On the joining of sticky brownian motion
We study the pathwise regularity of the map φ↦I(φ)=∫0T〈φ(Xt), dXt〉, where φ is a vector function on ℝd belonging to some Banach space V, X is a stochastic process and the integral is some version of a stochastic integral defined via regularization. A continuous version of this map, seen as a random element of the topological dual of V will be called stochastic current. We give sufficient conditions for the current to live in some Sobolev space of distributions and we provide elements to conjecture...
We show that, if a certain Sobolev inequality holds, then a scale-invariant elliptic Harnack inequality suffices to imply its a priori stronger parabolic counterpart. Neither the relative Sobolev inequality nor the elliptic Harnack inequality alone suffices to imply the parabolic Harnack inequality in question; both are necessary conditions. As an application, we show the equivalence between parabolic Harnack inequality for on , (i.e., for ) and elliptic Harnack inequality for on .
Let K be a compact, non-polar set in ℝm, m≥3 and let SKi(t)={Bi(s)+y: 0≤s≤t, y∈K} be Wiener sausages associated to independent brownian motions Bi, i=1, 2, 3 starting at 0. The expectation of volume of ⋂i=13SKi(t) with respect to product measure is obtained in terms of the equilibrium measure of K in the limit of large t.