Related papers: Quantitative inequalities for the expected lifetim…

Let B_1,B_2, ... be independent one-dimensional Brownian motions defined over the whole real line such that B_i(0)=0. We consider the nth iterated Brownian motion W_n(t)= B_n(B_{n-1}(...(B_2(B_1(t)))...)). Although the sequences of…

The generalized grey Brownian motion is a time continuous self-similar with stationary increments stochastic process whose one dimensional distributions are the fundamental solutions of a stretched time fractional differential equation.…

We study the time evolution of the reduced Wigner function for a class of quantum Brownian motion models. We derive two generalized uncertainty relations. The first consists of a sharp lower bound on the uncertainty function, $U = (\Delta…

The purpose of this paper is to find optimal estimates for the Green function of a half-space of {\it the relativistic $\alpha$-stable process} with parameter $m$ on $\Rd$ space. This process has an infinitesimal generator of the form…

The time evolution of complex systems usually can be described through stochastic processes. These processes are measured at finite resolution, what necessarily reduces them to finite sequences of real numbers. In order to relate these data…

For a measurable function on a set which has a finite measure, an inequality holds between two Lp-norms. In this paper, we show similar inequalities for the Euclidean space and the Lebesgue measure by using a q-moment which is a moment of…

We give asymptotic estimations on the area of the sets of points with large Brownian winding, and study the average winding between a planar Brownian motion and a Poisson point process of large intensity on the plane. This allows us to give…

We prove general theorems for isoperimetric problems on lattices of the form ${\mathbb{Z}}^{k} \times {\mathbb{N}}^{d}$ which state that the perimeter of the optimal set is a monotonically increasing function of the volume under certain…

We derive general expressions for the free energy, entropy production and entropy extraction rates for a Brownian particle that walks in a viscous medium where the dynamics of its motion is governed by the Langevin equation. It is shown…

The problem is a log-asymptotics of the probability that the Integrated fractional Brownian motion of index 0<H<1 does not exceed a fixed level during long time. For the growing time interval (0,T) the hypothetical log-asymptotics is…

In this paper, a class of statistics based on high frequency observations of oscillating and skew Brownian motion is considered. Their convergence rate towards the local time of the underlying process is obtained in form of a functional…

Fractional Brownian motion can be represented as an integral of a deterministic kernel w.r.t. an ordinary Brownian motion either on infinite or compact interval. In previous literature fractional L\'evy processes are defined by integrating…

Considering the paradigmatic driven Brownian motion, we perform extensive numerical analysis on the performance of optimal linear-response processes far from equilibrium. We focus on the overdamped regime where exact optimal processes are…

We establish conditions for uniform $r$-th moment bound of certain $\R^d$-valued functions of a discrete-time stochastic process taking values in a general metric space. The conditions include an appropriate negative drift together with a…

This paper describes the quality of convergence to an infinitely divisible law relative to free multiplicative convolution. We show that convergence in distribution for products of identically distributed and infinitesimal free random…

We consider the system of equations describing motion of compressible viscoelastic fluids in a whole space. We investigate the large time behavior of solutions around a motionless state, and obtain the $L^p$ decay estimates of solutions for…

The strong $L^2$-approximation of occupation time functionals is studied with respect to discrete observations of a $d$-dimensional c\`adl\`ag process. Upper bounds on the error are obtained under weak assumptions, generalizing previous…

The aim of this paper is twofold. In the first part we focus on a functional involving a weighted curvature integral and the quermassintegrals. We prove upper and lower bounds for this functional in the class of convex sets, which provide a…

We establish almost sure invariance principles, a strong form of approximation by Brownian motion, for non-stationary time-series arising as observations on dynamical systems. Our examples include observations on sequential expanding maps,…

We derive P(M,t_m), the joint probability density of the maximum M and the time t_m at which this maximum is achieved for a class of constrained Brownian motions. In particular, we provide explicit results for excursions, meanders and…