Related papers: Some function spaces related to the Brownian motio…
In this paper we consider a class of time-dependent neutral stochastic functional differential equations with finite delay driven by a fractional Brownian motion in a Hilbert space. We prove an existence and uniqueness result for the mild…
The paper deals with projection estimators of the density of the stationary solution $X$ to a differential equation driven by the fractional Brownian motion under a dissipativity condition on the drift function. A model selection method is…
In this paper we survey many results on the Dirichlet space of analytic functions. Our focus is more on the classical Dirichlet space on the disc and not the potential generalizations to other domains or several variables. Additionally, we…
Motivated by subdiffusive motion of bio-molecules observed in living cells we study the stochastic properties of a non-Brownian particle whose motion is governed by either fractional Brownian motion or the fractional Langevin equation and…
We show that small bi-Lipschitz deformations of a Lipschitz domain (with possibly large Lipschitz constant) preserve the solvability of the Dirichlet problem for the Laplacian with boundary data in $L^p$, for the same value of $p>1$. As a…
We use the Grauert--Grothendieck complex on differentiable spaces to study basic relative forms on the inertia space of a compact Lie group action on a manifold. We prove that the sheaf complex of basic relative forms on the inertia space…
This article reports the modeling of inertial rotational Brownian motion as an Ornstein-Uhlenbeck process evolving on the cotangent bundle of the rotation group, SO(3). The benefit of this approach and the use of a different…
Consider the $\lambda$-Green function and the $\lambda$-Poisson kernel of a Lipschitz domain $U\subset \mathbb H^n=\left\{x\in\mathbb R^n:x_n>0\right\}$ for hyperbolic Brownian motion with drift. We provide several relationships that…
The Sierpinski gasket is known to support an exotic stochastic process called the asymptotically one-dimensional diffusion. This process displays local anisotropy, as there is a preferred direction of motion which dominates at the…
In this paper we study a stochastic differential equation driven by a fractional Brownian motion with a discontinuous coefficient. We also give an approximation to the solution of the equation. This is a first step to define a fractional…
In this article, we show that $\alpha$-fractal functions defined on Sierpi\'nski gasket (denoted by $\triangle$) depend continuously on the parameters involved in the construction. In the latter part of this article, the continuous…
The motion of spinning test-masses in curved space-time is described with a covariant hamiltonian formalism. A large class of hamiltonians can be used with the model- independent Poisson-Dirac brackets, to obtain equations of motion. Here…
A common approach is present concerning the problem of Dirichlet, both for bounded 3D domains and their (unbounded) complements, regarding the fractional (3D) Poisson equation.
We define and study a fractional Gaussian field $X$ with Hurst parameter $H$ on the Sierpi\'nski gasket $K$ equipped with its Hausdorff measure $\mu$. It appears as a solution, in a weak sense, of the equation $(-\Delta)^s X =W$ where $W$…
Let $M$ be a complete Riemannian manifold and $D\subset M$ a smoothly bounded domain with compact closure. We use Brownian motion and the classic results on the Stieltjes moment problem to study the relationship between the Dirichlet…
In this paper we construct a Markov process which has as invariant measure the fractional Edwards measure based on a $d$-dimensional fractional Brownian motion, with Hurst index $H$ in the case of $Hd=1$. We use the theory of classical…
We describe the set of all Dirichlet forms associated to a given infinite graph in terms of Dirichlet forms on its Royden boundary. Our approach is purely analytical and uses form methods.
We consider a countably generated and uniformly closed algebra of bounded functions. We assume that there is a lower semicontinuous, with respect to the supremum norm, quadratic form and that normal contractions operate in a certain sense.…
The dynamics of ionization fronts that generate a conducting body, are in simplest approximation equivalent to viscous fingering without regularization. Going beyond this approximation, we suggest that ionization fronts can be modeled by a…
We study the geometry of domains in complete metric measure spaces equipped with a doubling measure supporting a $1$-Poincar\'e inequality. We propose a notion of \emph{domain with boundary of positive mean curvature} and prove that, for…