Related papers: On the planar Brownian Green's function for stoppi…
Under some weak conditions, the first-passage time of the Brownian motion to a continuous curved boundary is an almost surely finite stopping time. Its probability density function (pdf) is explicitly known only in few particular cases.…
Given a sequence of regular planar domains converging in the sense of kernel, we prove that the corresponding Green's functions converge uniformly on the complex sphere, provided the limit domain is also regular, and the connectivity is…
We study some limit theorems for the normalized law of integrated Brownian motion perturbed by several examples of functionals: the first passage time, the nth passage time, the last passage time up to a finite horizon and the supremum. We…
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…
In this paper we introduce the notion of fractional martingale as the fractional derivative of order $\alpha$ of a continuous local martingale, where $\alpha\in(-{1/2},{1/2})$, and we show that it has a nonzero finite variation of order…
We establish in this paper the existence of weak solutions of infinite-dimensional shift invariant stochastic differential equations driven by a Brownian term. The drift function is very general, in the sense that it is supposed to be…
A general approach for derivation of the spectral relations for the multitime correlation functions is presented. A special attention is paid to the consideration of the non-ergodic (conserving) contributions and it is shown that such…
We define functionals generalising the Seiberg-Witten functional on closed $spin^c$ manifolds, involving higher order derivatives of the curvature form and spinor field. We then consider their associated gradient flows and, using a gauge…
In this survey paper we consider some applications of the Wright function with special emphasis of its key role in the partial differential equations of fractional order. It was found that the Green function of the time-fractional…
We show that the derivative of the intersection and self-intersection local times of alpha-stable processes are exponentially integrable for certain parameter values. This includes the Brownian motion case. We also discuss related results…
Consider Dyson's Hermitian Brownian motion model after a finite time S, where the process is started at N equidistant points on the real line. These N points after time S form a determinantal process and has a limit as N tends to infinity.…
We review our investigations on Gibbs measures relative to Brownian motion, in particular the existence of such measures and their path properties, uniqueness, resp. non-uniqueness. For the case when the energy only depends on increments,…
An exact invariant is derived for $n$-degree-of-freedom Hamiltonian systems with general time-dependent potentials. The invariant is worked out in two equivalent ways. In the first approach, we define a special {\it Ansatz\/} for the…
We investigate first and second order fluctuations of additive functionals of a fractional Brownian motion (fBm) of the form \begin{align}\label{eq:abstractmain} Z_n=\left\{\int_{0}^{t}f(n^{H}(B_{s}-\lambda))ds\ ; t\geq 0 \right\}…
We study the Green's function of the $ \nu=1/2 $ Chern-Simons system in the temporal (Weyl) gauge. We derive the Chern-Simons path integral in the temporal gauge. In order to do this, we gauge transform the path integral in the Coulomb…
We establish an integral test describing the exact cut-off between recurrence and transience for normally reflected Brownian motion in certain unbounded domains in a class of warped product manifolds. Besides extending a previous result by…
This paper develops the first class of algorithms that enable unbiased estimation of steady-state expectations for multidimensional reflected Brownian motion. In order to explain our ideas, we first consider the case of compound Poisson…
We present a calculation of the spectral properties of a single charge doped at a Cu($3d$) site of the Cu-F plane in KCuF$_{3}$. The problem is treated by generating the equations of motion for the Green's function by means of subsequent…
Under certain mild conditions, limit theorems for additive functionals of some $d$-dimensional self-similar Gaussian processes are obtained. These limit theorems work for general Gaussian processes including fractional Brownian motions,…
The Green's function of the discrete Sch\"odinger operator on a finite graph is considered. This setting reproduces Laplacian and signless Laplacian by adjusting appropriate potentials. We show two ways of the expression for the Green's…