Related papers: Heat kernel estimates for subordinate Brownian mot…
We derive all heat kernel coefficients for Laplacians acting on scalars, vectors, and tensors on fully symmetric spaces, in any dimension. Final expressions are easy to evaluate and implement, and confirmed independently using spectral sums…
This paper studies Brownian motion and heat kernel measure on a class of infinite dimensional Lie groups. We prove a Cameron-Martin type quasi-invariance theorem for the heat kernel measure and give estimates on the $L^p$ norms of the…
Consider the first exit time of one-dimensional Brownian motion $\{B_s\}_{s\geq 0}$ from a random passageway. We discuss a Brownian motion with two time-dependent random boundaries in quenched sense. Let $\{W_s\}_{s\geq 0}$ be an other…
Let $L=-\Delta+V$ be a Schr\"odinger operator, where the potential $V$ belongs to the reverse H\"older class. By the subordinative formula, we introduce the fractional heat semigroup $\{e^{-t{L}^\alpha}\}_{t>0}, \alpha>0$, associated with…
In this paper we introduce and study Brownian motion on state spaces with varying dimension. Starting with a concrete case of such state spaces that models a big square with a flag pole, we construct a Brownian motion on it and study how…
In the paper the principal result obtained is the estimate for the heat kernel associated to the Schr\"odinger type operator $(1+|x|^\alpha)\Delta-|x|^\beta$ \[ k(t,x,y)\leq Ct^{-\frac{\theta}{2}}\frac {\varphi(x)\varphi(y)}{1+|x|^\alpha},…
We investigate the proposal that for weakly coupled two-dimensional magnets the transition temperature scales with a critical exponent which is equivalent to that of the susceptibility in the underlying two-dimensional model, $ \gamma $.…
Walk on Spheres algorithms leverage properties of Brownian Motion to create Monte Carlo estimates of solutions to a class of elliptic partial differential equations. We propose a new caching strategy which leverages the continuity of paths…
In this paper we study a queue with L\'evy input, without imposing any a priori assumption on the jumps being one-sided. The focus is on computing the transforms of all sorts of quantities related to the transient workload, assuming the…
Let $D$ be an open set of $\mathbb{R}^d$, $\alpha\in (0, 2)$ and let $\mathcal{L}_{\alpha}^D$ be the generator of the censored $\alpha$-stable process in $D$. In this paper, we establish sharp two-sided heat kernel estimates for…
By using Duhamel's formula, we prove sharp two-sided estimates for the heat kernel of spectral fractional Laplacian with time-dependent gradient perturbation in bounded $C^{1,1}$ domains. Moreover, we also obtain gradient estimate as well…
We consider the Bose-Einstein transition of homogeneous weakly interacting spin-0 particles based on the normal-state Phi-derivable approximation. Self-consistent calculations of Green's function and the chemical potential with several…
We study a class of multivariate tempered stable distributions and introduce the associated class of tempered stable Sato subordinators. These Sato subordinators are used to build additive inhomogeneous processes by subordination of a…
This paper explores the concept of random-time subordination in modelling stock-price dynamics, and We first present results on the Laplace distribution as a Gaussian variance-mixture, in particular a more efficient volatility estimation…
As the title suggests, we will describe (and justify through the presentation of some of the relevant mathematics) prediction methodologies for sensor measurements. This exposition will mainly be concerned with the mathematics related to…
To address the scalability limitations of Gaussian process (GP) regression, several approximation techniques have been proposed. One such method is based on tensor networks, which utilizes an exponential number of basis functions without…
We study the large-time and small-time asymptotic behaviors of the spectral heat content for time-changed stable processes, where the time change belongs to a large class of inverse subordinators. For the large-time behavior, the spectral…
We introduce a transient reflected Brownian motion in a multidimensional orthant, which is either absorbed at the apex of the cone or escapes to infinity. We address the question of computing the absorption probability, as a function of the…
We present some results on Bernstein processes which are Brownian diffusions that appear in Euclidean Quantum Mechanics: We express the distributions of these processes with the help of those of Bessel processes. We then determine two…
Suppose that $d\geq2$ and $\alpha\in(1,2)$. Let D be a bounded $C^{1,1}$ open set in $\mathbb{R}^d$ and b an $\mathbb{R}^d$-valued function on $\mathbb{R}^d$ whose components are in a certain Kato class of the rotationally symmetric…