Related papers: A note on a.s. finiteness of perpetual integral fu…
Multivariate Bessel processes $(X_{t,k})_{t\ge0}$ describe interacting particle systems of Calogero-Moser-Sutherland type and are related with $\beta$-Hermite and $\beta$-Laguerre ensembles. They depend on a root system and a multiplicity…
When treating problems of vector diffraction in electromagnetic theory, the evaluation of the integral involving Bessel and associated Legendre functions is necessary. Here we present the analytical result for this integral that will make…
We consider a generalisation of a definite integral involving the Bessel function of the first kind. It is shown that this integral can be expressed in terms of the Fox-Wright function ${}_p\Psi_q(z)$ of one variable. Some consequences of…
We consider the inverse problem of determining different type of information about a diffusion process, described by ordinary or fractional diffusion equations stated on a bounded domain, like the density of the medium or the velocity field…
In this paper we give a detailed measure theoretical analysis of what we call sum-level sets for regular continued fraction expansions. The first main result is to settle a recent conjecture of Fiala and Kleban, which asserts that the…
In this article we prove the existence of Bernstein processes which we associate in a natural way with a class of linear parabolic initial-and final boundary value problems defined in bounded convex subsets of Euclidean space of arbitrary…
We establish a process level large deviation principle for systems of interacting Bessel-like diffusion processes. By establishing weak uniqueness for the limiting non-local SDE of McKean-Vlasov type, we conclude that the latter describes…
In this paper, we provide strong $L_2$-rates of approximation of the integral-type functionals of Markov processes by integral sums. We improve the method developed in [2]. Under assumptions on the process formulated only in terms of its…
In this paper, we obtain uniform bounds for a number of expressions that involve derivatives and integrals of modified Bessel functions. These uniform bounds are motivated by the need to bound such expressions in the study of variance-gamma…
We consider the empirical process G_t of a one-dimensional diffusion with finite speed measure, indexed by a collection of functions F. By the central limit theorem for diffusions, the finite-dimensional distributions of G_t converge weakly…
We characterize the continuity of prototypical functionals acting on finite Caccioppoli partitions. In the spirit of the classical Reshetnyak continuity theorem for measures that can be used to prove continuity of surface-type functionals…
Determining functionals are tools to describe the finite dimensional long-term dynamics of infinite dimensional dynamical systems. There also exist several applications to infinite dimensional {\em random} dynamical systems. In these…
Constrained diffusions in convex polyhedral domains with a general oblique reflection field, and with a diffusion coefficient scaled by a small parameter, are considered. Using an interior Dirichlet heat kernel lower bound estimate for…
We present a straightforward discretization of the Bessel functions $J_n(x)$ to discrete counterparts $B^{(N)}_n(x_m)$, of $N$ integer orders $n$ on $N$ integer points $x_m \equiv m$, that we call discrete Bessel functions. These are built…
We review and study a one-parameter family of functional transformations, denoted by $(S^{(\beta)})_{\beta\in \R}$, which, in the case $\beta<0$, provides a path realization of bridges associated to the family of diffusion processes…
Under natural assumptions, a Feller type diffusion approximation is derived for critical, irreducible multi-type continuous state and continuous time branching processes with immigration. Namely, it is proved that a sequence of…
In this paper, we present a theoretical and computational workflow for the non-parametric Bayesian inference of drift and diffusion functions of autonomous diffusion processes. We base the inference on the partial differential equations…
The propagation characteristics of Airy beams is investigated and fully described under the traveling waves approach analogous to that used for non-diffracting Bessel beams. This is possible when noticing that Airy functions are in fact…
We investigate the fractional diffusion approximation of a kinetic equation set in a bounded interval with diffusive reflection conditions at the boundary. In an appropriate singular limit corresponding to small Knudsen number and long time…
The clearing up of a wave nature of the energy and mass transfer phenomena in classical expressions of the molecular-kinetic theory has allowed to find a quantitative measure of intensity of processes of a thermal conductivity, viscosity…