Related papers: Bismut type formulae for differential forms

Let $M$ be a complete connected Riemannian manifold with boundary $\pp M$, $Q$ a bounded continuous function on $\pp M$, and $L= \DD+Z$ for a $C^1$-vector field $Z$ on $M$. By using the reflecting diffusion process generated by $L$ and its…

In this paper, we define the L{\phi}-Lipschitz norm and L{\phi}-BMO norm of differential forms using Young functions, and prove the comparison theorems for the homotopy operator T on differential forms with L{\phi}-Lipschitz and L{\phi}-BMO…

A general class of probability density functions \[u(x,t)=Ct^{-\alpha d}\left (1-\left (\frac{\|x\|}{ct^{\alpha}}\right )^{\beta}\right )_+^{\gamma},\quad x\in \mathbb{R}^d,t>0,\] is considered, containing as particular case the Barenblatt…

By using local and global versions of Bismut type derivative formulas, gradient estimates are derived for the Neumann semigroup on a narrow strip. Applications to functional/cost inequalities and heat kernel estimates are presented. Since…

The purpose of this article is to establish upper and lower estimates for the integral kernel of the semigroup exp(-tP) associated to a classical, strongly elliptic pseudodifferential operator P of positive order on a closed manifold. The…

Let $\{b_H(t),t\in\mathbb{R}\}$ be the fractional Brownian motion with parameter $0<H<1$. When $1/2<H$, we consider diffusion equations of the type \[X(t)=c+\int_0^t\sigma\bigl(X(u)\bigr)\mathrm {d}b_H(u)+\int _0^t\mu\bigl(X(u)\bigr)\mathrm…

Let $X$ be a (two-sided) fractional Brownian motion of Hurst parameter $H\in (0,1)$ and let $Y$ be a standard Brownian motion independent of $X$. Fractional Brownian motion in Brownian motion time (of index $H$), recently studied in…

We develop a weighted mixed-norm $L_q(L_p)$-estimates for solutions to fractional evolution equations of the form \[ \partial_t^\alpha w(t,x) = \phi(\Delta) w(t,x) + h(t,x), \quad w(0,\cdot) = w_0, \quad t > 0, \; x \in \mathbb{R}^d, \]…

Consider the following space-time fractional heat equation with Riemann-Liouville derivative of non-homogeneous time-fractional Poisson process \begin{eqnarray*} \partial^\beta_t u(x,t) =-\kappa(-\Delta)^{\alpha/2} u(x,t) +…

Motivated by the work of Baras-Goldstein (1984), we discuss when expectations of the Feynman-Kac type with singular potentials are divergent. Underlying processes are Brownian motion and $\alpha$-stable process. In connection with the work…

We consider a family of sup-functionals of (drifted) fractional Brownian motion with Hurst parameter $H\in(0,1)$. This family includes, but is not limited to: expected value of the supremum, expected workload, Wills functional, and…

We study the heat equation $\frac{\partial u}{\partial t}-\Delta u=0,\ u(x,0)=\omega (x),$ where $\Delta :=dd^{*}+d^{*}d$ is the Hodge laplacian and $u(\cdot ,t)$ and $\omega $ are $p$-differential forms in the complete Riemannian manifold…

We present some results on Bernstein processes which are Brownian diffusions that appear in Euclidean Quantum Mechanics: We express the distributions of these processes with the help of those of Bessel processes. We then determine two…

Formalism of differential forms is developed for a variety of Quantum and noncommutative situations.

We survey methods and results of fractional differential equations in which an unknown function is under the operation of integration and/or differentiation of fractional order. As an illustrative example, we review results on fractional…

We construct a class of exponential type solutions for the linear, delayed heat equation. These representations may be used to provide a priori ansatzes for certain boundary and/or initial-value problems arising in heat transfer. Several of…

This paper aims to study the asymptotic behaviour of the fundamental solutions (heat kernels) of non-local (partial and pseudo differential) equations with fractional operators in time and space. In particular, we obtain exact asymptotic…

We provide a probabilistic representation for the derivative of the semigroup corresponding to a diffusion process killed at the boundary of a half interval. In particular, we show that the derivative of the semi-group can be expressed as…

We introduce a certain differential (heat) operator on the space of Hermitian Jacobi forms of degree 1, show it's commutation with certain Hecke operators and use it to construct a lift of elliptic cusp forms to Hermitian Jacobi cusp forms.…

We consider fractional differential equations of order $\alpha \in (0,1)$ for functions of one independent variable $t\in (0,\infty)$ with the Riemann-Liouville and Caputo-Dzhrbashyan fractional derivatives. A precise estimate for the order…