Related papers: Bismut type formulae for differential forms
This paper deals with the identification of the multivariate fractional Brownian motion, a recently developed extension of the fractional Brownian motion to the multivariate case. This process is a $p$-multivariate self-similar Gaussian…
We consider semiclassical orthogonal polynomials on the unit circle associated with a weight function that satisfy a Pearson-type differential equation involving two polynomials of degree at most three. Structure relations and difference…
We derive localized and global noncompact versions of Hamilton's gradient estimate for positive solutions to the heat equation on Riemannian manifolds with Ricci curvature bounded below. Our estimates are essentially optimal and…
In this article we derive gradient estimation for positive solution of the equation \begin{equation*} (\partial_t-\Delta_f)u = A(u)p(x,t) + B(u)q(x,t) + \mathcal{G}(u) \end{equation*} on a weighted Riemannian manifold evolving along the…
We consider a driven Brownian particle, subject to both conservative and non-conservative applied forces, whose probability evolves according to the Kramers equation. We derive a general fluctuation relation, expressing the ratio of the…
A new type of Coulomb gas is defined, consisting of arbitrary numbers of point charges of two species executing Brownian motions under the influence of their mutual electrostatic repulsion. Being a generalization of a model of identical…
One of the most significant discrete invariants of a quadratic form $\phi$ over a field $k$ is its (full) splitting pattern, a finite sequence of integers which describes the possible isotropy behaviour of $\phi$ under scalar extension to…
We obtain a Berry-Esseen type bound for the distribution of the maximum likelihood estimator of the drift parameter for fractional Ornstein-uhlenbeck type process driven by sub-fractional Brownian motion.
In this paper we express some simple random tensor models in a Givental-like fashion i.e. as differential operators acting on a product of generic 1-Hermitian matrix models. Finally we derive Hirota's equations for these tensor models. Our…
Recently, the Li-Yau-type gradient estimates for positive solutions to parabolic equations \begin{equation} \partial_t u=\Delta u+\mathcal{R}_1u+\mathcal{R}_2u^{\alpha}+\mathcal{R}_3u(\log u)^{\beta},\notag \end{equation} under the general…
In recent years, remarkable progress has been made for Distribution dependent stochastic equations (DDSDEs) with singular interactions, existing results include wellposedness, propagation of chaos, entropy cost inequality and ergodicity. As…
As an extension of isotropic Gaussian random fields and Q-Wiener processes on d-dimensional spheres, isotropic Q-fractional Brownian motion is introduced and sample H\"older regularity in space-time is shown depending on the regularity of…
Analytical expressions for spectra and wave functions are derived for a Bohr Hamiltonian, describing the collective motion of deformed nuclei, in which the mass is allowed to depend on the nuclear deformation. Solutions are obtained for…
We study a second-order parabolic equation with divergence form elliptic operator, having piecewise constant diffusion coefficients with two points of discontinuity. Such partial differential equations appear in the modelization of…
In this paper we present a unified approach to establish gradient type formulas and Bismut type formulas for backward stochastic differential equations (BSDEs). This approach relies on a mix of derivative formulas with respect to the…
We derive estimates for the solutions to differential equations driven by a H\"older continuous function of order $\beta>1/2$. As an application we deduce the existence of moments for the solutions to stochastic partial differential…
The main aim of the present work is to give some interesting the $q$-analogues of various $q$-recurrence relations, $q$-recursion formulas, $q$-partial derivative relations, $q$-integral representations, transformation and summation…
In this paper a Ward-Fonten\'e differential universal algebra is constructed. In this algebra it is possible to obtain a product $\psi$-rule and a general $\psi$-rule of Leibniz for any calculus on sequences. In particular, the simplicial…
Matrix Dirichlet processes, in reference to their reversible measure, appear in a natural way in many different models in probability. Applying the language of diffusion operators and the method of boundary equations, we describe Dirichlet…
We define a generalized $(q;\alpha,\beta,\gamma;\nu)$-deformed oscillator algebra and study the number of its characteristics. We describe the structure function of deformation, analyze the classification of irreducible representations and…