Related papers: Heat content for Gaussian processes: small-time as…
This paper studies by means of standard analytic tools the small time behavior of the heat content over a bounded Lebesgue measurable set of finite perimeter by working with the set covariance function and by imposing conditions on the heat…
We consider the asymptotics of the discrete heat kernel on isoradial graphs for the case where the time and the edge lengths tend to zero simultaneously. Depending on the asymptotic ratio between time and edge lengths, we show that two…
We give large-time asymptotic estimates, both in uniform and $L^1$ norms, for solutions of the Dirichlet heat equation in the complement of a bounded open set of $\mathbb{R}^d$ satisfying certain technical assumptions. We always assume that…
In this paper, we study the asymptotic behavior of supremum distribution of some classes of iterated stochastic processes $\{X(Y(t)) : t \in [0, \infty)\}$, where $\{X(t) : t \in \mathbb{R} \}$ is a centered Gaussian process and $\{Y(t): t…
We study the asymptotic behavior of the heat content on a compact Riemannian manifold with boundary and with singular specific heat and singular initial temperature distributions imposing Robin boundary conditions. Assuming the existence of…
We consider the class of self-similar Gaussian stochastic volatility models, and compute the small-time (near-maturity) asymptotics for the corresponding asset price density, the call and put pricing functions, and the implied volatilities.…
This thesis is devoted to the theoretical study of slow thermodynamic processes in non-equilibrium stochastic systems. Its main result is a physically and mathematically consistent construction of relevant thermodynamic quantities in the…
In this expository work we discuss the asymptotic behaviour of the solutions of the classical heat equation posed in the whole Euclidean space. After an introductory review of the main facts on the existence and properties of solutions, we…
We study the small-time asymptotics of the heat content of smooth non-characteristic domains of a general rank-varying sub-Riemannian structure, equipped with an arbitrary smooth measure. By adapting to the sub-Riemannian case a technique…
We study the spectral heat content for a class of open sets with fractal boundaries determined by similitudes in $\mathbb{R}^{d}$, $d\geq 1$, with respect to subordinate killed Brownian motions via $\alpha/2$-stable subordinators and…
In this paper, we consider the distribution of the supremum of non-stationary Gaussian processes, and present a new theoretical result on the asymptotic behaviour of this distribution. Unlike previously known facts in this field, our main…
In this paper, we study the spectral heat content for isotropic stable processes on fractal drums (namely, open sets with fractal boundaries). The spectral heat content for subordinate killed Brownian motions by stable subordinators was…
We consider covariance parameter estimation for Gaussian processes with functional inputs. From an increasing-domain asymptotics perspective, we prove the asymptotic consistency and normality of the maximum likelihood estimator. We extend…
We consider the semi-parametric estimation of a scale parameter of a one-dimensional Gaussian process with known smoothness. We suggest an estimator based on quadratic variations and on the moment method. We provide asymptotic…
We study the short-time asymptotical behavior of stochastic flows on \mathbb{R} in the \sup-norm. The results are stated in terms of a Gaussian process associated with the covariation of the flow. In case the Gaussian process has a…
We study the asymptotic behavior of solutions to the heat equation in nonhomogeneous media with critical singular density $$ |x|^{-2}\partial_{t}u=\Delta u, \quad \hbox{in} \ \real^N\times(0,\infty). $$ The asymptotic behavior proves to…
In this paper we investigate the asymptotic behavior and decay of the solution of the discrete in time $N$-dimensional heat equation. We give a convergence rate with which the solution tends to the discrete fundamental solution, and the…
We discuss the heat content asymptotics associated with the heat flow out of a smooth compact manifold in a larger compact Riemannian manifold. Although there are no boundary conditions, the corresponding heat content asymptotics involve…
In this paper we study the behaviour in time of the trace (the partition function) of the heat semigroup associated with symmetric stable processes in domains of $\Rd$. In particular, we show that for domains with the so called…
We study the small-time asymptotics of the relative heat content for submanifolds in sub-Riemannian geometry. First, we prove the existence of a smooth tubular neighborhood for submanifolds of any codimension, assuming they do not have…