Related papers: Dirichlet form analysis of the Jacobi process

There exist many explicit evaluations of Dirichlet series. Most of them are constructed via the same approach: by taking products or powers of Dirichlet series with a known Euler product representation. In this paper we derive a result of a…

We point out that a proper use of the Hoeffding--ANOVA decomposition for symmetric statistics of finite urn sequences, previously introduced by the author, yields a decomposition of the space of square-integrable functionals of a…

We study $\beta$-Jacobi diffusion processes on alcoves in $\mathbb R^N$, depending on 3 parameters. Using elementary symmetric functions, we present space-time-harmonic functions and martingales for these processes $(X_t)_{t\ge0}$ which are…

In this paper, we derive a handable expression for the Jacobi process semi group which is given by a bilinear series involving Jacobi polynomials. Our attempt uses a subordination of the considered process by means of a suitable random…

We consider the sensitivity, with respect to a parameter \theta, of parametric families of operators A_{\theta}, vectors \pi_{\theta} corresponding to the adjoints A_{\theta}^{*} of A_{\theta} via A_{\theta}^{*}\pi_{\theta}=0 and one…

We prove that there exists a diffusion process whose invariant measure is the three dimensional polymer measure $\nu_\lambda$ for all $\lambda>0$. We follow in part a previous incomplete unpublished work of the first named author with M.…

We consider the Dirichlet problem on general, possibly nonsmooth bounded domain, for elliptic linear equation with uniformly elliptic divergence form operator. We investigate carefully the relationship between weak, soft and the…

The eigenfunction expansion by Gegenbauer polynomials for the diffusion on a hypersphere is transformed into the diffusion for the Wright-Fisher model with a particular mutation rate. We use the Ito calculus considering stochastic…

The long time behavior of an absorbed Markov process is well described by the limiting distribution of the process conditioned to not be killed when it is observed. Our aim is to give an approximation's method of this limit, when the…

A time-domain numerical modeling of Biot poroelastic waves is presented. The viscous dissipation occurring in the pores is described using the dynamic permeability model developed by Johnson-Koplik-Dashen (JKD). Some of the coefficients in…

We are concerned in this paper with the degenerate fractional diffusion advection equations posed in bounded domains. Due to a suitable formulation, we show the existence of weak entropy solutions for measurable and bounded initial and…

Using techniques of the theory of semigroups of linear operators we study the question of approximating solutions to equations governing diffusion in thin layers separated by a semi-permeable membrane. We show that as thickness of the…

We study a strongly coupled system consisting of a parabolic equation and a singular Hamilton-Jacobi equation in one space dimension. This system describes the dynamics of dislocation densities in a material submitted to an exterior applied…

In this article, we discuss ergodicity properties of a diffusion process given through an It\^{o} stochastic differential equation. We identify conditions on the drift and diffusion coefficients which result in sub-geometric ergodicity of…

We study diffusion processes and stochastic flows which are time-changed random perturbations of a deterministic flow on a manifold. Using non-symmetric Dirichlet forms and their convergence in a sense close to the Mosco-convergence, we…

Let $\MM$ be the space of finite measures on a Locally compact Polish space, and let $\BG$ be the Gamma distribution on $\MM$ with intensity measure $\nu\in \MM$. Let $\nn^{ext}$ be the extrinsic derivative with tangent bundle $T\MM=…

Diffusion generative models have recently been applied to domains where the available data can be seen as a discretization of an underlying function, such as audio signals or time series. However, these models operate directly on the…

We consider the inclusion process on the complete graph with vanishing diffusivity, which leads to condensation of particles in the thermodynamic limit. Describing particle configurations in terms of size-biased and appropriately scaled…

We consider pattern spaces of aperiodic and repetitive Delone sets of finite local complexity. These spaces are compact metric spaces and constitute a special class of foliated spaces. We define new Sobolev spaces with respect to the unique…

The annihilation operators on Bernoulli functionals (Bernoulli annihilators, for short) and their adjoint operators satisfy a canonical anti-commutation relation (CAR) in equal-time. As a mathematical structure, Dirichlet forms play an…