Related papers: The Bou\'e--Dupuis formula and the exponential hyp…
A 2D Stochastic incompressible non-Newtonian fluids driven by fractional Bronwnian motion with Hurst parameter $H \in (1/2,1)$ is studied. The Wiener-type stochastic integrals are introduced for infinite-dimensional fractional Brownian…
In this note, we investigate the density of the exponential functional of the fractional Brownian motion. Based on the techniques of Malliavin's calculus, we provide a log-normal upper bound for the density.
Brownian motion is the only random process which is Gaussian, stationary and Markovian. Dropping the Markovian property, i.e. allowing for memory, one obtains a class of processes called fractional Brownian motion, indexed by the Hurst…
We find an explicit expression for the cross-covariance between stochastic integral processes with respect to a $d$-dimensional fractional Brownian motion (fBm) $B_t$ with Hurst parameter $H>1/2$, where the integrands are vector fields…
The present paper is concerned with the integral of the absolute value of a Brownian motion with drift. By establishing an asymptotic expansion of the space Laplace transform, we obtain series representations for the probability density…
Quantitative limit theorems for non-linear functionals on the Wiener space are considered. Given the possibly infinite sequence of kernels of the chaos decomposition of such a functional, an estimate for different probability distances…
In this article we study the asymptotic behaviour of the realized quadratic variation of a process $\int_{0}^{t}u_{s}dY_{s}^{(1)}$% , where $u$ is a $\beta$-H\"older continuous process with $\beta > 1-H$ and…
This paper provides information about the asymptotic behavior of a one-dimensional Brownian polymer in random medium represented by a Gaussian field $W$ on ${\mathbb{R}}_+\times{\mathbb{R}}$ which is white noise in time and function-valued…
We study the Brownian motion on the non-compact Grassmann manifold $\frac{\mathbf{U}(n-k,k)} {\mathbf{U}(n-k)\mathbf{U}(k)}$ and some of its functionals. The key point is to realize this Brownian motion as a matrix diffusion process, use…
It was shown recently that, beside the traditional Liouville action, other functionals appear in the gravitational action of two-dimensional quantum gravity in the conformal gauge, the most important one being the Mabuchi functional. In a…
Taking inspiration from a recent paper by Bergounioux, Leaci, Nardi and Tomarelli we study the Riemann-Liouville fractional Sobolev space $W^{s, p}_{RL, a+}(I)$, for $I = (a, b)$ for some $a, b \in \mathbb{R}, a < b$, $s \in (0, 1)$ and $p…
In this paper we prove a wellposedness result of the KdV equation on the space of periodic pseudo-measures, also referred to as the Fourier Lebesgue space $\mathscr{F}\ell^{\infty}(\mathbb{T},\mathbb{R})$, where…
We consider randomized computation of continuous data in the sense of Computable Analysis. Our first contribution formally confirms that it is no loss of generality to take as sample space the Cantor space of infinite FAIR coin flips. This…
We show that the Brownian motion on the complex full flag manifold can be represented by a matrix-valued diffusion obtained from the unitary Brownian motion. This representation actually leads to an explicit formula for the characteristic…
Brownian motion, as one of the most fundamental concepts in statistical physics, has everlasting interests in interdisciplinary fields in the past century. Although this motion with static potentials have been widely explored, its physics…
Let $\mathcal{M}\subset B(\mathcal{H})$ be a semifinite von Neumann algebra, where $B(\mathcal{H})$ denotes the algebra of all bounded linear operators on a Hilbert space $\mathcal{H}$, and let $\tau$ be a fixed faithful normal semifinite…
In this note we prove that the Fourier dimension of the graph $G(B)$ of a fractional Brownian motion $B$ with Hurst parameter $H\in(0,1/2)$ is equal to 1. This finishes to solve a conjecture by Fraser and Sahlsten. It also yields an exact…
We prove Fatou's theorem for nonnegative harmonic functions with respect to subordinate Brownian motions with Gaussian components on bounded $C^{1,1}$ open sets $D$. We prove that nonnegative harmonic functions with respect to such…
This paper provides information about the asymptotic behavior of a one-dimensional Brownian polymer in random medium represented by a space-time Gaussian field W assumed to be white noise in time and function-valued in space. According to…
Nils Tongring (1987) proved sufficient conditions for a compact set to contain $k$-tuple points of a Brownian motion. In this paper, we extend these findings to the fractional Brownian motion. Using the property of strong local…