相关论文: Reflecting Ornstein-Uhlenbeck processes on pinned …

The Skorokhod reflection was used in 1961 to create a reflected diffusion on the half-line. Later, it was used for processes with jumps such as reflected L\'evy processes. Like a Brownian motion, which is a weak limit of random walks,…

We deal with random processes obtained from a homogeneous random process with independent increments by replacement of the time scale and by multiplication by a norming constant. We prove the convergence in distribution of these processes…

In this paper we define a class of coverage processes with infinitely divisible finite dimensional distributions and a particular type of correlation structure that can be thought of as generalizations of the classical Ornstein--Uhlenbeck…

We study a new approach to the problem of transparent boundary conditions for the Helmholtz equation in unbounded domains. Our approach is based on the minimization of an integral functional arising from a volume integral formulation of the…

Employing a limiting case of a conjecture for constructing piecewise separable-variables functions, the elements of the Pseudoanalytic Function Theory are used for numerically approaching solutions of the forward Dirichlet boundary value…

It is well-known that a function on an open set in $\mathbb R^d$ is smooth if and only if it is arc-smooth, i.e., its composites with all smooth curves are smooth. In recent work, we extended this and related results (for instance, a real…

The present paper is concerned with diffusion processes running on tubular domains with conditions on nonreaching the boundary, respectively, reflecting at the boundary, and corresponding processes in the limit where the thin tubular…

We consider measurable and topological dynamical systems over locally compact abelian groups. Our main observation relates convergence of Wiener-Wintner type averages to eigenvalues of the dynamical system in question. As a consequence we…

In the setting of the Euclidean space equipped with an arbitrary Radon measure, we prove the equivalence between several notions of function of bounded variation present in the literature. We also study the relation between various…

We derive bridges from general multidimensional linear non time-homogeneous processes using only the transition densities of the original process giving their integral representations (in terms of a standard Wiener process) and so-called…

The celebrated Morlet-Burghelea-Lashof-Kirby-Siebenmann smoothing theory theorem states that the group $\mathrm{Diff}_\partial(D^n)$ of diffeomorphisms of a disc $D^n$ relative to the boundary is equivalent to…

In this article, we close a gap in the literature by proving existence of invariant measures for reflected SPDEs with only one reflecting barrier. This is done by arguing that the sequence (u(t, .)) is tight in the space of probability…

In this paper, we study existence and uniqueness of solutions to Jenkins-Serrin type problems on domains in a Riemannian surface. In the case of unbounded domains, the study is focused on the hyperbolic plane.

Parameter-elliptic boundary-value problems are investigated on the extended Sobolev scale. This scale consists of all Hilbert spaces that are interpolation spaces with respect to the Hilbert Sobolev scale. The latter are the H\"ormander…

We introduce Lipschitz continuous and $C^{1,1}$ geometric approximation and interpolation methods for sampled bounded uniformly continuous functions over compact sets and over complements of bounded open sets in $\mathbb{R}^n$ by using…

The problem of diffraction by a Dirichlet quarter-plane (a flat cone) in a 3D space is studied. The Wiener-Hopf equation for this case is derived and involves two unknown (spectral) functions depending on two complex variables. The aim of…

We collect, scattered through literature, as well as we prove some new properties of two Markov processes that in many ways resemble Wiener and Ornstein--Uhlenbeck processes. Although processes considered in this paper were defined either…

In order to approximate the exit time of a one-dimensional diffusion process, we propose an algorithm based on a random walk. Such an algorithm so-called Walk on Moving Spheres was already introduced in the Brownian context. The aim is…

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…

We study a generalized functional related to the pullback metrics (3). We derive the first variation formula which yield stationary maps. We introduce the stress-energy tensor which is naturally linked to conservation law and yield…