Related papers: On Infinitesimal Generators and Feynman-Kac Integr…

In this paper we introduce a new approach to the diffusive limit of the weakly random Schrodinger equation, first studied by L. Erdos, M. Salmhofer, and H.T. Yau. Our approach is based on a wavepacket decomposition of the evolution…

Let $F$ be a number field, and $\pi$ a regular algebraic cuspidal automorphic representation of $\mathrm{GL}_N(\mathbb{A}_F)$ of symplectic type. When $\pi$ is spherical at all primes $\mathfrak{p}|p$, we construct a $p$-adic $L$-function…

Despite the simplicity of one-particle dynamics, explicit expressions for the one-dimensional propagator on a circle suitable to numerical evaluation are surprisingly lacking -- not only in the presence of potentials but even in the free…

Uchaikin suggested a mathematical model of an anomalous diffusion in a space was suggested. This model origins in an investigation of processes in complex systems with variable structure: glasses, liquid crystals, biopolymers, proteins and…

Let $K$ be a complete, algebraically closed, non-Archimedean valued field, and let $\phi\in K(z)$ with $\textrm{deg}(\phi) \geq 2$. In this paper we consider the family of functions $\textrm{ordRes}_{\phi^n}(x)$, which measure the resultant…

The present paper originated from our previous study of the problem of harmonic analysis on the infinite symmetric group. This problem leads to a family {P_z} of probability measures, the z-measures, which depend on the complex parameter z.…

Let $X$ be a one dimensional positive recurrent diffusion with initial distribution $\nu$ and invariant probability $\mu$. Suppose that for some $p> 1$, $\exists a\in\R$ such that $\forall x\in\R, \E_x T_a^p<\infty$ and $\E_\nu…

The $p$-adic unitary operator $U$ is defined as an invertible operator on $p$-adic ultrametric Banach space such that $\left |U\right |=\left |U^{-1}\right |=1$. We point out $U$ has a spectral measure valued in $\textbf{projection…

Let $\bS=\{S_1,...,S_K\}$ be a finite set of complex $d\times d$ matrices and $\varSigma_{K}^+$ the compact space of all one-sided infinite sequences $i_{\bcdot}\colon\mathbb{N}\rightarrow\{1,...,K\}$. An ergodic probability $\mu_*$ of the…

We study a category of probability spaces and measure-preserving Markov kernels up to almost sure equality. This category contains, among its isomorphisms, mod-zero isomorphisms of probability spaces. It also gives an isomorphism between…

A classification of the periodic components of the Fatou set of $p$-adic rational maps. Each such periodic component is either an immediate attracting basin or an open affinoid, where the dynamics is quasi-periodic (the $p$-adic analogues…

For $s\geqslant d$, we obtain the leading term as $N\to \infty$ of the maximal weighted $N$-point Riesz $s$-polarization (or Chebyshev constant) for a certain class of $d$-rectifiable compact subsets of $\mathbb{R}^p$. This class includes…

We present a unified framework to efficiently approximate solutions to fractional diffusion problems of stationary and parabolic type. After discretization, we can take the point of view that the solution is obtained by a matrix-vector…

In this paper we show the existence of a universal Skorohod measurable functional representation for a large class of semimartingale-driven stochastic differential equations. For this we prove that paths of the strong solutions of…

In the present paper, we prove that with probability one, the Stratonovich signatures of a multidimensional diffusion process (possibly degenerate) over [0,1], which is the collection of all iterated Stratonovich's integrals of the…

This paper presents a multi-scale method for convection-dominated diffusion problems in the regime of large P\'eclet numbers. The application of the solution operator to piecewise constant right-hand sides on some arbitrary coarse mesh…

We study a class of McKean--Vlasov Stochastic Differential Equations (MV-SDEs) with drifts and diffusions having super-linear growth in measure and space -- the maps have general polynomial form but also satisfy a certain monotonicity…

We prove an analogue of a theorem of Eskin-Margulis-Mozes: suppose we are given a finite set of places $S$ over $\mathbb{Q}$ containing the archimedean place and excluding the prime $2$, an irrational isotropic form ${{\mathbf q}}$ of rank…

We prove that the realization $A_p$ in $L^p(\mathbb{R}^N),\,1<p<\infty$, of the elliptic operator $A=(1+|x|^{\alpha})\Delta+b|x|^{\alpha-1}\frac{x}{|x|}\cdot \nabla-c|x|^{\beta}$ with domain $D(A_p) =\{ u \in W^{2,p}(\mathbb{R}^N)\, |\, Au…

We introduce a new class of adelic heights on the projective line. We estimate their essential minimum and prove a result of equidistribution (at every place) for points of small height with estimates on the speed of convergence. To each…