Related papers: Hilbert-valued self-intersection local times for p…
We study a system of reflected Brownian motions on the positive half-line in which each particle has a drift toward the origin determined by the local times at the origin of all the particles. If this local time drift is too strong, such…
In this paper, we study the existence and (H\"older) regularity of local times of stochastic differential equations driven by fractional Brownian motions. In particular, we show that in one dimension and in the rough case H<1/2, the…
We establish a general formula for the Laplace transform of the hitting times of a Gaussian process. Some consequences are derived, and particular cases like the fractional Brownian motion are discussed.
In this paper we generalize a strategy recently proposed by the author concerning intertwining operators. In particular we discuss the possibility of extending our previous results in such a way to construct (almost) isospectral…
A Steiner type formula for continuous translation invariant Minkowski valuations is established. In combination with a recent result on the symmetry of rigid motion invariant homogeneous bivaluations, this new Steiner type formula is used…
Since the classical work of L\'evy, it is known that the local time of Brownian motion can be characterized through the limit of level crossings. While subsequent extensions of this characterization have primarily focused on Markovian or…
Consider an $n\times n$ Hermitean matrix valued stochastic process $\{H_t\}_{t\geq 0}$ where the matrix elements evolve according to Ornstein-Uhlenbeck processes. It is well known that the eigenvalues perform a so called Dyson Brownian…
We study second-order hyperbolic equations with degenerate elliptic operators and non-homogeneous Dirichlet boundary inputs. We establish existence and regularity of weak solutions in weighted Sobolev spaces under mild assumptions on the…
In this paper we can solve a Wheeler-DeWitt equation of the some inhomogeneous spacetime models as a local solution. From the previous study of up-to-down method we derived the static restriction relating the problem of the time. Although…
In this paper, existence of pairs of solutions is obtained for compact potential operators on Hilbert spaces. An application to a second-order boundary value problem is also given as an illustration of our results.
The features of correlated Michelson interferometers are for describing the analysis of Einsteinian spacetime models, and the quantum geometries pertinent with descriptions of GR compatible with particle Physics. Such apparati allow for the…
In this paper we revisit the problem of Brownian motion in a tilted periodic potential. We use homogenization theory to derive general formulas for the effective velocity and the effective diffusion tensor that are valid for arbitrary…
A multidimensional Brownian motion with partial reflection on a hyperplane $S$ in the direction $qN+\alpha $, where $N$ is the conormal vector to the hyperplane and $q\in [-1,1], \alpha \in S$ are given parametres, is constructed and this…
In this paper, we propose numerical methods for computing the boundary local time of reflecting Brownian motion (RBM) in R3 and its use in the probabilistic representation of the solution of the Laplace equation with the Neumann boundary…
We present evidence for a conjectural relationship between absorption times for discrete Whittaker processes and maximal heights of non-intersecting Brownian bridges.
The purpose of this article is to present one and two-weight inequalities for bilinear multiplier operators in Dunkl setting with multiple Muckenhoupt weights. In order to do so, new results regarding Littlewood-Paley type theorems and…
We consider a periodic planar Lorentz process with strictly convex obstacles and finite horizon. This process describes the displacement of a particle moving in the plane with unit speed and with elastic reflection on the obstacles. We call…
We can obtain one solution of the Hamiltonian constraint equation in the local sense. The form of the state is suggested from the up-to-down method in our previous work. The up-to-down method works for different way in treating the general…
Application of the intersection theory to construction of n-point finite-difference equations associated with classical integrable systems is discussed. As an example, we present a few new discretizations of motion of the Euler top sharing…
It is known that the momentum operator canonically conjugated to the position operator for a particle moving in some bounded interval of the line {(with Dirichlet boundary conditions) is not essentially self-adjoint}: it has a continuous…