Related papers: Regular Dirichlet extensions of one-dimensional Br…
In this article we study analytic properties of the multiple Dirichlet series associated to additive and Dirichlet characters. For the multiple Dirichlet series associated to additive characters, the meromorphic continuation is established…
This work contributes a systematic survey and complementary insights of reflecting Brownian motion and its properties. Extension of the Skorohod problem's solution to more general cases is investigated, based on which a discussion is…
For $m\geq 2$, we determine the Dirichlet spectrum in $\Rm$ with respect to simultaneous approximation and the maximum norm as the entire interval $[0,1]$. This complements previous work of several authors, especially Akhunzhanov and…
A quasidiffusion is by definition a time-changed Brownian motion on certain closed subset of $\mathbb{R}$. The aim of this paper is two-fold. On one hand, we will put forward a generation of quasidiffusion, called skip-free Hunt process, by…
We study the dynamical phase transitions (DPTs) appearing for a single Brownian particle without drift. We first explore how first-order DPTs in large deviations can be found even for a single Brownian particle without any force upon…
We study the Dirichlet problem for fully nonlinear, degenerate elliptic equations of the form f(Hess, u)=0 on a smoothly bounded domain D in R^n. In our approach the equation is replaced by a subset F of the space of symmetric nxn-matrices,…
We study the density of the support of a dyadic $d$-dimensional branching Brownian motion (BBM) in subcritical balls in $\mathbb{R}^d$. Using elementary geometric arguments and an extension of a previous result on the probability of absence…
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…
We investigate the sample path properties of Martin-L\"of random Brownian motion. We show (1) that many classical results which are known to hold almost surely hold for every Martin-L\"of random Brownian path, (2) that the effective…
The infinite reduction of couplings is a tool to consistently renormalize a wide class of non-renormalizable theories with a reduced, eventually finite, set of independent couplings, and classify the non-renormalizable interactions. Several…
Perturbations of super Poincar\'e and weak Poincar\'e inequalities for L\'evy type Dirichlet forms are studied. When the range of jumps is finite our results are natural extensions to the corresponding ones derived earlier for diffusion…
Let $ \mathscr E $ be a regular, strongly local Dirichlet form on $L^2(X, m)$ and $d$ the associated intrinsic distance. Assume that the topology induced by $d$ coincides with the original topology on $ X$, and that $X$ is compact,…
In this work we study three exterior extension problems for strongly elliptic partial equations: the Cauchy problem (in a special statement), the "analytical" continuation problem and the so called "inner" Dirichlet problem in the scale of…
Employing a limiting case of a conjecture for constructing piecewise separable-variables functions, the elements of the Pseudoanalytic Function Theory are used for numerically approaching solutions of the forward Dirichlet boundary value…
The Dirichlet form is a generalization of the Laplacian, heavily used in the study of many diffusion-like processes. In this paper we present a nonstandard representation theorem for the Dirichlet form, showing that the usual Dirichlet form…
We show that in a scale of weighted Dirichlet spaces $D_{\alpha}$, including the Bergman space, given any finite Blaschke product $B$ there exists an equivalent norm in $D_{\alpha}$ such that $B$ satisfies the wandering subspace property…
In this paper, we shall explore the Mosco convergence on regular subspaces of one-dimensional irreducible and strongly local Dirichlet forms. We find that if the characteristic sets of regular subspaces are convergent, then their associated…
In this paper, we study Dirichlet problem for non-local operator on bounded domains in ${\mathbb R}^d$ $$ {\cal L}u = {\rm div}(A(x) \nabla (x)) + b(x) \cdot \nabla u(x) + \int_{{\mathbb R}^d} (u(y)-u(x) ) J(x, dy) , $$ where…
The original Donsker theorem says that a standard random walk converges in distribution to a Brownian motion in the space of continuous functions. It has recently been extended to enriched random walks and enriched Brownian motion. We use…
In this paper, we investigate eigenvalues of the Dirichlet problem and the closed eigenvalue problem of drifting Laplacian on the complete metric measure spaces and establish the corresponding general formulas. By using those general…