Related papers: Bessel SPDEs with general Dirichlet boundary condi…

In this article, we extend the integration by parts formulae (IbPF) for the laws of Bessel bridges obtained in a recent work by Elad Altman and Zambotti to linear functionals. Our proof relies on properties of hypergeometric functions, thus…

We study whether the solutions of a fully nonlinear, uniformly parabolic equation with superquadratic growth in the gradient satisfy initial and homogeneous boundary conditions in the classical sense, a problem we refer to as the classical…

We present an announcement of some recent results concerning well-posedness of the Poisson-Dirichlet problem with boundary data in Besov spaces with fractional smoothness. This is a far-reaching generalization as previously known theorems…

We consider several critical wetting models. In the discrete case, these probability laws are known to converge, after an appropriate rescaling, to the law of a reflecting Brownian motion, or of the modulus of a Brownian bridge, according…

In the presented work, we solve the Dirichlet boundary problem for the Helmholtz equation in an exterior angle with periodic boundary data. We prove the existence and uniqueness of solution in an appropriate funcional class and we give an…

This paper is devoted to giving definitions of Besov spaces on an arbitrary open set of $\mathbb R^n$ via the spectral theorem for the Schr\"odinger operator with the Dirichlet boundary condition. The crucial point is to introduce some test…

Firstly, we compute the distribution function for the hitting time of a linear time-dependent boundary $t\mapsto a+bt,\ a\geq 0,\,b\in \R,$ by a reflecting Brownian motion. The main tool hereby is Doob's formula which gives the probability…

Segregated direct boundary-domain integral equations (BDIEs) based on a parametrix and associated with the Dirichlet and Neumann boundary value problems for the linear stationary diffusion partial differential equation with a variable…

We settle the issue of well-posedness for the Dirichlet problem for a higher order elliptic system ${\mathcal L}(x,D_x)$ with complex-valued, bounded, measurable coefficients in a Lipschitz domain $\Omega$, with boundary data in Besov…

In this paper, we construct the Bessel line ensemble, a countable collection of continuous random curves. This line ensemble is stationary under horizontal shifts with the Bessel point process as its one-time marginal. Its finite…

For the trace of Besov spaces $B^s_{p,q}$ onto a hyperplane, the borderline case with $s=\frac{n}{p}-(n-1)$ and $0<p<1$ is analysed and a new dependence on the sum-exponent $q$ is found. Through examples the restriction operator defined for…

In this paper, we obtain uniform bounds for a number of expressions that involve derivatives and integrals of modified Bessel functions. These uniform bounds are motivated by the need to bound such expressions in the study of variance-gamma…

This paper is concerned with a compressible MHD equations describing the evolution of viscous non-resistive fluids in piecewise regular bounded Lipschitz domains. Under the general inflow-outflow boundary conditions, we prove existence of…

The present paper pioneers the study of the Dirichlet problem with $L^q$ boundary data for second order operators with complex coefficients in domains with lower dimensional boundaries, e.g., in $\Omega := \mathbb R^n \setminus \mathbb R^d$…

We discuss artificial boundary conditions for stationary Navier-Stokes flows past bodies in the half-plane, for a range of low Reynolds numbers. When truncating the half-plane to a finite domain for numerical purposes, artificial boundaries…

This paper introduces SPDE bridges with observation noise and contains an analysis of their spatially semidiscrete approximations. The SPDEs are considered in the form of mild solutions in an abstract Hilbert space framework suitable for…

We provide Large Deviation estimates for the bridge of a $d$-dimensional general diffusion process as the conditioning time tends to $0$ and apply these results to the evaluation of the asymptotics of its exit time probabilities. We are…

Bessel process is defined as the radial part of the Brownian motion (BM) in the $D$-dimensional space, and is considered as a one-parameter family of one-dimensional diffusion processes indexed by $D$, BES$^{(D)}$. It is well-known that…

We consider the Prandtl boundary layer equations on the half plane, with initial datum that lies in a weighted $H^1$ space with respect to the normal variable, and is real-analytic with respect to the tangential variable. The boundary trace…

We build a solvability theory of elliptic boundary-value problems in normed Sobolev spaces of generalized smoothness for any integrability exponent $p>1$. The smoothness is given by a number parameter and a supplementary function parameter…