Related papers: Bessel bridge representation for heat kernel in hy…
Motivated by the spectral theory of relativistic atoms, we prove matching upper and lower bounds for the transition density of Hardy perturbations of subordinated Bessel heat kernels. The analysis is based on suitable supermedian functions,…
Most recently, in arXiv:1907.05360 [math.AP], we introduced the theory of heatable currents and proved Onsager's conjecture on Riemannian manifolds with boundary, where the weak solution has $B_{3,1}^{\frac{1}{3}}$ spatial regularity. In…
We study the rate of concentration of a Brownian bridge in time one around the corresponding geodesical segment on a Cartan-Hadamard manifold with pinched negative sectional curvature, when the distance between the two extremities tends to…
The purpose of this paper is to introduce the construction of a stochastic process called "$\delta$-dimensional Bessel house-moving" and its properties. We study the weak convergence of $\delta$-dimensional Bessel bridges conditioned from…
The fundamental solution of the heat equation on $R^n$ is known as the heat kernel which is also the transition density of a Brownian motion. Similar statements hold when $\R^n$ is replaced by a Lie group. We briefly demonstrate how the…
We consider Laplacians acting on sections of homogeneous vector bundles over symmetric spaces. By using an integral representation of the heat semi-group we find a formal solution for the heat kernel diagonal that gives a generating…
In this paper we find explicit formulas for the Poisson and heat semigroups associated to the modified Bessel operator and on the hyperbolic spaces $\mathbb{H}^n$.
In this article, we derive off-diagonal estimates of the Bergman kernel associated to the tensor-powers of the cotangent bundle defined on a hyperbolic Riemann surface of finite volume, when the distance between the points is less than…
We study boundary values of holomorphic functions in translation-invariant distribution spaces of type $\mathcal{D}'_{E'_{\ast}}$. New edge of the wedge theorems are obtained. The results are then applied to represent…
We review and study a one-parameter family of functional transformations, denoted by $(S^{(\beta)})_{\beta\in \R}$, which, in the case $\beta<0$, provides a path realization of bridges associated to the family of diffusion processes…
We analyze the asymptotic behaviour of the heat kernel defined by a stochastically perturbed geodesic flow on the cotangent bundle of a Riemannian manifold for small time and small diffusion parameter. This extends WKB-type methods to a…
Hyperbolic geometry has recently found applications in social networks, machine learning and computational biology. With the increasing popularity, questions about the best representations of hyperbolic spaces arise, as each representation…
Path transformations are fundamental to the study of Brownian motion and related stochastic processes, offering elegant constructions of the Brownian bridge, meander, and excursion. Central to this theory is the well-established link…
The gaussian free field on the unit disk $D$ can be seen as a two-dimensional version of the Brownian bridge on the interval [0,1]. It is intrinsically associated with the Sobolev space $H_0^1 (D)$. To define the latter, we can choose any…
We obtain sharp two-sided heat kernel estimates on spaces with varying dimension, in which two spaces of general dimension are connected at one point. On these spaces, if the dimensions of the two constituent parts are different, the volume…
We provide sharp two-sided estimates of the Fourier-Bessel heat kernel and we give sharp two-sided estimates of the transition probability density for the Bessel process in (0,1) killed at 1 and killed or reflected at 0.
In this paper we establish relationships between four important concepts: (a) hitting time problems of Brownian motion, (b) 3-dimensional Bessel bridges, (c) Schr\"odinger's equation with linear potential, and (d) heat equation problems…
Hyperbolic spaces have recently gained momentum in the context of machine learning due to their high capacity and tree-likeliness properties. However, the representational power of hyperbolic geometry is not yet on par with Euclidean…
We obtain an upper heat kernel bound for the Laplacian on metric graphs arising as one skeletons of certain polygonal tilings of the plane, which reflects the one dimensional as well as the two dimensional nature of these graphs.
In this paper, we study a particular model of distorted Brownian motion (dBM) on state spaces with varying dimension. Roughly speaking, the state space of such a process consists of two components: a $3$-dimensional component and a…