Related papers: A stochastic approach to counting problems
The aim of this paper is to present the new results concerning some functionals of Brownian motion with drift and present their applications in financial mathematics. We find a probabilistic representation of the Laplace transform of…
In this paper we extend Thurston's hyperbolic Dehn surgery theorem to a class of geometrically infinite hyperbolic 3-manifolds. As an application we prove a modest density theorem for Kleinian groups. We also discuss hyperbolic Dehn surgery…
We realize the Apollonian group associated to an integral Apollonian circle packings, and some of its generalizations, as a group of automorphisms of an algebraic surface. Borrowing some results in the theory of orbit counting, we study the…
The kinetic Brownian motion on the sphere bundle of a Riemannian manifold $M$ is a stochastic process that models a random perturbation of the geodesic flow. If $M$ is a orientable compact constantly curved surface, we show that in the…
Rapidly rotating bodies moving in curved space-time experience the so-called spin-curvature force, which becomes important for the motion of compact objects in gravitational-wave inspirals. As a first approximation, this effect is captured…
We investigate the stochastic motion of a Brownian particle in the harmonic potential with a time-dependent force constant. It may describe the motion of a colloidal particle in an optical trap where the potential well is formed by a…
We study Hamilton Jacobi Bellman equations in an infinite dimensional Hilbert space, with Lipschitz coefficients, where the Hamiltonian has superquadratic growth with respect to the derivative of the value function, and the final condition…
This thesis is concerned with the application of operadic methods, particularly modular operads, to questions arising in the study of moduli spaces of surfaces as well as applications to the study of homotopy algebras and new constructions…
We present the numerical implementation of a clean solution to the outer boundary and radiation extraction problems within the 3+1 formalism for hyperbolic partial differential equations on a given background. Our approach is based on…
We study deterministic dynamics of overactive Brownian particles in 2D and 3D potentials. This dynamics is Hamiltonian. Integrals of motion for continuous rotational symmetries are reported. The cases of 2D, axisymmetric and…
We generalize the Green-Kubo approach, previously applied to bulk systems of spherically symmetric active particles [J. Chem. Phys. 145, 161101 (2016)], to include spatially inhomogeneous activity. The method is applied to predict the…
After some normalization, the logarithms of the ordered singular values of Brownian motions on $GL(N,\mathbb F)$ with $\mathbb F=\mathbb R, \mathbb C$ form Weyl-group invariant Heckman-Opdam processes on $\mathbb R^N$ of type $A_{N-1}$. We…
In this paper we study the controllability results of impulsive neutral stochastic functional differential equations with infinite delay driven by fractional Brownian motion in a real separable Hilbert space. The controllability results are…
The Hyperboloidal Foliation Method presented in this monograph is based on a (3+1)-foliation of Minkowski spacetime by hyperboloidal hypersurfaces. It allows us to establish global-in-time existence results for systems of nonlinear wave…
In this article we present an intrinsec construction of foliated Brownian motion via stochastic calculus adapted to foliation. The stochastic approach together with a proposed foliated vector calculus provide a natural method to work on…
Transport of spherical Brownian particles of finite size possessing radii through narrow channels with varying cross-section area is considered. Applying the so-called Fick-Jacobs approximation, i.e. assuming fast equilibration in…
In [7] Klainerman introduced the hyperboloidal method to prove the global existence results for nonlinear Klein-Gordon equations by using commuting vector fields. In this paper, we extend the hyperboloidal method from Minkowski space to…
We study function spaces that are related to square-integrable, irreducible, unitary representations of several low-dimensional nilpotent Lie groups. These are new examples of coorbit theory and yield new families of function spaces on…
We study the space of invariant generalized functions supported on an orbit of the action of a real algebraic group on a real algebraic manifold. This space is equipped with the Bruhat filtration. We study the generating function of the…
Geometric Brownian motion is an exemplary stochastic processes obeying multiplicative noise, with widespread applications in several fields, e.g. in finance, in physics and biology. The definition of the process depends crucially on the…