相关论文: Representation of harmonic functions with respect …
In this paper, we establish an oscillation estimate of nonnegative harmonic functions for a pure-jump subordinate Brownian motion. The infinitesimal generator of such subordinate Brownian motion is an integro-differential operator. As an…
In this paper, the authors study the matrix-valued harmonic functions and characterize them by the Poisson integral of functions in non-commutative BMO (bounded mean oscillation) spaces. This provides a very satisfactory non-commutative…
We prove Fatou's theorem for nonnegative harmonic functions with respect to subordinate Brownian motions with Gaussian components on bounded $C^{1,1}$ open sets $D$. We prove that nonnegative harmonic functions with respect to such…
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.…
Following the global method for relaxation we prove an integral representation result for a large class of variational functionals naturally defined on the space of functions with Bounded Deformation. Mild additional continuity assumptions…
In this paper we investigate the representation of a class of non Gaussian processes, namely generalized grey Brownian motion, in terms of a weighted integral of a stochastic process which is a solution of a certain stochastic differential…
We prove relative Fatou's theorem for nonnegative harmonic functions with respect to a large class of killed subordinate Brownian motions with Gaussian components in bounded $C^{1,1}$ open sets in $\mathbb{R}^{d}$, $d\geq 2$, which asserts…
We develop a general framework for response theory in diffusion processes governed by Fokker-Planck equations, based on the notion of the Dissipation Function. Using the analytically solvable Brownian oscillator model, we derive exact…
In this paper we study a subordinate Brownian motion with a Gaussian component and a rather general discontinuous part. The assumption on the subordinator is that its Laplace exponent is a complete Bernstein function with a L\'evy density…
The simplest possible noncommutative harmonic oscillator in two dimensions is used to quantize the free closed bosonic string in two flat dimensions. The partition function is not deformed by the introduction of noncommutativity, if we…
We prove change of variables formulas [It\^o formulas] for functions of both arithmetic and geometric averages of geometric fractional Brownian motion. They are valid for all convex functions, not only for smooth ones. These change of…
A new deformed canonical commutation relation, generalizing various known deformations, is defined together with its structure function of deformation. Then, the related irreducible representations are characterized and classified. Finally,…
We prove an integration by parts formula on the law of the reflecting Brownian motion $X:=|B|$ in the positive half line, where $B$ is a standard Brownian motion. In other terms, we consider a perturbation of $X$ of the form $X^\epsilon =…
We give a constructive approach for the study of integral representations of classical solutions to Poisson equations under some integrability conditions on data functions.
Starting from a microscopic theory, we derive a master equation for a harmonic oscillator coupled to a bath of non-interacting oscillators. We follow a non-perturbative approach, proposed earlier by us for the free Brownian particle. The…
Uniform large deviation principles for positive functionals of all equivalent types of infinite dimensional Brownian motions acting together with a Poisson random measure are established. The core of our approach is a variational…
Martin boundaries and integral representations of positive functions which are harmonic in a bounded domain $D$ with respect to Brownian motion are well understood. Unlike the Brownian case, there are two different kinds of harmonicity with…
We construct obliquely reflected Brownian motions in all bounded simply connected planar domains, including non-smooth domains, with general reflection vector fields on the boundary. Conformal mappings and excursion theory are our main…
In this paper we study a class of functions that appear naturally in some equidistribution problems and that we call $F$-harmonic. These are functions of the universal cover of a closed and negatively curved which possess an integral…
Deformation quantization is a powerful tool to quantize some classical systems especially in noncommutative space. In this work we first show that for a class of special Hamiltonian one can easily find relevant time evolution functions and…