Related papers: Variational formulas, Busemann functions, and fluc…
We study an inhomogeneous generalization of the classical corner growth in which the weights are exponentially distributed with random parameters. Our main interest is in the quenched and annealed large deviation properties of the last…
In this paper we consider the minimization of a novel class of fractional linear growth functionals involving the Riesz fractional gradient. These functionals lack the coercivity properties in the fractional Sobolev spaces needed to apply…
A discretized massless wave equation in two dimensions, on an appropriately chosen square lattice, exactly reproduces the solutions of the corresponding continuous equations. We show that the reason for this exact solution property is the…
Our aim in this article is to provide explicit computable estimates for the cumulative distribution function (c.d.f.) and the $p$-th order moment of the exponential functional of a fractional Brownian motion (fBM) with drift. Using…
The problem of robust utility maximization in an incomplete market with volatility uncertainty is considered, in the sense that the volatility of the market is only assumed to lie between two given bounds. The set of all possible models…
The behavior under conformal change of the renormalized volume coefficients associated to a pseudo-Riemannian metric is investigated. It is shown that they define second order fully nonlinear operators in the conformal factor whose…
We consider the multi-point equal time height fluctuations of a one-dimensional polynuclear growth model in a half space. For special values of the nucleation rate at the origin, the multi-layer version of the model is reduced to a…
The conformal algebra provides powerful constraints, which guarantee that renormalized conformally covariant operators exist in the hypothetical conformal limit of the theory, where the $\beta$-function vanishes. Thus, in this limit also…
We derive an asymptotic expansion for the quadratic variation of a stochastic process satisfying a stochastic differential equation driven by a fractional Brownian motion, based on the theory of asymptotic expansion of Skorohod integrals…
This paper presents an extended version of the article [Franz, S., Kopteva, N.: J. Differential Equations, 252 (2012)]. The main improvement compared to the latter is in that here we additionally estimate the mixed second-order derivative…
This paper presents new results on the Edgeworth expansion for high frequency functionals of continuous diffusion processes. We derive asymptotic expansions for weighted functionals of the Brownian motion and apply them to provide the…
Let $X$ be a complete, simply connected harmonic manifold of purely exponential volume growth. This class contains all non-flat harmonic manifolds of non-positive curvature and, in particular all known examples of harmonic manifolds except…
We prove a strong law of large numbers for directed last passage times in an independent but inhomogeneous exponential environment. Rates for the exponential random variables are obtained from a discretisation of a speed function that may…
We study the momentum space representation of energy-momentum tensor two-point functions on a space with a planar boundary in $d=3$. We show that non-conservation of momentum in the direction perpendicular to the boundary allows for new…
We extend our study of a simple model of biological coevolution to its statistical properties. Staring with a complete description in terms of a master equation, we provide its relation to the deterministic evolution equations used in…
We investigate a novel connection between the weighted isoperimetric problems and the weighted Poisson integrals of the extension problems for nonlocal elliptic operators. We first derive sharp inequalities for the weighted Poisson…
We outline an extension of the classical Langevin equation to a quantum formulation of the treatment of dissipation and fluctuations of all collective degrees of freedom with unitary evolution of a many-fermion system within an extension of…
In the first part Busemann concavity as non-negative curvature is introduced and a bi-Lipschitz splitting theorem is shown. Furthermore, if the Hausdorff measure of a Busemann concave space is non-trivial then the space is doubling and…
Partition functions of some two-dimensional statistical models can be represented by means of Grassmann integrals over loops living on two-dimensional torus. It is shown that those Grassmann integrals are topological invariants, which…
We study geometry of complete Riemannian manifolds endowed with a weighted measure, where the weight function is of quadratic growth. Assuming the associated Bakry-Emery curvature is bounded from below, we derive a new Laplacian comparison…