Related papers: Variational formulas, Busemann functions, and fluc…
Under certain mild conditions, limit theorems for additive functionals of some $d$-dimensional self-similar Gaussian processes are obtained. These limit theorems work for general Gaussian processes including fractional Brownian motions,…
We study the Boltzmann equation near a global Maxwellian in the case of bounded domains. We consider the boundary conditions to be either specular reflections or Maxwellian diffusion. Starting from the reference work of Guo in…
In this article we introduce Variable exponent Fock spaces and study some of their basic properties such as the boundedness of evaluation functionals, density of polynomials, boundedness of a Bergman-type projection and duality.
In a recent paper by the authors, growth properties of the Fourier transform on Euclidean space and the Helgason Fourier transform on rank one symmetric spaces of non-compact type were proved and expressed in terms of of a modulus of…
In this paper, with the help of a result by Matsumoto--Yor (2000), we prove a Girsanov-type formula for a class of anticipative transforms of Brownian motion which possesses exponential functionals as anticipating factors. Our result…
We use Lorentz invariance and the QCD equations of motion to study the evolution of functions that appear at leading order in a 1/Q expansion in azimuthal asymmetries. This includes the evolution equation of the Collins fragmentation…
We introduce a class of one-dimensional discrete space-discrete time stochastic growth models described by a height function $h_t(x)$ with corner initialization. We prove, with one exception, that the limiting distribution function of…
The limit Gaussian distribution of multivariate weighted functionals of nonlinear transformations of Gaussian stationary processes, having multiple singular spectra, is derived, under very general conditions on the weight function. This…
We define and study a family of generalized non-intersection exponents for planar Brownian motions that is indexed by subsets of the complex plane: For each $A\subset\CC$, we define an exponent $\xi(A)$ that describes the decay of certain…
We consider partition functions Z(g) = exp (-g(x))dx where g is a nonnegative polynomial action (a degree-2n form) vanishing only at the origin. Such integrals, known as integral discriminants, appear in statistical mechanics, quantum field…
In the paper "Bellman function for extremal problems in $\mathrm{BMO}$", the authors built the Bellman function for integral functionals on the $\mathrm{BMO}$ space. The present paper provides a development of the subject. We abandon the…
We present an elementary Functional Analytic proof of the roughness of Exponential Dichotomy of Ordinary Differential Equations (with exponential growth) on an arbitrary Banach Space.
We discuss the regularity of extremal functions in certain weighted Bergman and Fock type spaces. Given an appropriate analytic function $k$, the corresponding extremal function is the function with unit norm maximizing $\text{Re}…
We establish the asymptotic expansion in $\beta$ matrix models with a confining, off-critical potential, in the regime where the support of the equilibrium measure is a union of segments. We first address the case where the filling…
We deal with a family of functionals depending on curvatures and we prove for them compactness and semicontinuity properties in the class of closed and bounded sets which satisfy a uniform exterior and interior sphere condition. We apply…
Many 2D lattice models of physical phenomena are conjectured to have conformally invariant scaling limits: percolation, Ising model, self-avoiding polymers, ... This has led to numerous exact (but non-rigorous) predictions of their scaling…
We give examples of sequences defined by smooth functions of intermediate growth, and we study the Furstenberg systems that model their statistical behavior. In particular, we show that the systems are Bernoulli. We do so by studying…
This paper concerns the asymptotic behaviour of solutions of a linear convolution Volterra summation equation with an unbounded forcing term. In particular, we suppose the kernel is summable and ascribe growth bounds to the exogenous…
Exponential functionals of Brownian motion have been extensively studied in financial and insurance mathematics due to their broad applications, for example, in the pricing of Asian options. The Black-Scholes model is appealing because of…
The paper studies a non-linear transformation between Brownian martingales, which is given by the inverse of the pricing operator in the mathematical finance terminology. Subsequently, the solvability of systems of equations corresponding…