相关论文: Some explicit Krein representations of certain sub…

We consider a class of tempered subordinators, namely a class of subordinators with one-dimensional marginal tempered distributions which belong to a family studied in [3]. The main contribution in this paper is a non-central moderate…

We exhibit, in the form of some identities in law, some connections between tilted stable subordinators, time-changed by independent Gamma processes and the occupation times of Bessel spiders, or their bridges. These identities in law are…

Let $\{L(t),t\geq 0\}$ be a L\'{e}vy process with representative random variable $L(1)$ defined by the infinitely divisible logarithmic series distribution. We study here the transition probability and L\'{e}vy measure of this process. We…

Matrix Dirichlet processes, in reference to their reversible measure, appear in a natural way in many different models in probability. Applying the language of diffusion operators and the method of boundary equations, we describe Dirichlet…

We discuss subordination of random compact R-trees. We focus on the case of the Brownian tree, where the subordination function is given by the past maximum process of Brownian motion indexed by the tree. In that particular case, the…

Dunkl processes are generalizations of Brownian motion obtained by using the differential-difference operators known as Dunkl operators as a replacement of spatial partial derivatives in the heat equation. Special cases of these processes…

In this article, we construct operator models for meromorphic functions of bounded type on Krein spaces. This construction is based on certain reproducing kernel Hilbert spaces which are closely related to model spaces. Specifically, we…

We study a class of multivariate tempered stable distributions and introduce the associated class of tempered stable Sato subordinators. These Sato subordinators are used to build additive inhomogeneous processes by subordination of a…

We consider a driven Brownian particle, subject to both conservative and non-conservative applied forces, whose probability evolves according to the Kramers equation. We derive a general fluctuation relation, expressing the ratio of the…

Based on direct integrals, a framework allowing to integrate a parametrised family of reproducing kernels with respect to some measure on the parameter space is developed. By pointwise integration, one obtains again a reproducing kernel…

We obtain a family of matrix integrals which decompose to a product of Gamma-functions (they have some relations with S.G.Gindikin 'Beta', but generally speaking essentially differ from it). We obtain Plancherel formula for Berezin…

Krein-de Branges spectral theory establishes a correspondence between the class of differential operators called canonical Hamiltonian systems and measures on the real line with finite Poisson integral. We further develop this area by…

We construct a class of one-dimensional diffusion processes on the particles of branching Brownian motion that are symmetric with respect to the limits of random martingale measures. These measures are associated with the extended extremal…

The paradigmatic model of the directed percolation process is studied near its second order phase transition between an absorbing and an active state. The model is first expressed in a form of Langevin equation and later rewritten into a…

This article presents several findings regarding second and third-order differential subordination of the form: $$ p(z)+\gamma_1 zp'(z)+\gamma_2 z^2p''(z)\prec h(z)\implies p(z)\prec e^z $$ and $$ p(z)+\gamma_1 zp'(z)+\gamma_2…

The classical concept of $Q$-functions associated to symmetric and selfadjoint operators due to M.G. Krein and H. Langer is extended in such a way that the Dirichlet-to-Neumann map in the theory of elliptic differential equations can be…

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…

We propose a Langevin equation to describe the quantum Brownian motion of bounded particles based on a distinctive formulation concerning both the fluctuation and dissipation forces. The fluctuation force is similar to that employed in the…

We study the asymptotic behavior of estimators of a two-valued, discontinuous diffusion coefficient in a Stochastic Differential Equation, called an Oscillating Brownian Motion. Using the relation of the latter process with the Skew…

The representation theory of a commutative noetherian ring is tightly controlled by its prime spectrum. In this article we use the prime spectrum to describe mutation of cosilting objects in the derived category of a commutative noetherian…