Related papers: Regular Dirichlet extensions of one-dimensional Br…
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…
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…
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.
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…
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…
$L$ 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…
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…
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…
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…
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.…
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…
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…
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…
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…
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,…
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…
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…
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…
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…
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…