian motion paths and percolation on trees. Recently, ideas from probability on trees were an important component of the multifractal analysis of Brownian occupation measure, in joint…
Using structures of Abstract Wiener Spaces, we define a fractional Brownian field indexed by a product space $(0,1/2] \times L^2(T,m)$, $(T,m)$ a separable measure space, where the first coordinate corresponds to the Hurst parameter of…
This paper is devoted to the study of hyperbolic systems of linear partial differential equations perturbed by a Brownian motion. The existence and uniqueness of solutions are proved by an energy method. The specific features of this class…
We study an inertial Brownian particle moving in a symmetric periodic substrate, driven by a zero-mean biharmonic force and correlated thermal noise. The Brownian motion is described in terms of a Generalized Langevin Equation with an…
We construct an almost sure bijection that recovers the directed landscape on the half-plane from a sequence of independent Brownian motions. This map is the natural scaling limit of the Robinson--Schensted--Knuth (RSK) correspondence. The…
This paper is devoted to certain applications of classical Whitney decomposition of the upper half space R^n+1 to various problems in harmonic function spaces in the upper half space.We obtain sharp new assertions on embeddings,distances…
Motivated by problems on Brownian motion, we introduce a recursive scheme for a basis construction in the Hilbert space L^2(0,1) which is analogous to that of Haar and Walsh. More generally, we find a new decomposition theory for the…
In this paper we introduce the notion of a smooth structure on a stratified space, the notion of a Poisson smooth structure and the notion of a weakly symplectic smooth structure on a stratified symplectic space, refining the concept of a…
These are lecture notes from a course given at the CRM in Montreal in 1992. They survey the author's attempts to find and understand canonical probabilistic entities in a local field (e.g. p-adic) setting. We propose answers to the related…