Related papers: Functional Inequalities for doubly weighted Browni…
We prove geometric upper bounds for the Poincar\'e and Logarithmic Sobolev constants for Brownian motion on manifolds with sticky reflecting boundary diffusion i.e. extended Wentzell-type boundary condition under general curvature…
Introducing an interpolation method we derive lower bounds for the spectral gap for Brownian motion on general domains with sticky-reflecting boundary diffusion associated to the first nontrivial eigenvalue for the Laplace operator with…
As a continuation to \cite{MRW} where the Poincar\'e and log-Sobolev inequalities were studied for the sticky-reflected Brownian motion on Riemannian manifolds with boundary, this paper establishes the super and weak Poincar\'e inequalities…
First we establish a weighted Reilly formula for differential forms on a smooth compact oriented Riemannian manifold with boundary. Then we give two applications of this formula when the manifold satisfies certain geometric conditions. One…
We investigate the unique stationary measure of a positive recurrent reflecting Brownian motion in the upper half-plane, where the direction of reflection is constant on each half-axis. The Laplace transform of the stationary distribution…
To study the reflecting diffusion processes on manifolds with boundary, some new curvature operators are introduced by using the Bakry-Emery curvature and the second fundamental form. As applications, the gradient estimates, log-Harnack…
We study a Schilder-type large deviation principle for sticky-reflected Brownian motion with boundary diffusion, both at the static and sample path level in the short-time limit. A sharp transition for the rate function occurs, depending on…
We prove two upper bounds for the Steklov eigenvalues of a compact Riemannian manifold with boundary. The first involves the volume of the manifold and of its boundary, as well as packing and volume growth constants of the boundary and its…
Starting with a Brownian motion, we define and study a novel diffusion process by combining stickiness and oscillation properties. The associated stochastic differential equation, resolvent and semigroup are provided. Also the trivariate…
We give a Dirichlet form approach for the construction of distorted Brownian motion in a bounded domain $\Omega$ of $\mathbb{R}^d$, $d \geq 1$, with boundary $\Gamma$, where the behavior at the boundary is sticky. The construction covers…
We construct a Brownian motion on complex partial flag manifolds with blocks of equal size as a matrix-valued diffusion from a Brownian motion on the unitary group. This construction leads to an explicit expression for the characteristic…
We introduce higher-order Poincar'e constants for compact weighted manifolds and estimate them from above in terms of subsets. These estimates imply upper bounds for eigenvalues of the weighted Laplacian and the first nontrivial eigenvalue…
This work investigates upper bounds for the spectrum of the Steklov-type operator on Riemannian manifolds with boundary. We extend the Fraser-Schoen estimate for the first positive Steklov eigenvalue to higher Steklov eigenvalues, in terms…
We study the boundary traces of Newton-Sobolev, Hajlasz-Sobolev, and BV (bounded variation) functions. Assuming less regularity of the domain than is usually done in the literature, we show that all of these function classes achieve the…
In this paper we study a reflected Markov-modulated Brownian motion with a two sided reflection in which the drift, diffusion coefficient and the two boundaries are (jointly) modulated by a finite state space irreducible continuous time…
In this paper, we derive a weighted Reilly type integral formula for differential forms on a compact smooth metric measure space with boundary. As applications, a lower bound of the spectrum for the weighted Hodge Laplacian acting on…
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…
Inspired by the recent work of Bertini and Posta, who introduced the boundary driven Brownian gas on $[0,1]$, we study boundary driven systems of independent particles in a general setting, including particles jumping on finite graphs and…
Sticky Brownian motion is the simplest example of a diffusion process that can spend finite time both in the interior of a domain and on its boundary. It arises in various applications such as in biology, materials science, and finance.…
We study a nonlinear Neumann-to-Steklov limit generated by a family of interior weights concentrating at the boundary. On a class of admissible possibly irregular domains obtained from the unit ball by trace-compatible Sobolev…