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The energy partitioning during activation and relaxation events under steady-state conditions for a Brownian particle driven by multiple thermal reservoirs of different local temperatures is investigated. Specifically, we apply the…

Statistical Mechanics · Physics 2019-08-02 Galen T. Craven , Renai Chen , Abraham Nitzan

We consider the estimation of the drift and the level sets of the stationary distri- bution of a Brownian motion with drift, reflected in the boundary of a compact set $S\subset R^d$ , departing from the observation of a trajectory of this…

Statistics Theory · Mathematics 2018-10-30 Alejandro Cholaquidis , Ricardo Fraiman , Ernesto Mordecki , Cecilia Papalardo

This paper gives an accessible (but still technical) self-contained proof to the fact that the intersection probabilities for planar Brownian motion are given in terms of the intersection exponents, up to a bounded multiplicative error, and…

Probability · Mathematics 2007-05-23 Greg Lawler , Oded Schramm , Wendelin Werner

The purpose of the article is twofold. Firstly, we review some recent results on the maximum likelihood estimation in the regression model of the form $X_t = \theta G(t) + B_t$, where $B$ is a Gaussian process, $G(t)$ is a known function,…

Probability · Mathematics 2018-12-27 Yuliya Mishura , Kostiantyn Ralchenko , Sergiy Shklyar

In this paper we consider a new mathematical extension of the Black-Scholes model in which the stochastic time and stock share price evolution is described by two independent random processes. The parent process is Brownian, and the…

Pricing of Securities · Quantitative Finance 2011-11-15 Aleksander Stanislavsky

We consider general subordination and obtain the formula of the subordinated predictable compensator. An example of application is given.

Probability · Mathematics 2015-10-19 Henry Chiu

Tempered stable distributions are frequently used in financial applications (e.g., for option pricing) in which the tails of stable distributions would be too heavy. Given the non-explicit form of the probability density function,…

Statistics Theory · Mathematics 2024-07-08 Till Massing

In this paper we study the integral of the supremum process of standard Brownian motion. We present an explicit formula for the moments of the integral (or area) A(T), covered by the process in the time interval [0,T]. The Laplace transform…

Probability · Mathematics 2007-07-09 Svante Janson , Niclas Petersson

In the paper "On Truncated Variation of Brownian Motion with Drift" (Bull. Pol. Acad. Sci. Math. 56 (2008), no.4, 267 - 281) we defined truncated variation of Brownian motion with drift, $W_t = B_t + \mu t, t\geq 0,$ where $(B_t)$ is a…

Probability · Mathematics 2011-12-09 Rafał Łochowski

In this note, we look at some hypoelliptic operators arising from nilpotent rank 2 Lie algebras. In particular, we concentrate on the diffusion generated by three Brownian motions and their three L\'evy areas, which is the simplest…

Probability · Mathematics 2010-07-28 Bin Qian

Consider the Schr\"odinger operator $ \mathcal L^V=-\Delta+V $ on $\R^d$, where $V:\R^d\to [0,\infty)$ is a nonnegative and locally bounded potential on $\R^d$ so that for all $x\in \R^d$ with $|x|\ge 1$, $c_1g(|x|)\le V(x)\le c_2g(|x|)$…

Probability · Mathematics 2023-01-18 Chen Xin , Wang Jian

This paper is concerned with the limit laws of the extreme order statistics derived from a symmetric Laplace walk. We provide two different descriptions of the point process of the limiting extreme order statistics: a branching…

Probability · Mathematics 2021-07-13 Jim Pitman , Wenpin Tang

We provide general lower and upper bounds for Laplace Dirichlet heat kernel of convex $\mathcal C^{1,1}$ domains. The obtained estimates precisely describe the exponential behaviour of the kernels, which has been known only in a few special…

Analysis of PDEs · Mathematics 2021-10-13 Grzegorz Serafin

In this paper, we establish sharp two-sided heat kernel estimates for a large class of symmetric Markov processes in exterior $C^{1,\eta}$ open sets for all $t> 0$. The processes are symmetric pure jump Markov processes with jumping kernel…

Probability · Mathematics 2015-01-16 Kyung-Youn Kim

Statistical properties of Brownian motion that arise by analyzing, separately, trajectories over which the system energy increases (upside) or decreases (downside) with respect to a threshold energy level, are derived. This selective…

Statistical Mechanics · Physics 2019-08-02 Galen T. Craven , Abraham Nitzan

We give a short proof of a strong version of the short time asymptotic expansion of heat kernels associated to Laplace type operators acting on sections of vector bundles over compact Riemannian manifolds, including exponential decay of the…

Differential Geometry · Mathematics 2022-01-19 Matthias Ludewig

We study the transition probabilities of a two-point measurement on a quantum system, initially prepared in a thermal state. We find two independent constraints on the difference between transition probabilities when the system is prepared…

Mesoscale and Nanoscale Physics · Physics 2025-05-20 Ludovico Tesser , Matteo Acciai , Christian Spånslätt , Inès Safi , Janine Splettstoesser

We analyze here different forms of fractional relaxation equations of order {\nu}\in(0,1) and we derive their solutions both in analytical and in probabilistic forms. In particular we show that these solutions can be expressed as crossing…

Probability · Mathematics 2011-07-14 Luisa Beghin

We consider a degenerate system of three Brownian particles undergoing asymmetric collisions. We study the gap process of this system and focus on its invariant measure. The gap process is described as an obliquely reflected degenerate…

Probability · Mathematics 2025-10-03 Thomas Dreyfus , Jules Flin , Sandro Franceschi

We use a diagrammatic hopping expansion to calculate finite-temperature Green functions of the Bose-Hubbard model which describes bosons in an optical lattice. This technique allows for a summation of subsets of diagrams, so the divergence…

Statistical Mechanics · Physics 2013-05-30 Matthias Ohliger , Axel Pelster
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