English
Related papers

Related papers: Regular Dirichlet extensions of one-dimensional Br…

200 papers

We present a way of defining the Dirichlet-to-Neumann operator on general Hilbert spaces using a pair of operators for which each one's adjoint is formally the negative of the other. In particular, we define an abstract analogue of trace…

Functional Analysis · Mathematics 2018-06-06 A. F. M. ter Elst , G. Gordon , M. Waurick

We consider random walks in Dirichlet environment (RWDE) on $\Z ^d$, for $ d \geq 3 $, in the sub-ballistic case. We associate to any parameter $ (\alpha_1, ..., \alpha_{2d}) $ of the Dirichlet law a time-change to accelerate the walk. We…

Probability · Mathematics 2012-05-28 Élodie Bouchet

We describe the Dirichlet spectrum structure for the Fichera layers and crosses in any dimension $n\ge3$. Also the application of the obtained results to the classical Brownian exit times problem in these domains.

Spectral Theory · Mathematics 2020-06-23 F. L. Bakharev , A. I. Nazarov

The Liouville Brownian motion which was introduced in \cite{GRV} is a natural diffusion process associated with a random metric in two dimensional Liouville quantum gravity. In this paper we construct the Liouville Brownian motion via…

Probability · Mathematics 2019-01-24 Jiyong Shin

We consider the Dirichlet problem on general, possibly nonsmooth bounded domain, for elliptic linear equation with uniformly elliptic divergence form operator. We investigate carefully the relationship between weak, soft and the…

Analysis of PDEs · Mathematics 2019-10-10 Tomasz Klimsiak

$L$ functions based on Dirichlet characters are natural generalizations of the Riemann $\zeta(s)$ function: they both have series representations and satisfy an Euler product representation, i.e. an infinite product taken over prime…

Number Theory · Mathematics 2019-06-28 André LeClair , Giuseppe Mussardo

We study uniqueness of Dirichlet problems of second order divergence-form elliptic systems with transversally independent coefficients on the upper half-space in absence of regularity of solutions. To this end, we develop a substitute for…

Analysis of PDEs · Mathematics 2021-08-18 Pascal Auscher , Moritz Egert

We study pairs of Dirichlet forms related by an intertwining order isomorphisms between the associated $L^2$-spaces. We consider the measurable, the topological and the geometric setting respectively. In the measurable setting, we deal with…

Functional Analysis · Mathematics 2018-01-26 Daniel Lenz , Marcel Schmidt , Melchior Wirth

Dimensional regularization of Euclidean momentum space integrals is a highly successful technique in renormalization of quantum field theories. While it yields a straightforward algorithmic method, with which to evaluate diagrams beyond…

Mathematical Physics · Physics 2020-09-03 Juuso Österman

Sticky Brownian motion is the simplest example of a diffusion process that can spend finite time both in the interior of a domain and on its boundary. It arises in various applications such as in biology, materials science, and finance.…

Numerical Analysis · Mathematics 2020-07-21 Nawaf Bou-Rabee , Miranda Holmes-Cerfon

There is constructed and considered the extension of classical Diriclet operator corresponding to uniformly log-concave measure in the space of symmetric differential forms. Sufficient conditions for its essential self-adjointness in…

funct-an · Mathematics 2008-02-03 A. G. Us

In this paper we study the discrete approximation to Brownian motion with varying dimension (BMVD in abbreviation) introduced in [4] by continuous time random walks on square lattices. The state space of BMVD contains a $2$-dimensional…

Probability · Mathematics 2021-10-26 Shuwen Lou

We study diffusion processes driven by a Brownian motion with regular drift in a finite dimension setting. The drift has two components on different time scales, a fast conservative component and a slow dissipative component. Using the…

Probability · Mathematics 2014-03-27 Florent Barret , Max-K. Von Renesse

We introduce and study a generalization of the classical weighted Bergman and Dirichlet spaces on the unit ball in high dimension, the Bergman-Dirichlet spaces. Their counterparts on the whole $n$-complex space, the Bargmann-Dirichlet…

Complex Variables · Mathematics 2015-06-23 Ayman El Fardi , Allal Ghanmi , Ahmed Intissar , Mohammed Ziyat

Reflected Brownian motion (RBM) in a wedge is a 2-dimensional stochastic process Z whose state space in R^2 is given in polar coordinates by S={(r,theta): r >= 0, 0 <= theta <= xi} for some 0 < xi < 2 pi. Let alpha= (theta_1+theta_2)/xi,…

Probability · Mathematics 2016-05-09 Peter Lakner , Josh Reed , Bert Zwart

We consider the Dirichlet Laplacian in a two-dimensional strip composed of segments translated along a straight line with respect to a rotation angle with velocity diverging at infinity. We show that this model exhibits a "raise of…

Spectral Theory · Mathematics 2018-11-26 David Krejcirik , Rafael Tiedra de Aldecoa

Matrix Dirichlet processes, in reference to their reversible measure, appear in a natural way in many different models in probability. Applying the language of diffusion operators and the method of boundary equations, we describe Dirichlet…

Probability · Mathematics 2017-07-04 Songzi Li

This paper investigates the Dirichlet problem for a non-divergence form elliptic operator $L$ in a bounded domain of $\mathbb{R}^d$. Under certain conditions on the coefficients of $L$, we first establish the existence of a unique Green's…

Analysis of PDEs · Mathematics 2025-04-09 Hongjie Dong , Dong-ha Kim , Seick Kim

This survey paper is a structured concise summary of four of our recent papers on the stochastic regularity of diffusions that are associated to regular strongly local (but not necessarily symmetric) Dirichlet forms. Here by stochastic…

Probability · Mathematics 2017-10-10 Jiyong Shin , Gerald Trutnau

In this paper we give an algebraic construction of the (active) reflected Dirich- let form. We prove that it is the maximal Silverstein extension whenever the given form does not possess a killing part and we prove that Dirichlet forms need…

Probability · Mathematics 2025-04-01 Marcel Schmidt