相关论文: The compact support property for the $\Lambda$-Fle…

Brownian motions in the infinite-dimensional group of all unitary operators are studied under strong continuity assumption rather than norm continuity. Every such motion can be described in terms of a countable collection of independent…

We prove a fluctuating limit theorem of a sequence of super-Brownian motions over $\mbb{R}$ with a single point catalyst. The weak convergence of the processes on the space of Schwarz distributions is established. The limiting process is an…

Given a family of rotationally symmetric compact manifolds indexed by the dimension and a weight function, the goal of this paper is to investigate the cut-off phenomenon for the Brownian motions on this family. We provide a class of…

The kinetic Brownian motion on the cosphere bundle of a Riemannian manifold $\mathbb{M}$ is a stochastic process that models the geodesic equation perturbed by a random white force of size $\varepsilon$. When $\mathbb{M}$ is compact with…

This paper studies time changes of Brownian motions by positive continuous additive functionals. Under a certain regularity condition on the associated Revuz measures, we prove that the resolvents of the time-changed Brownian motions are…

We analyse the conservative evolution of spinning compact binaries to second post-Newtonian (2PN) order accuracy, with leading order spin-orbit, spin-spin and mass quadrupole-monopole contributions included. As a main result we derive a…

We consider the Euler equations governing relativistic compressible fluids evolving in the Minkowski spacetime with several spatial variables. We propose a new symmetrization which makes sense for solutions containing vacuum states and, for…

When the limiting compensator of a sequence of martingales is continuous, we obtain a weak convergence theorem for the martingales; the limiting process can be written as a Brownian motion evaluated at the compensator and we find sufficient…

We trace the evolution of a spherically symmetric density perturbation in the MOdified Newtonian Dynamics (MOND) model. The background cosmological model is a $\Lambda$-dominated, low-$\Omega_b$ Friedmann model with no Cold Dark Matter. We…

We investigate the long-time behavior of a $d-$dimensional supercritical branching Brownian motion with a compactly supported branching potential. It is known that, for $\mathbf{v}\in \mathbb{R}^d$, all the moments of the normalized number…

Let $(\mathcal{X}, \rho, \mu)$ be a metric measure space of homogeneous type which supports a certain Poincar\'e inequality. Denote by the symbol $\mathcal{C}_{\mathrm{c}}^\ast(\mathcal{X})$ the space of all continuous functions $f$ with…

Let $\Lambda$ be a finite measure on the unit interval. A $\Lambda$-Fleming-Viot process is a probability measure valued Markov process which is dual to a coalescent with multiple collisions ($\Lambda$-coalescent) in analogy to the duality…

A well-known result of Arratia shows that one can make rigorous the notion of starting an independent Brownian motion at every point of an arbitrary closed subset of the real line and then building a set-valued process by requiring…

In one complex variable, the existence of a compactly supported solution to the Cauchy-Riemann equation is related to the vanishing of certain integrals of the data; trying to generalize this approach, we find an explicit construction, via…

The threshold behaviour of negative eigenvalues for Schr\"{o}dinger operators of the type $$ H_\lambda=-\frac{d^2}{dx^2}+U(x)+\lambda\alpha_\lambda V(\alpha_\lambda x) $$ is considered. The potentials $U$ and $V$ are real-valued bounded…

Consider the first exit time of one-dimensional Brownian motion $\{B_s\}_{s\geq 0}$ from a random passageway. We discuss a Brownian motion with two time-dependent random boundaries in quenched sense. Let $\{W_s\}_{s\geq 0}$ be an other…

We construct a canonical geometric rough path over $d$-dimensional tempered fractional Brownian motion (tfBm) for any Hurst parameter $H > 1/4$ and tempering parameter $\lambda > 0$. The main challenge stems from the non-homogeneous nature…

It has been recently discovered that a convex function can be determined by its slopes and its infimum value, provided this latter is finite. The result was extended to nonconvex functions by replacing the infimum value by the set of all…

We propose a new simple construction of a coupling at a fixed time of two sub-Riemannian Brownian motions on the Heisenberg group and on the free step 2 Carnot groups. The construction is based on a Legendre expansion of the standard…

The existence of a smooth, nonnegative, compactly supported function with monotone (on the half-line) Fourier transform satisfying two-sided decay bounds is demonstrated.