相关论文: Oscillation of harmonic functions for subordinate …
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…
We establish a general weak* lower semicontinuity result in the space $\BD(\Omega)$ of functions of bounded deformation for functionals of the form $$\Fcal(u) := \int_\Omega f \bigl(x, \Ecal u \bigr) \dd x + \int_\Omega f^\infty \Bigl(x,…
We use recent results on the Fourier analysis of the zero sets of Brownian motion to explore the diophantine properties of an algorithmically random Brownian motion (also known as a complex oscillation). We discuss the construction and…
We study a space-time Brownian motion with drift B(t)=(t_0+t,y_0+W(t)+t) killed at the moving boundary of the cone {(t,x):0<x<t}. This article determines the parabolic Martin boundary and all harmonic functions associated with this process.…
The strong $L^2$-approximation of occupation time functionals is studied with respect to discrete observations of a $d$-dimensional c\`adl\`ag process. Upper bounds on the error are obtained under weak assumptions, generalizing previous…
Our aim in this article is to provide explicit computable estimates for the cumulative distribution function (c.d.f.) and the $p$-th order moment of the exponential functional of a fractional Brownian motion (fBM) with drift. Using…
For a transcendental entire function, a partial affirmative answer to Baker's question on the boundedness of its Fatou components is given. In addition, we have addressed Wang's question on Fej\'er gaps. Certain results about functions with…
High frequency based estimation methods for a semiparametric pure-jump subordinated Brownian motion exposed to a small additive microstructure noise are developed building on the two-scales realized variations approach originally developed…
We derive the distribution function of work performed by a harmonic force acting on a uniformly dragged Brownian particle subjected to a rotational torque. Following the Onsager and Machlup's functional integral approach, we obtain the…
We study the two-dimensional fractional Brownian motion with Hurst parameter $H>{1/2}$. In particular, we show, using stochastic calculus, that this process admits a skew-product decomposition and deduce from this representation some…
Let $\Omega \subset \mathbb{R}^2$ be a bounded, convex domain and let $u$ be the solution of $-\Delta u = 1$ vanishing on the boundary $\partial \Omega$. The estimate $$ \| \nabla u\|_{L^{\infty}(\Omega)} \leq c |\Omega|^{1/2}$$ is…
We study semi-martingale obliquely reflected Brownian motion with drift in the first quadrant of the plane in the transient case. Our main result determines a general explicit integral expression for the moment generating function of…
Assume that $X$ is a continuous square integrable process with zero mean, defined on some probability space $(\Omega,\mathrm {F},\mathrm {P})$. The classical characterization due to P. L\'{e}vy says that $X$ is a Brownian motion if and only…
We analytically describe the decay to equilibrium of generic observables of a non-integrable system after a perturbation in the form of a random matrix. We further obtain an analytic form for the time-averaged fluctuations of an observable…
We establish diffusion and fractional Brownian motion approximations for motions in a Markovian Gaussian random field with a nonzero mean.
We start by defining a subordinator by means of the lower-incomplete gamma function. It can be considered as an approximation of the stable subordinator, easier to be handled thank to its finite activity. A tempered version is also…
We prove a Fatou-type theorem and its converse for certain positive eigenfunctions of the Laplace-Beltrami operator $\mathcal{L}$ on a Harmonic $NA$ group. We show that a positive eigenfunction $u$ of $\mathcal{L}$ with eigenvalue…
Given a fractional Brownian motion \,\,$(B_{t}^{H})_{t\geq 0}$,\, with Hurst parameter \,$> 1/2$\,\,we study the properties of all solutions of \,\,: {equation} X_{t}=B_{t}^{H}+\int_0^t X_{u}d\mu(u), \;\; 0\leq t\leq 1{equation} A different…
The present paper is concerned with the integral of the absolute value of a Brownian motion with drift. By establishing an asymptotic expansion of the space Laplace transform, we obtain series representations for the probability density…
The noise-assisted, directed transport in a one-dimensional dissipative, inertial Brownian motor of the rocking type that is exposed to an external bias is investigated. We demonstrate that the velocity-load characteristics is distinctly…