Related papers: Spectral Asymptotics for Kinetic Brownian Motion o…
We consider random genus-0 hyperbolic surfaces $\mathcal{S}_n$ with $n + 1$ punctures, sampled according to the Weil-Petersson measure. We show that, after rescaling the metric by $n^{-1/4}$, the surface $\mathcal{S}_n$ converges in…
A uniform dimensional result for normally reflected Brownian motion (RBM) in a large class of non-smooth domains is established. Exact Hausdorff dimensions for the boundary occupation time and the boundary trace of RBM are given. Extensions…
With a densely defined symmetric semi-bounded operator of nonzero defect indexes $L_0$ in a separable Hilbert space ${\cal H}$ we associate a topological space $\Omega_{L_0}$ ({\it wave spectrum}) constructed from the reachable sets of a…
We give an effective sufficient condition for a variational problem with infinite horizon on a compact Riemannian manifold M to admit a smooth optimal synthesis, i. e. a smooth dynamical system on M whose positive semi-trajectories are…
A Kleinian manifold Y is a quotient of a rank-one symmetric space of non-compact type by a convex-cocompact discrete group of isometries. We describe the spectral decomposition of the space of square integrable sections of locally…
We study the gravitational action induced by coupling two-dimensional non-conformal, massive matter to gravity on a Riemann surface with boundaries. A small-mass expansion gives back the Liouville action in the massless limit, while the…
A geometric Brownian motion with delay is the solution of a stochastic differential equation where the drift and diffusion coefficient depend linearly on the past of the solution, i.e. a linear stochastic functional differential equation.…
In this paper we study the asymptotic behavior of Brownian motion in both comb-shaped planar domains, and comb-shaped graphs. We show convergence to a limiting process when both the spacing between the teeth \emph{and} the width of the…
In the present paper we have discussed the mechanics of incompressible test bodies moving in Riemannian spaces with non-trivial curvature tensors. For Hamilton's equations of motion the solutions have been obtained in the parametrical form…
We study the small ball asymptotics problem in $L_2$ for two generalizations of the fractional Brownian motion with variable Hurst parameter. To this end, we perform careful analysis of the singular values asymptotics for associated…
Inspired by Le Calvez' theory of transverse foliations for dynamical systems of surfaces, we introduce a dynamical invariant, denoted by N, for Hamiltonians of any surface other than the sphere. When the surface is the plane or is closed…
An inversion transformation applied to an inertial observer is used to generate a nonstatic conformally flat geometry in spherical coordinates. A static observer in the new geometry is uniformly accelerating with respect to the inertial one…
We study the behavior of the wave kernel of the Laplacian on asymptotically complex hyperbolic manifolds for finite times. We show that the wave kernel on such manifolds belongs to an appropriate class of Fourier integral operators 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…
We use reflecting Brownian motion (RBM) to prove the well known Gauss-Bonnet-Chern theorem for a compact Riemannian manifold with boundary. The boundary integrand is obtained by carefully analyzing the asymptotic behavior of the boundary…
Consider an n-fold integrated Brownian motion. We show that a simple change in time and scale transforms it into a stationary Gaussian process. The collection of stationary processes so constructed not only constitutes an interesting family…
In this PhD Thesis we investigate the geometry of random fields on compact Riemannian manifolds, in particular the two-dimensional sphere. In the first part, we characterize isotropic Gaussian fields on homogeneous spaces of a compact group…
We study a generalization of the Brownian bridge as a stochastic process that models the position and velocity of inertial particles between the two end-points of a time interval. The particles experience random acceleration and are assumed…
This paper studies the reduction by symmetry of variational problems on Lie groups and Riemannian homogeneous spaces. We derive the reduced equations of motion in the case of Lie groups endowed with a left-invariant metric, and on Lie…
In the first part of this Dissertation, we study non-perturbative aspects of quantum electrodynamics on Riemannian manifolds by using heat kernel asymptotic expansion techniques. Here, we established the existence of a new non-perturbative…