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We look at decompositions of perpetuities and apply that to the study of the distributions of hitting times of Bessel processes of two types of square root boundaries. These distributions are linked giving a new proof of some Mellin…
In this paper we find a pathwise decomposition of a certain class of Brownian semistationary processes ($\mathcal{BSS}$) in terms of fractional Brownian motions. To do this, we specialize in the case when the kernel of the $\mathcal{BSS}$…
We obtain a class of exact solutions of a Bessel-type differential equation, which is a six-parameter linear ordinary differential equation of the second order with irregular (essential) singularity at the origin. The solutions are obtained…
Contents (Part 2): 8.Renormalization of Coupling Constants in the Minimal SUSY Models (R. B. Nevzorov, K. A. Ter-Martirosyan and M. A. Trusov) 9.Multiple Point Model and Phase Transition Couplings ...(L.V. Laperashvili, D.A. Ryzhikh and…
In this article, we study multiple $SLE_\kappa$, for $\kappa\in(0,4]$, driven by Dyson Brownian motion. This model was introduced in the unit disk by Cardy in connection with the Calogero-Sutherland model. We prove the Carath\'eodory…
We obtain the multi-point positive integer Lyapunov exponents of the Stochastic Heat Equation (SHE) and provide three expressions for them. We prove the result by matching the upper and lower bounds for the Lyapunov exponents. The upper…
We investigate Lyapunov exponents of Brownian motion in a nonnegative Poissonian potential $V$. The Lyapunov exponent depends on the potential $V$ and our interest lies in the decay rate of the Lyapunov exponent if the potential $V$ tends…
Contents (Part 1): 1.Derivation of Lorentz Invariance and Three Space Dimensions in Generic Field Theory (C D. Froggatt and H. B. Nielsen) 2.Unitary Representations, Noncompact Groups SO(q; d - q)...(N. Mankoc Borstnik, H. B. Nielsen and D.…
New sequences of orthogonal polynomials with respect to the weight functions $e^{-x} \rho_\nu(x),\ e^{- 1/x} x^{-1} \rho_{\nu} (x), \rho_{\nu}(x)= 2 x^{\nu/2} K_\nu(2\sqrt x),\ x >0, \nu \in \mathbb{R}$, where $K_\nu(z)$ is the modified…
We introduce the notion of crossings and nestings of a permutation. We compute the generating function of permutations with a fixed number of weak exceedances, crossings and nestings. We link alignments and permutation patterns to these…
We investigate distributions of hyperbolic Bessel processes. We find links between the hyperbolic cosine of hyperbolic Bessel processes and functionals of geometric Brownian motion. We present an explicit formula for the Laplace transform…
We introduce a new imaginary-Brownian-time-Brownian-angle process, which we also call the linear-Kuramoto-Sivashinsky process (LKSP). Building on our techniques in two recent articles involving the connection of Brownian-time processes to…
Mixed moving average processes appear in the ergodic decomposition of stationary symmetric \alpha-stable (S\alpha S) processes. They correspond to the dissipative part of "deterministic" flows generating S\alpha S processes (Rosinski,…
The T matrix of the LambdaN-> NN reaction, which is a strangeness changing weak process, is derived. The explicit formulas of the spin observables are given for s-wave p-Lambda final states which kinematically corresponds to inverse…
Multivariate Bessel and Jacobi processes describe Calogero-Moser-Sutherland particle models. They depend on a parameter $k$ and are related to time-dependent classical random matrix models like Dysom Brownian motions, where $k$ has the…
The nonlinear, cubic Schrodinger (NLS) equation has numerous physical applications, but in general is very difficult to solve. Nonetheless, under certain circumstances parameters quantifying the width, momentum and energy of the…
By using a simple observation that the density processes appearing in Ito's martingale representation theorem are invariant under the change of measures, we establish a non-linear version of the Cameron-Martin formula for solutions of a…
We make use of the fact that a two-sided whole-plane Schramm-Loewner evolution (SLE$_\kappa$) curve $\gamma$ for $\kappa\in(0,8)$ from $\infty$ to $\infty$ through $0$ may be parametrized by its $d$-dimensional Minkowski content, where…
We first study the discrete Schr\"odinger equations with analytic potentials given by a class of transformations. It is shown that if the coupling number is large, then its logarithm equals approximately to the Lyapunov exponents. When the…
This is the second part of our survey on exponential functionals of Brownian motion. We focus on the applications of the results about the distributions of the exponential functionals, which have been discussed in the first part. Pricing…