Related papers: Heat kernel estimates for subordinate Brownian mot…
We study the spectral properties of the Laplace type operator on the circle. We discuss various approximations for the heat trace, the zeta function and the zeta-regularized determinant. We obtain a differential equation for the heat kernel…
We give a representation of the Gamma subordinator as a Krein functional of Brownian motion, using the known representations for stable subordinators and Esscher transforms. In particular, we have obtained Krein representations of the…
The governing equations of Brownian rigid bodies that both translate and rotate are of interest in fields such as self-assembly of proteins, anisotropic colloids, dielectric theory, and liquid crystals. In this paper, the partial…
We study the Asymmetric Brownian Energy, a model of heat conduction defined on the one-dimensional finite lattice with open boundaries. The system is shown to be dual to the Symmetric inclusion process with absorbing boundaries. The proof…
Given a symmetric diffusion process and a jump process on the same underlying space, is there a subordinator such that the jump process and the subordinated diffusion processes are comparable? We address this question when the diffusion…
We consider the additive martingale $W_t(\lambda)$ and the derivative martingale $\partial W_t(\lambda)$ for one-dimensional supercritical super-Brownian motions with general branching mechanism. In the critical case $\lambda=\lambda_0$, we…
In this article, we present a novel inference framework for estimating the parameters of Continuous-State Branching Processes (CSBPs). We do so by leveraging their subordinator representation. Our method reformulates the estimation problem…
We consider a two-dimensional diffusion process in a two-layered plane, governed by distinct covariance matrices in the upper and lower half-planes and by two drift vectors pointed away from the $x$-axis. We first analyze the case where the…
The structure of diagonal singularities of Green functions of partial differential operators of even order acting on smooth sections of a vector bundle over a Riemannian man ifold is studied. A special class of operators formed by the…
We study the extremal processes through Feller semigroups theory from which it is possible to observe some parallelism with subordinators. Consequently, we observe that an extremal process possesses concepts analogous to those of Laplace…
We obtain the optimal global upper and lower bounds for the transition density $p_n(x,y)$ of a finite range isotropic random walk on affine buildings. We present also sharp estimates for the corresponding Green function.
An estimation method is proposed for a wide variety of discrete time stochastic processes that have an intractable likelihood function but are otherwise conveniently specified by an integral transform such as the characteristic function,…
We derive estimates of the derivatives of the heat kernel on noncompact symmetric spaces and on locally symmetric spaces. Applying these estimates we study the $L^{p}$-boundedness of Littlewood-Paley-Stein operators and the Laplacian of the…
In this note, we concentrate on the sub-Laplace on the nilpotent Lie group of rank two, which is the infinitesimal generator of the diffusion generated by $n$ Brownian motions and their $\frac{n(n-1)}2$ L\'evy area processes, which is the…
By enhancing electron position fluctuations, equilibrium electromagnetic radiation modifies the potential for an electron in a Hydrogen atom. This can have significant effects for weakly bound states and especially at finite temperature.…
We recently proposed a method for estimation of states and parameters in stochastic differential equations, which included intermediate time points between observations and used the Laplace approximation to integrate out these intermediate…
A time-changed mixed fractional Brownian motion is an iterated process constructed as the superposition of mixed fractional Brownian motion and other process. In this paper we consider mixed fractional Brownian motion of parameters a, b and…
The two-point Green function of the massive scalar $(3+1)$-quantum field theory with $\lambda\phi^4$ interaction at finite temperature is evaluated up to the 2nd order of perturbation theory. The averaging on the vacuum fluctuations is…
The Brownian motion over the space of fluid velocity configurations driven by the hydrodynamical equations is considered. The Green function is computed in the form of an asymptotic series close to the standard diffusion kernel. The high…
We consider the heat-kernel expansion of the massive Laplace operator on the three dimensional ball with Dirichlet boundary conditions. Using this example, we illustrate a very effective scheme for the calculation of an (in principle)…