Related papers: Brownian sheet and reflectionless potentials

We show that the image of a 2-dimensional set under d-dimensional, 2-parameter Brownian sheet can have positive Lebesgue measure, if and only if the set in question has positive (d/2)-dimensional Bessel-Riesz capacity. Our methods solve a…

An N-parameter Brownian sheet in R^d maps a non-random compact set F in R^N_+ to the random compact set B(F) in \R^d. We prove two results on the image-set B(F): (1) It has positive d-dimensional Lebesgue measure if and only if F has…

This work contributes a systematic survey and complementary insights of reflecting Brownian motion and its properties. Extension of the Skorohod problem's solution to more general cases is investigated, based on which a discussion is…

We study the potential theory of a large class of infinite dimensional L\'evy processes, including Brownian motion on abstract Wiener spaces. The key result is the construction of compact Lyapunov functions, i.e. excessive functions with…

A construction of $p$-parameter Brownian sheet on the hypercube $C=[0,1]^p$ as a sum of $2^p$ independent Gaussian processes is obtained. The terms are closely related to Brownian pillows, and the probability laws of their $L^2(C)$ squared…

By using stochastic calculus for two-parameter processes and chaos expansion into multiple Wiener-It\^o integrals, we define a 2D-stochastic current over the Brownian sheet. This concept comes from geometric measure theory. We also study…

In this series of articles we study connections between combinatorics of multidimensional generalizations of Cauchy identity and continuous objects such as multidimensional Brownian motions and Brownian bridges. In Part I of the series we…

The study of Gaussian measures on Banach spaces is of active interest both in pure and applied mathematics. In particular, the spectral theorem for self-adjoint compact operators on Hilbert spaces provides a canonical decomposition of…

We discuss the relation between the statistical question of inadmissibility and the probabilistic question of transience. Brown (1971) proved the mathematical link between the admissibility of the mean of a Gaussian distribution and the…

In this work, we generalise the stochastic local time space integration introduced in \cite{Ei00} to the case of Brownian sheet. %We develop a stochastic local time-space calculus with respect to the Brownian sheet. This allows us to prove…

We present an analogue of the differential calculus in which the role of polynomials is played by certain ordered sets and trees. Our combinatorial calculus has all nice features of the usual calculus and has an advantage that the elements…

The metric Markov cotype of barycentric metric spaces is computed, yielding the first class of metric spaces that are not Banach spaces for which this bi-Lipschitz invariant is understood. It is shown that this leads to new nonlinear…

Fix an arbitrary compact orientable surface with a boundary and consider a uniform bipartite random quadrangulation of this surface with $n$ faces and boundary component lengths of order $\sqrt n$ or of lower order. Endow this…

We prove the existence of a unique Malliavin differentiable strong solution to a stochastic differential equation on the plane with merely integrable coefficients driven by the fractional Brownian sheet with Hurst parameters less than 1/2.…

One develops {\em ab initio} the theory of rational/birational maps over reduced, but not necessarily irreducible, projective varieties in arbitrary characteristic. A numerical invariant of a rational map is introduced, called the Jacobian…

Contraction properties of transport maps between probability measures play an important role in the theory of functional inequalities. The actual construction of such maps, however, is a non-trivial task and, so far, relies mostly on the…

The stochastic rotational invariance of an integration by parts formula inspired by the Bismut approach to Malliavin calculus is proved in the framework of the Lie symmetry theory of stochastic differential equations. The non-trivial effect…

In this work we firstly answer to a question raised by Khoshnevisan in \cite[Open Problem 4]{khoshnevisan2007slices} by proving that almost surely there is no projection of big enough rank changing the Hausdorff dimension of the zeros of…

We revise the Levy's construction of Brownian motion as a simple though still rigorous approach to operate with various Gaussian processes. A Brownian path is explicitly constructed as a linear combination of wavelet-based "geometrical…

The Brownian map is a model of random geometry on the sphere and as such an important object in probability theory and physics. It has been linked to Liouville Quantum Gravity and much research has been devoted to it. One open question asks…