相关论文: Sojourn times for Brownian sheet

Nearly fifty years after the introduction of skew Brownian motion by It\^o and McKean (1963), the first passage time distribution remains unknown. In this paper, we generalize results of Pitman and Yor (2001) and Cs\'aki and Hu (2004) to…

We supplement a very recent paper of G. Markowsky concerned with the expected exit times of Brownian motion from planar domains. Besides the use of conformal mapping, we apply results from potential theory. We treat the case of a…

The editors have dedicated this special issue on superconducting materials "to Ted Geballe in honor of his numerous seminal contributions to the field of superconducting materials over more than 60 years, on the year of his 95th birthday."…

In this paper we study the effect of stochastic perturbations on a common type of moving boundary value PDE's which endorse Stefan boundary conditions, or Stefan problems, and show the existence and uniqueness of the solutions to a number…

These are notes on Zhang's work and subsequent developments produced in preparation for 5 hours of talks for a general mathematical audience given in Cambridge, Edinburgh and Auckland over the last year. Being for colloquium-style talks,…

One of the great pleasures of working with Imre Leader is to experience his infectious delight on encountering a compelling combinatorial problem. This collection of open problems in combinatorics has been put together by a subset of his…

This is, with minor modifications, a text read at the 114th Statistical Mechanics meeting, in honor of D.Ruelle and Y.Sinai, at Rutgers, Dec.13-15, 2015. It does not attempt to analyze, or not even just quote, all works of David Ruelle; I…

This obituary is devoted to M. I. Polikarpov (28.12.1952 - 18.07.2013), our teacher, our colleague, our friend. We recollect some facts of his biography and stages of his scientific career, and make a brief review of some of his most known…

A brief remembrance of some aspects of the author's scientific interaction with Stephen Hawking. A contribution to Physics Today's March 14, 2018 web page in which Stephen Hawking is remembered by his colleagues.

The current Special Issue of The Annals of Statistics contains three invited articles. Javier Rojo discusses Erich's scientific achievements and provides complete lists of his scientific writings and his former Ph.D. students. Willem van…

We discuss briefly the very interesting concept of Brownian distance covariance developed by Sz\'{e}kely and Rizzo [Ann. Appl. Statist. (2009), to appear] and describe two possible extensions. The first extension is for high dimensional…

This paper is a review of the recent progresses on the branching brownian motion seen from its left-most particule. We describe in particular the recent works by Arguin-Bovier-Kistler and A\"id\'ekon-Berestycki-Brunet-Shi. This is the text…

This article gives a sketch of teachers and colleagues who have had strong influence on my becoming a particle physicist.

This online book contains the proceedings of a meeting held at Michigan State University to celebrate the career and contributions of Horace A Smith. The meeting focused on the areas of astronomy which Horace worked on over the years and…

My thesis describes the life and work of the mathematician Major Percy Alexander MacMahon (1854-1929). His early life as as a soldier in the Royal Artillery and the events which led to him embarking on a career in mathematical research and…

In commemoration of the fifth anniversary since Nino Boccara's departure, this article offers some personal recollections and provides insight into his life and accomplishments. Detailed bibliography of his works is included together with…

In this work, we generalise the stochastic local time space integration introduced in \cite{Ei00} to the case of Brownian sheet. %We develop a stochastic local time-space calculus with respect to the Brownian sheet. This allows us to prove…

This expository paper is written in celebration of Boris Zilber's 75th birthday. We discuss Ax-Schanuel type statements focusing on the case of positive characteristic.

This paper has been superseded by gr-qc/0611101.

We describe in detail the history of Brownian motion, as well as the contributions of Einstein, Sutherland, Smoluchowski, Bachelier, Perrin and Langevin to its theory. The always topical importance in physics of the theory of Brownian…