相关论文: Boundary crossing identities for Brownian motion a…

Sturm-Liouville oscillation theory for periodic Jacobi operators with matrix entries is discussed and illustrated. The proof simplifies and clarifies the use of intersection theory of Bott, Maslov and Conley-Zehnder. It is shown that the…

We study the solvability of boundary-value problems for differential-operator equations of the second order in L p (0, 1; X), with 1 < p < +$\infty$, X being a UMD complex Banach space. The originality of this work lies in the fact that we…

We generalize the classical theory of Brownian motion so as to reckon with non-Markovian effects on both Klein-Kramers and Smoluchowski equations. For a free particle and a harmonic oscillator, it is shown that such non-Markovian effects…

We study a class of nonlinear eigenvalue problems which involves a convolution operator as well as a superlinear nonlinearity. Our variational existence proof is based on constrained optimization and provides a one-parameter family of…

We state an exact simulation scheme for the first passage time of a Brownian motion to a symmetric linear boundary.

We study a non-autonomous, non-linear evolution equation on the space of operators on a complex Hilbert space. We specify assumptions that ensure the global existence of its solutions and allow us to derive its asymptotics at temporal…

In this document we prove higher equations of motion at the level 2 for boundary Liouville Conformal Field Theory. As a corollary we present a new derivation of the Belavin-Polyakov-Zamolodchikov differential equations. Our method of proof…

The inverse spectral problem is studied for the Sturm-Liouville operator with a complex-valued potential and arbitrary entire functions in one of the boundary conditions. We obtain necessary and sufficient conditions for uniqueness, and…

In this paper, applications of the connection between the soliton theory and the commuting nonselfadjoint operator theory, established by M.S. Liv\v{s}ic and Y. Avishai, are considered. An approach to the inverse scattering problem and to…

This is an inaugural study of the Dirichlet problem associated with a regular non-definite Sturm-Liouville equation in the case of two turning points. We give a priori lower bounds on the Richardson numbers associated with this problem…

We consider the non-self-adjoint Sturm-Liouville operator on a finite interval. The inverse spectral problem is studied, which consists in recovering this operator from its eigenvalues and generalized weight numbers. We prove local…

We explicitly construct the supermartingale version of the Fr{\'e}chet-Hoeffding coupling in the setting with infinitely many marginal constraints. This extends the results of Henry-Labordere et al. obtained in the martingale setting. Our…

Nonlinear deformations of a two-dimensional gas bubble are investigated in the framework of a Hamiltonian formulation involving surface variables alone. The Dirichlet--Neumann operator is introduced to accomplish this dimensional reduction…

The purpose of this paper is to investigate some spectral properties of Sturm-Liouville type problems with interior singularities. Some of the mathematical aspects necessary for developing own technique presented. By applying this technique…

In this paper, we explore the inverse spectral problem of Sturm-Liouville operator on a star-like graph. To this fixed star-like graph centered at the origin as its vertex, we attach $m$ edges. On each edge, we impose the Sturm-Liouville…

We consider second-order functional differential operators with a constant delay. Properties of their spectral characteristics are obtained and a nonlinear inverse problem is studied, which consists in recovering the operators from their…

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.…

We study a second-order differential equation involving a quasi-derivative, leading to a non-self-adjoint Sturm--Liouville-type problem with four coefficient functions. To analyze this equation, we develop a generalized Pr\"ufer…

We suggest a modification of the operator exponential method for the numerical solving the difference linear initial boundary value problems. The scheme is based on the representation of the difference operator for given boundary conditions…

This paper deals with the inverse spectral problem for a non-self-adjoint Sturm-Liouville operator with discontinuous conditions inside the interval. We obtain that if the potential $q$ is known a priori on a subinterval $ \left[ b,\pi…