Related papers: A note on a.s. finiteness of perpetual integral fu…
In this paper we give a new proof to an Engelbert-Schmidt type zero-one law for time-homogeneous diffusions, which provides deterministic criteria for the convergence of integral functional of diffusions. Our proof is based on a slightly…
Yor's generalized meander is a temporally inhomogeneous modification of the $2(\nu+1)$-dimensional Bessel process with $\nu > -1$, in which the inhomogeneity is indexed by $\kappa \in [0, 2(\nu+1))$. We introduce the non-colliding particle…
We consider the convergence of additive functionals under the determinantal point process with the confluent hypergeometric kernel, corresponding to a sufficiently smooth function $f(x/R)$, as $R\to\infty$. We show that these functionals…
We consider a particle system of the squared Bessel processes with index $\nu > -1$ conditioned never to collide with each other, in which if $-1 < \nu < 0$ the origin is assumed to be reflecting. When the number of particles is finite, we…
In this paper, we prove that the laws of perturbed diffusion processes and perturbed reflected diffusion processes are absolutely continuous with respect to the Lebesgue measure. The main tool we use is the Malliavin calculus.
We generalize the classical Bernstein theorem concerning the constructive description of classes of functions uniformly continuous on the real line. The approximation of continuous bounded functions by entire functions of exponential type…
We find explicit upper bounds for the density of marginals of continuous diffusions where we assume that the diffusion coefficient is constant and the drift is solely assumed to be progressively measurable and locally bounded. In one…
We investigate a family of integrals involving modified Bessel functions that arise in the context of neutrino scattering. Recursive formulas are derived for evaluating these integrals and their asymptotic expansions are computed. We prove…
The paper deals with a three-dimensional family of diffusion processes on an infinite-dimensional simplex. These processes were constructed by Borodin and Olshanski (arXiv:0706.1034; arXiv:0902.3395), and they include, as limit objects, the…
We consider additive functionals as a time and space-dependent function of a diffusion corresponding to nonhomogeneous uniformly elliptic divergence form operator. We show that if the function belongs to natural domain of strong solutions…
A finite range interacting particle system on a transitive graph is considered. Assuming that the dynamics and the initial measure are invariant, the normalized empirical distribution process converges in distribution to a centered…
We study diffusion processes driven by a Brownian motion with regular drift in a finite dimension setting. The drift has two components on different time scales, a fast conservative component and a slow dissipative component. Using the…
In this work, a generalised version of the central limit theorem is proposed for nonlinear functionals of the empirical measure of i.i.d. random variables, provided that the functional satisfies some regularity assumptions for the…
In this note we prove the strong Feller property of a strong Markov quasi diffusion process corresponding to an elliptic operator with merely bounded measurable coefficients. We also prove H\"older continuity of harmonic functions…
The principal aim of this article is to establish an iteration method on the space of resurgent functions. We discuss endless continuability of iterated convolution products of resurgent functions and derive their estimates developing the…
We continue the study of the fine properties of sets having locally finite distributional fractional perimeter. We refine the characterization of their blow-ups and prove a Leibniz rule for the intersection of sets with locally finite…
We study a class of high-frequency path functionals for diffusions with singular thresholds or boundaries, where the process exhibits either (i) skweness, oscillating coefficients, and stickiness, or (ii) sticky reflection. The functionals…
The Bessel point process is a rigid point process on the positive real line and its conditional measure on a bounded interval $[0,R]$ is almost surely an orthogonal polynomial ensemble. In this article, we show that if $R$ tends to…
Determinantal and permanental processes are point processes with a correlation function given by a determinant or a permanent. Their atoms exhibit mutual attraction of repulsion, thus these processes are very far from the uncorrelated…
We introduce a notion of viscosity solutions for a nonlinear degenerate diffusion equation with a drift potential. We show that our notion of solutions coincide with the weak solutions defined via integration by parts. As an application of…