We study supercritical branching Brownian motion on the real line starting at the origin and with constant drift $c$. At the point $xgt;0$, we add an absorbing barrier, i.e. individuals touching the barrier are instantly killed without producing offspring. It is known that there is a critical drift $c_0$, such that this process becomes extinct almost surely if and only if $c\ge c_0$. In this case, if $Z_x$ denotes the number of individuals absorbed at the barrier, we give an asymptotic for $P(Z_x=n)$ as $n$ goes to infinity....

We introduce function spaces $B^{p,\lambda }$ with Morrey-Campanato norms, which unify $B^{p,\lambda }$, $CM{O}^{p,\lambda }$ and Morrey-Campanato spaces, and prove the boundedness of the fractional integral operator $I_{\alpha }$ on these spaces.

We show that the only flow solving the stochastic differential equation (SDE) on $ℝ$ $$\mathrm{d}{X}_t=1_{\{X_{t}gt;0\}}{W}^{+}\left(\mathrm{d}t\right)+1_{\{X_{t}lt;0\}}\mathrm{d}{W}^{-}\left(\mathrm{d}t\right),$$ where $W^{+}$ and $W^{-}$ are two independent white noises, is a coalescing flow we will denote by ${\varphi }^{\pm }$. The flow ${\varphi }^{\pm }$ is a Wiener solution of the SDE. Moreover, $K^{+}=𝖤\left[{\delta }_{{\varphi }^{\pm }}\right|W^{+}]$ is the unique solution (it is also a Wiener solution) of the SDE $$K_{s,t}^{+}f\left(x\right)=f\left(x\right)+{\int }_s^t{K}_{s,u}\left(1_{ℝ}^{+}{f}^{\text{'}}\right)\left(x\right)W^{+}\left(\mathrm{d}u\right)+\frac{1}{2}{\int }_s^t{K}_{s,u}f``\left(x\right)\mathrm{d}u$$ for $slt;t$, $x\in ℝ$ and $f$ a twice continuously differentiable function. A third flow ${\varphi }^{+}$ can be constructed out of the $n$-point motions of $K^{+}$. This flow is coalescing and its $n$-point motion...

Let $X=X\left(t\right),t\in {ℝ}^N$ be a Gaussian random field in ${ℝ}^d$ with stationary increments. For any Borel set $E\subset {ℝ}^N$, we provide sufficient conditions for the image X(E) to be a Salem set or to have interior points by studying the asymptotic properties of the Fourier transform of the occupation measure of X and the continuity of the local times of X on E, respectively. Our results extend and improve the previous theorems of Pitt [24] and Kahane [12,13] for fractional Brownian motion.

Given a two-dimensional fractional multiplicative process ${\left(F_t\right)}_{t\in [0,1]}$ determined by two Hurst exponents $H_1$ and $H_2$, we show that there is an associated uniform Hausdorff dimension result for the images of subsets of $[0,1]$ by $F$ if and only if $H_1=H_2$.

In this paper we give a construction of operators satisfying q-CCR relations for q > 1: $A\left(f\right)A*\left(g\right)-A*\left(g\right)A\left(f\right)=q^N⟨f,g⟩I$ and also q-CAR relations for q < -1: $B\left(f\right)B*\left(g\right)+B*\left(g\right)B\left(f\right)={\left|q\right|}^N⟨f,g⟩I$, where N is the number operator on a suitable Fock space ${ℱ}_q\left(\right)$ acting as Nx₁ ⊗ ⋯ ⊗ xₙ = nx₁ ⊗ ⋯ ⊗xₙ. Some applications to combinatorial problems are also given.

We introduce the generalized fractional integrals $I{̃}_{\alpha ,d}$ and prove the strong and weak boundedness of $I{̃}_{\alpha ,d}$ on the central Morrey spaces $B^{p,\lambda }\left(ℝⁿ\right)$. In order to show the boundedness, the generalized λ-central mean oscillation spaces ${\Lambda }_{p,\lambda }^{\left(d\right)}\left(ℝⁿ\right)$ and the generalized weak λ-central mean oscillation spaces $W{\Lambda }_{p,\lambda }^{\left(d\right)}\left(ℝⁿ\right)$ play an important role.

For α ∈ (1,2) we consider the equation ${\partial }_{t}u={\Delta }^{\alpha /2}u+b·\nabla u$, where b is a time-independent, divergence-free singular vector field of the Morrey class $M{₁}^{1-\alpha }$. We show that if the Morrey norm ${\left|\right|b\left|\right|}_{M{₁}^{1-\alpha }}$ is sufficiently small, then the fundamental solution is globally in time comparable with the density of the isotropic stable process.

