Related papers: Hilbert-valued self-intersection local times for p…
We introduce the model of two-dimensional continuous random interlacements, which is constructed using the Brownian trajectories conditioned on not hitting a fixed set (usually, a disk). This model yields the local picture of Wiener sausage…
We construct superprocesses with dependent spatial motion (SDSMs) in Euclidean spaces $R^d$ with $d\ge1$ and show that,even when they start at some unbounded initial positive Radon measure such as Lebesgue measure on $R^d$, their local…
The purpose of this paper is to investigate several issues concerning the Dirac equation from a time-frequency analysis perspective. More precisely, we provide estimates in weighted modulation and Wiener amalgam spaces for the solutions of…
We study the trajectorywise blowup behavior of a semilinear partial differential equation that is driven by a mixture of multiplicative Brownian and fractional Brownian motion, modeling different types of random perturbations. The linear…
We are interested in the law of the first passage time of an Ornstein-Uhlenbeck process to time-varying thresholds. We show that this problem is connected to the laws of the first passage time of the process to members of a two-parameter…
We prove explicitly that to every discrete, semibounded Hamiltonian with constant degeneracy and with finite sum of the squares of the reciprocal of its eigenvalues and whose eigenvectors span the entire Hilbert space there exists a…
A spectral representation for solutions to linear Hamilton equations with nonnegative energy in Hilbert spaces is obtained. This paper continues our previous work on Hamilton equations with positive definite energy. Our approach is a…
We construct a path distribution representing the kinetic part of the Feynman path integral at discrete times similar to that defined by Thomas [1], but on a Hilbert space of paths rather than a nuclear sequence space. We also consider…
We construct the multilevel correlation kernel for the rising GUE eigenvalue process starting from a fixed initial configuration $x^{(m)}$, and show that it converges on short time scales (as quickly as $\text{polylog}(m)$) to the extended…
We investigate the connection between conditional local limit theorems and the local time of integer-valued stationary processes. We show that a conditional local limit theorem (at 0) implies the convergence of local times to Mittag-Leffler…
A new method is introduced for studying boundary value problems for a class of linear PDEs with {\it variable} coefficients. This method is based on ideas recently introduced by the author for the study of boundary value problems for PDEs…
We prove essential self-adjointness of the spatial part of the linear Klein-Gordon operator with external potential for a large class of globally hyperbolic manifolds. The proof is conducted by a fusion of new results concerning globally…
We consider linear and quadratic integrals of motion for general variable quadratic Hamiltonians. Fundamental relations between the eigenvalue problem for linear dynamical invariants and solutions of the corresponding Cauchy initial value…
Let $Z = (Z_t)_{t \geq 0}$ be the Rosenblatt process with Hurst index $H \in (1/2, 1)$. We prove joint continuity for the local time of $Z$, and establish H\"older conditions for the local time. These results are then used to study the…
Hilbert volume is an invariant of real projective geometry. Polygons inscribed in polygons are considered for the real projective plane. The correspondence between Fock-Goncharov and Cartesian coordinates is examined. Degeneration and…
Adapting ideas of Daubechies and Klauder we derive a continuum path-integral formula for the time evolution generated by a spin Hamiltonian. For this purpose we identify the finite-dimensional spin Hilbert space with the ground-state…
This paper studies time changes of Brownian motions by positive continuous additive functionals. Under a certain regularity condition on the associated Revuz measures, we prove that the resolvents of the time-changed Brownian motions are…
We prove that the random empirical measure of appropriately rescaled particle trajectories of the interchange process on path graphs converges weakly to the deterministic measure of stationary Brownian motion on the unit interval. This is a…
One important innovation here is that for the Sturm-Liouville considered equation together with eigenparameter dependent boundary conditions and two supplementary transmission conditions at one interior point. We develop Green's function…
In this paper we discuss the process convergence of the time dependent fluctuations of linear eigenvalue statistics of random circulant matrices with independent Brownian motion entries, as the dimension of the matrix tends to $\infty $.…