相关论文: On the shape of the ground state eigenfunction for…

We study a one-dimensional stochastic differential equation driven by a stable L\'evy process of order $\alpha$ with drift and diffusion coefficients $b,\sigma$. When $\alpha\in (1,2)$, we investigate pathwise uniqueness for this equation.…

We investigate the process of eigenvalues of a symmetric matrix-valued process which upper diagonal entries are independent one-dimensional H\"older continuous Gaussian processes of order gamma in (1/2,1). Using the stochastic calculus with…

A connection between the semigroup of the Cauchy process killed upon exiting a domain $D$ and a mixed boundary value problem for the Laplacian in one dimension higher known as the "mixed Steklov problem," was established in a previous paper…

A subordinate Brownian motion is a L\'evy process which can be obtained by replacing the time of the Brownian motion by an independent subordinator. The infinitesimal generator of a subordinate Brownian motion is $-\phi(-\Delta)$, where…

We study the glassy super-rough phase of a class of solid-on-solid models with a disordered substrate in the limit of vanishing temperature by means of exact ground states, which we determine with a newly developed minimum cost flow…

In this paper we consider the existence of weakly c\`adl\`ag versions of a solution to a linear equation in a Hilbert space $H$, driven by a Levy process taking values in a Hilbert space $U$. In particular we are interested in diagonal type…

In this paper, we prove a half-space theorem with respect to constant mean curvature $1/2$ entire graphs in $\mathbb{E(-1,\tau)}$. If $\Sigma$ is such an entire graph and $\Sigma'$ is a properly immersed constant mean curvature $1/2$…

Channel flow, the pressure driven flow between parallel plates, has exact coherent structures that show various degrees of localization. For states which are localized in streamwise direction but extended in spanwise direction, we show that…

We show that the porous medium equation does not in general preserve $\alpha$-concavity of the pressure for $0\le\alpha<1/2$ or $1/2<\alpha\le 1$. In particular, this resolves an open problem of V\'azquez on whether concavity of pressure is…

In the last decade the subordinated processes have become popular and found many practical applications. Therefore in this paper we examine two processes related to time-changed (subordinated) classical Brownian motion with drift (called…

It is shown that the second term in the asymptotic expansion as $t\to 0$ of the trace of the semigroup of symmetric stable processes (fractional powers of the Laplacian) of order $\alpha$, for any $0<\alpha<2$, in Lipschitz domains is given…

Let $u$ be the first Dirichlet Laplacian eigenfunction of a bounded convex set $\Omega$ in $\mathbb{R}^n$. We strengthen the classical result by Brascamp-Lieb which asserts that $u$ is logconcave in $\Omega$: we prove that, if $u$ is…

We develop criteria for recurrence and transience of one-dimensional Markov processes which have jumps and oscillate between $+\infty$ and $-\infty$. The conditions are based on a Markov chain which only consists of jumps (overshoots) of…

Statistically self-similar measures on $[0,1]$ are limit of multiplicative cascades of random weights distributed on the $b$-adic subintervals of $[0,1]$. These weights are i.i.d, positive, and of expectation $1/b$. We extend these cascades…

Using three hypergeometric identities, we evaluate the harmonic measure of a finite interval and of its complementary for a strictly stable real L{\'e}vy process. This gives a simple and unified proof of several results in the literature,…

Recent fluctuation identities for $\alpha$-stable L\'evy processes have decomposed paths using generalised spherical polar coordinates revealing an underlying Markov Additive Process (MAP) for which a more advanced form of excursion theory…

In this paper we consider Harnack inequalities with respect to a symmetric $\alpha$-stable L\'evy process $X$ in $\mathbb{R}^d$, $\alpha \in (0,2)$, $d\geq 2$. We study the example from the article \cite{bg-sz-1}. There, the authors have…

We investigate the ground-state phase diagram of a spin-1 diamond chain. Owing to a series of conservation laws, any eigenstate of this system can be expressed using the eigenstates of finite odd-length chains or infinite chains with spins…

Ba\~nuelos and Bogdan (2004) and Bogdan, Palmowski and Wang (2016) analyse the asymptotic tail distribution of the first time a stable (L\'evy) process in dimension $d\geq 2$ exists a cone. We use these results to develop the notion of a…

We prove explicit and sharp two-sided estimates for the transition density of the Langevin process with quadratic potential, killed outside of the position interval (0,1). The long-time asymptotics of this transition density are also…