Related papers: Some function spaces related to the Brownian motio…
We introduce Riemannian-like structures associated with strong local Dirichlet forms on general state spaces. Such structures justify the principle that the pointwise index of the Dirichlet form represents the effective dimension of the…
We study the symmetric inclusion process (SIP) in the condensation regime. We obtain an explicit scaling for the variance of the density field in this regime, when initially started from a homogeneous product measure. This provides relevant…
This paper derives the non-analytic solution to the Fokker-Planck equation of fractional Brownian motion using the method of Laplace transform. Sequentially, by considering the fundamental solution of the non-analytic solution, this paper…
This paper studies the size of the minimal gap between any two consecutive eigenvalues in the Dirichlet and in the Neumann spectrum of the standard Laplace operator on the Sierpinski gasket. The main result shows the remarkable fact that…
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 influence functional method of Feynman and Vernon is used to obtain a quantum master equation for a Brownian system subjected to a Levy stable random force. The corresponding classical transport equations for the Wigner function are…
In a recent work by Gross, the following problem was stated and solved: given a measure $\mu$ with finite second moment, find a simply connected domain $U$ in $\CC$ such that the real part of a Brownian motion stopped when it leaves $U$ is…
We investigate the effective dynamics of an arbitrary Dirichlet p-brane, in a path-integral formalism, by incorporating the massless excitations of closed string modes in open bosonic string theory. It is shown that the closed string…
We consider time-changed Brownian motions on random Koch (pre-fractal and fractal) domains where the time change is given by the inverse to a subordinator. In particular, we study the fractional Cauchy problem with Robin condition on the…
In symplectic mechanics, the magnetic term describing the interaction between a charged particle and an external magnetic field has to be introduced by hand. On the contrary, in generalised complex geometry, such magnetic terms in the…
We derive the modulus of continuity of a class of processes called Canonical Embedded Branching Processes (CEBP), recently introduced by Decrouez and Jones, and we establish their monofractal character. CEBP provide a rich class of…
A certain class of surface motions, including those of a relativistic membrane minimizing the 3-dimensional volume swept out in Minkowski-space, is shown to be equivalent to 3-dimensional steady-state irrotational inviscid isentropic…
We consider a semi-classical approximation to the dynamics of a point particle in a noncommutative space. In this approximation, the noncommutativity of space coordinates is described by a Poisson bracket. For linear Poisson brackets, the…
We present an introduction to the study of a relativistic particle moving under the influence of its own Frenet-Serret curvatures. With the aim of introducing the notation and conventions used in this paper, we first recall the action of a…
We study function spaces and extension results in relation with Dirichlet problems involving integrodifferential operators. For such problems, data are prescribed on the complement of a given domain in the Euclidean space. We introduce a…
We establish the rate of convergence in the $L^1$-norm for equidistant approximations of stochastic integrals with discontinuous integrands driven by multifractional Brownian motion. Our findings extend the known results for the case when…
To extend several known centered Gaussian processes, we introduce a new centered mixed self-similar Gaussian process called the mixed generalized fractional Brownian motion, which could serve as a good model for a larger class of natural…
Let $\{u(t\,, x)\}_{(t, x)\in \mathbb{R}_+\times \mathbb{R}}$ be the density of one-dimensional super-Brownian motion starting from Lebesgue measure. Using the Laplace functional of super-Brownian motion, we prove that as $N\to \infty$, the…
We prove the existence and establish the Lifschitz singularity of the integrated density of states for certain random Hamiltonians $H^\omega=H_0+V^\omega$ on fractal spaces of infinite diameter. The kinetic term $H_0$ is given by…
In this paper, we study the non-linear backward problems (with deterministic or stochastic durations) of stochastic differential equations on the Sierpinski gasket. We prove the existence and uniqueness of solutions of backward stochastic…