相关论文: Integral representations for the Hartman--Watson d…
This paper studies the law of any power of the integral of geometric Brownian motion over any finite time interval. As its main results, two integral representations for this law are derived. This is by enhancing the Laplace transform…
The Hartman-Watson distribution with density $f_r(t)$ is a probability distribution defined on $t \geq 0$ which appears in several problems of applied probability. The density of this distribution is expressed in terms of an integral…
We expand the Askey--Wilson (AW) density in a series of products of continuous $q-$Hermite polynomials times the density that makes these polynomials orthogonal. As a by-product we obtain the value of the AW integral as well as the values…
This paper presents a novel formula for the transition density of the Brownian motion on a sphere of any dimension and discusses an algorithm for the simulation of the increments of the spherical Brownian motion based on this formula. The…
In this paper, after a brief review of the general theory concerning regularized derivatives and integrals of a function with respect to another function, we provide a peculiar fractional generalization of the $(1+1)$-dimensional Dodson's…
To go beyond Gaussian approximation to the Hohenberg-Kohn free energy playing the key role in the density functional theory (DFT), the density functional \textit{integral} representation would be relevant, because field theoretical approach…
A Fourier-type integral representation for Bessel's function of the first kind and complex order is obtained by using the Gegenbuaer extension of Poisson's integral representation for the Bessel function along with a trigonometric integral…
A density functional theory (DFT) that accounts for van der Waals (vdW) interactions in condensed matter, materials physics, chemistry, and biology is reviewed. The insights that led to the construction of the Rutgers-Chalmers van der Waals…
The density functional theory is extended to account for self-bound systems. To this end the Hohenberg-Kohn theorem is formulated for the intrinsic density and a Kohn-Sham like procedure for an $N$--body system is derived using the…
In this paper, with the help of a result by Matsumoto--Yor (2000), we prove a Girsanov-type formula for a class of anticipative transforms of Brownian motion which possesses exponential functionals as anticipating factors. Our result…
In this note we prove the existence of a density for the law of the solution for 1-dimensional stochastic delay differential equations with normal reflection. The equations are driven by a fractional Brownian motion with Hurst parameter $H…
The integral equations for the correlation functions of an inhomogeneous fluid mixture are derived using a functional Taylor expansion of the free energy around an inhomogeneous equilibrium distribution. The system of equations is closed by…
In this paper we revisit the integral functional of geometric Brownian motion $I_t= \int_0^t e^{-(\mu s +\sigma W_s)}ds$, where $\mu\in\mathbb{R}$, $\sigma > 0$, and $(W_s )_s>0$ is a standard Brownian motion. Specifically, we calculate the…
We propose a density functional to find the ground state energy and density of interacting particles, where both the density and the pair density can adjust in the presence of an inhomogeneous potential. As a proof of principle we formulate…
We give necessary and sufficient conditions for the stationary density of semimartingale reflected Brownian motion in a wedge to be written as a finite sum of terms of exponential product form. Relying on geometric ideas reminiscent of the…
Introducing a notion of the weighted mean sigma-r curvature and using the weighted Newton transformations we derive in this paper some integral formulae on weighted manifolds. These formulae generalize the flux formula and some of its…
Forty-five years after the point de d\'epart [1] of density functional theory, its applications in chemistry and the study of electronic structures keep steadily growing. However, the precise form of the energy functional in terms of the…
The density distribution function of the integral of the exponential Brownian motion is determined explicitly in the form of a rapidly convergent series.
A new method ( PI-DFT ) which combines path integrals and density functional theory is proposed as a pathway to many fields of physics. Within path integral theory it is possible to construct particle densities without explicitly…
We discuss the relationships between some classical representations of the fractional Brownian motion, as a stochastic integral with respect to a standard Brownian motion, or as a series of functions with independent Gaussian coefficients.…