Related papers: Discrete harmonic functions in Lipschitz domains

In this paper we consider a multidimensional random walk killed on leaving a right circular cone with a distribution of increments belonging to the normal domain of attraction of an $\alpha$-stable and rotationally-invariant law with…

We study a discrete and continuous version of the spectral Dirichlet problem in an open bounded connected set $\Omega\subset \mathbb{R}^d$, in dimension $d\geq 2$. More precisely, consider the simple random walk on $\mathbb{Z}^d$ killed…

Random walks in cones have the double interest of being at the heart of many probabilistic problems and of being related to many mathematical fields, such as spectral theory, combinatorics, or discrete complex analysis. In this article, we…

We propose a systematic construction of signed harmonic functions for discrete Laplacian operators with Dirichlet conditions in the quarter plane. In particular, we prove that the set of harmonic functions is an algebra generated by a…

For a random walk on the integer lattice $\mathbb{Z}$ that is attracted to a strictly stable process with index $\alpha\in (1, 2)$ we obtain the asymptotic form of the transition probability for the walk killed when it hits a finite set.…

We propose a discrete analogue for the boundary local time of reflected diffusions in bounded Lipschitz domains. This discrete analogue, called the discrete local time, can be effectively simulated in practice and is obtained pathwise from…

We study the behaviour of discrete dynamical systems generated by a continuous map $f$ of a compact real interval into itself where at randomly chosen times a function different from $f$ - so called impulse function is applied. We show that…

It was established in [8] that Lipschitz inf-compact functions are uniquely determined by their local slope and critical values. Compactness played a paramount role in this result, ensuring in particular the existence of critical points. We…

Let X= {X_t, t \ge 0} be a continuous time random walk in an environment of i.i.d. random conductances {\mu_e \in [1, \infty), e \in E_d}, where E_d is the set of nonoriented nearest neighbor bonds on the Euclidean lattice Z^d and d\ge 3.…

We establish local interior Lipschitz continuity of the solutions of a class of free boundary elliptic problems assuming the coefficients of the equation of Dini mean oscillation in at least one direction. The novelty in this regularity…

We introduce a lattice random walk discretisation scheme for stochastic differential equations (SDEs) that samples binary or ternary increments at each step, suppressing complex drift and diffusion computations to simple 1 or 2 bit random…

We establish the strong unique continuation property of fractional orders of linear elliptic equations with Lipschitz coefficients by establishing monotonicity of some Almgren-type frequency functional via an extension procedure.

We consider nondegenerate, finitely supported random walks on a finitely generated Gromov hyperbolic group. We show that the entropy and the escape rate are Lipschitz functions of the probability if the support remains constant.

This paper states a law of large numbers for a random walk in a random iid environment on ${\mathbb Z}^d$, where the environment follows some Dirichlet distribution. Moreover, we give explicit bounds for the asymptotic velocity of the…

We prove a Harnack inequality for the solutions of a difference equation with non-elliptic balanced i.i.d. coefficients. Along the way we prove a (weak) quantitative homogenisation result, which we believe is of some interest too.

In this article, we investigate the existence and uniqueness of random-field solutions to the elliptic SPDE $-\mathcal{L}u=\dot{\xi}$ on a bounded domain $D$ with Dirichlet boundary conditions $u=0$ on $\partial D$, driven by symmetric…

We study an homogeneous irreducible markovian random walk in a square lattice of arbitrary dimension, with an antisymmetric perturbation acting only in one point. We compute exactly spatial correction to the diffusive behaviour in the…

We present a "black box" proof of mean-field near-critical behaviour for a family of functions on $\mathbb Z^d$ (${d>2}$) satisfying a short list of assumptions. The functions represent two-point functions of a lattice statistical…

The Martin compactification is investigated for a d-dimensional random walk which is killed when at least one of it's coordinates becomes zero or negative. The limits of the Martin kernel are represented in terms of the harmonic functions…

We obtain an optimal deviation from the mean upper bound \begin{equation} D(x)\=\sup_{f\in \F}\mu\{f-\E_{\mu} f\geq x\},\qquad\ \text{for}\ x\in\R\label{abstr} \end{equation} where $\F$ is the class of the integrable, Lipschitz functions on…