Related papers: Polyharmonic functions and random processes in con…
We study the map from conductances to edge energies for harmonic functions on finite graphs with Dirichlet boundary conditions. We prove that for any compatible acyclic orientation and choice of energies there is a unique choice of…
We formulate a precise conjecture about the universal behavior near the diagonal of the spectral function of the Laplacian of a smooth compact Riemann manifold. We prove this conjecture when the manifold and the metric are real analytic,…
The study of matter fields on an ensemble of random geometries is a difficult problem still in need of new methods and ideas. We will follow a point of view inspired by probability theory techniques that relies on an expansion of the two…
The aim of this paper is to present the new results concerning some functionals of Brownian motion with drift and present their applications in financial mathematics. We find a probabilistic representation of the Laplace transform of…
We consider two particles performing continuous-time nearest neighbor random walk on $\mathbb Z$ and interacting with each other when they are at neighboring positions. Typical examples are two particles in the partial exclusion process or…
Incorporating higher-order interactions in information processing enables us to build more accurate models, gain deeper insights into complex systems, and address real-world challenges more effectively. However, existing methods, such as…
Green functions play an important role in conformal geometry. In this paper, we explain how to compute explicitly the logarithmic singularities of the Green functions of the conformal powers of the Laplacian. These operators include the…
Some asymptotic properties of a Brownian motion in multifractal time, also called multifractal random walk, are established. We show the almost sure and $L^1$ convergence of its structure function. This is an issue directly connected to the…
In the last decade the subordinated processes have become popular and found many practical applications. Therefore in this paper we examine two processes related to time-changed (subordinated) classical Brownian motion with drift (called…
Motivated by the study of the convex hull of the trajectory of a Brownian motion in the unit disk reflected orthogonally at its boundary, we study inhomogeneous fragmentation processes in which particles of mass $m \in (0,1)$ split at a…
In this work we establish a connection between two classical notions, unrelated so far: Harmonic functions on the one hand and absolutely monotonic functions on the other hand. We use this to prove convexity type and propagation of…
In this article, we introduce Brownian motion on stable looptrees using resistance techniques. We prove an invariance principle characterising it as the scaling limit of random walks on discrete looptrees, and prove precise local and global…
We show that the Laplace transforms of traces of words in independant unitary Brownian motions converge towards an analytic function on a non trivial disc. This results allow to study asymptotics of Wilson loops under the unitary Yang-Mills…
The kinetic Brownian motion on the cosphere bundle of a Riemannian manifold $\mathbb{M}$ is a stochastic process that models the geodesic equation perturbed by a random white force of size $\varepsilon$. When $\mathbb{M}$ is compact with…
Lame equation arises from deriving Laplace equation in ellipsoidal coordinates; in other words, it's called ellipsoidal harmonic equation. Lame function is applicable to diverse areas such as boundary value problems in ellipsoidal geometry,…
This note illustrates how a simple random walk with possibly long jumps is related to fractional powers of the Laplace operator. The exposition is elementary and self-contained.
This paper is concerned with two related types of directed polymers in a random medium. The first one is a d-dimensional Brownian motion living in a random environment which is Brownian in time and homogeneous in space. The second is a…
Motivated by L\'{e}vy's characterization of Brownian motion on the line, we propose an analogue of Brownian motion that has as its state space an arbitrary closed subset of the line that is unbounded above and below: such a process will be…
Conley in \cite{Con} constructed a complete Lyapunov function for a flow on compact metric space which is constant on orbits in the chain recurrent set and is strictly decreasing on orbits outside the chain recurrent set. This indicates…
The diffusive behavior of a harmonic oscillator driven by a Mittag-Leffler noise is studied. Using Laplace analysis we derive exact expressions for the relaxation functions of the particle in terms of generalized Mittag-Leffler functions…