Related papers: Brownian sheet and reflectionless potentials
In this work infinitely divisible cylindrical probability measures on arbitrary Banach spaces are introduced. The class of infinitely divisible cylindrical probability measures is described in terms of their characteristics, a…
Any counterexample to the two-dimensional Jacobian Conjecture gives a rational map from one projective plane to another. We use some ideas of the Minimal Model Program to study the combinatorial structure of a rational surface, that is…
The first part of this paper is devoted to the Brown measure of the product of the free unitary Brownian motion by an arbitrary free non negative operator. Our approach follows the one recently initiated by Driver-Hall-Kemp though there are…
We continue the work of [1, 2, 3] by analyzing the equivalence relation of bi-embeddability on various classes of countable planes, most notably the class of countable non-Desarguesian projective planes. We use constructions of the second…
Consider a d-dimensional Brownian motion in a random potential defined by attaching a nonnegative and polynomially decaying potential around Poisson points. We introduce a repulsive interaction between the Brownian path and the Poisson…
We study Backward Stochastic Differential Equations on a probability space equipped with a Brownian filtration. We assume that the terminal value and the generator at zero are merely integrable. Moreover, the generator is assumed to be…
In this article we study the generalized dispersion version of the Kadomtsev-Petviashvili II equation, on $\T \times \R$ and $\T \times \R^2$. We start by proving bilinear Strichartz type estimates, dependent only on the dimension of the…
We introduce and initiate the study of new parameters associated with any norm and any log-concave measure on $\mathbb R^n$, which provide sharp distributional inequalities. In the Gaussian context this investigation sheds light to the…
Compactness is one of the most versatile tools in the analysis of nonlinear PDEs and systems. Usually, compactness is established by means of some embedding theorem between functional spaces. Such theorems, in turn, rely on appropriate…
In the setting of finite reflection groups, we prove that the projection of a Brownian motion onto a closed Weyl chamber is another Brownian motion normally reflected on the walls of the chamber. Our proof is probabilistic and the…
We introduce and study multivariate generalizations of the classical BV spaces of Jordan, F. Riesz and Wiener. The family of the introduced spaces contains or is intimately related to a considerable class of function spaces of modern…
We study harmonic and totally invariant measures in a foliated compact Riemannian manifold isometrically embedded in an Euclidean space. We introduce geometrical techniques for stochastic calculus in this space. In particular, using these…
In [8] probabilistic methods, in particular a variant of the Weak Law of Large Numbers related to the Bernoulli distribution, have been used to show that for every infinite compact spaces K and L there exists a sequence $(\mu_n)$ of…
The Cauchy problem is studied for the self-adjoint and non-self-adjoint Schroedinger equations. We first prove the existence and uniqueness of solutions in the weighted Sobolev spaces. Secondly we prove that if potentials are depending…
I provide a proof of the existence of absolutely continuous invariant measures (and study their statistical properties) for multidimensional piecewise expanding systems with not necessarily bounded derivative or distortion. The proof uses…
We investigate the classical Brownian motion of a particle in a two-dimensional noncommutative (NC) space. Using the standard NC algebra embodied by the sympletic Weyl-Moyal formalism we find that noncommutativity induces a non-vanishing…
We provide a new construction of Brownian disks in terms of forests of continuous random trees equipped with nonnegative labels corresponding to distances from a distinguished point uniformly distributed on the boundary of the disk. This…
We explore a generalisation of the L\'evy fractional Brownian field on the Euclidean space based on replacing the Euclidean norm with another norm. A characterisation result for admissible norms yields a complete description of all…
The Marchenko method is developed in the inverse scattering problem for a linear system of first-order differential equations containing potentials proportional to the spectral parameter. The corresponding Marchenko system of integral…
We use the techniques of birational algebraic geometry and some combinatorial arguments related to weighted trees to study the structure of resolutions of compactifications of hypothetical counterexamples to the two-dimensional Jacobian…