The following iterated commutators $T_{\ast ,\Pi b}$ of the maximal operator for multilinear singular integral operators and $I_{\alpha ,\Pi b}$ of the multilinear fractional integral operator are introduced and studied: $T_{\ast ,\Pi b}\left(f⃗\right)\left(x\right)=su{p}_{\delta >0}\left|[b₁,[b₂,\dots {[b_{m-1},[bₘ,T_{\delta }]ₘ]}_{m-1}\cdots ]₂]₁\left(f⃗\right)\left(x\right)\right|$, $I_{\alpha ,\Pi b}\left(f⃗\right)\left(x\right)=[b₁,[b₂,\dots {[b_{m-1},[bₘ,I_{\alpha }]ₘ]}_{m-1}\cdots ]₂]₁\left(f⃗\right)\left(x\right)$, where $T_{\delta }$ are the smooth truncations of the multilinear singular integral operators and $I_{\alpha }$ is the multilinear fractional integral operator, $b_i\in BMO$ for i = 1,…,m and f⃗ = (f1,…,fm). Weighted strong and L(logL) type end-point estimates for the above iterated commutators associated with two classes of multiple...

We consider a double analytic family of fractional integrals $S_z^{\gamma ,\alpha }$ along the curve ${t\mapsto \left|t\right|}^{\alpha }$, introduced for α = 2 by L. Grafakos in 1993 and defined by $\left(S_z^{\gamma ,\alpha }f\right)(x₁,x₂):=1/\Gamma (z+1/2){\int \int |u-1|}^z\psi (u-1){f(x₁-t,x₂-u|t|}^{\alpha }{\left)du\right|t|}^{\gamma }dt/t$, where ψ is a bump function on ℝ supported near the origin, $f{\in }_c^{\infty }\left(ℝ²\right)$, z,γ ∈ ℂ, Re γ ≥ 0, α ∈ ℝ, α ≥ 2. We determine the set of all (1/p,1/q,Re z) such that $S_z^{\gamma ,\alpha }$ maps $L^p\left(ℝ²\right)$ to $L^q\left(ℝ²\right)$ boundedly. Our proof is based on product-type kernel arguments. More precisely, we prove that the kernel $K_{-1+i\theta }^{i\varrho ,\alpha }$ is a product kernel on ℝ², adapted to the curve ${t\mapsto \left|t\right|}^{\alpha }$; as a consequence, we show...

We consider the hexagonal circle packing with radius $1/2$ and perturb it by letting the circles move as independent Brownian motions for time $t$. It is shown that, for large enough $t$, if ${𝛱}_t$ is the point process given by the center of the circles at time $t$, then, as $t\to \infty$, the critical radius for circles centered at ${𝛱}_t$ to contain an infinite component converges to that of continuum percolation (which was shown – based on a Monte Carlo estimate – by Balister, Bollobás and Walters to be strictly...

Let (M,d) be a metric space with a fixed origin O. P. Lévy defined Brownian motion X(a); a ∈ M as 0. X(O) = 0. 1. X(a) - X(b) is subject to the Gaussian law of mean 0 and variance d(a,b). He gave an example for $M=S^m$, the m-dimensional sphere. Let $Y\left(B\right);B\in ℬ\left(S^m\right)$ be the Gaussian random measure on $S^m$, that is, 1. Y(B) is a centered Gaussian system, 2. the variance of Y(B) is equal of μ(B), where μ is the uniform measure on $S^m$, 3. if B₁ ∩ B₂ = ∅ then Y(B₁) is independent of Y(B₂). 4. for $B_i$, i = 1,2,..., $B_i\cap B_j=\varnothing$,...

Given a compact manifold $N^n\subset {ℝ}^{\nu }$ and real numbers $s\ge 1$ and $1\le p\&lt;\infty$, we prove that the class $C^{\infty }({\overline{Q}}^m;N^n)$ of smooth maps on the cube with values into $N^n$ is strongly dense in the fractional Sobolev space $W^{s,p}(Q^m;N^n)$ when $N^n$ is $\lfloor sp\rfloor$ simply connected. For $sp$ integer, we prove weak sequential density of $C^{\infty }({\overline{Q}}^m;N^n)$ when $N^n$ is $sp-1$ simply connected. The proofs are based on the existence of a retraction of ${ℝ}^{\nu }$ onto $N^n$ except for a small subset of $N^n$ and on a pointwise estimate of fractional derivatives of composition of maps in $W^{s,p}\cap W^{1,sp}$.

Let G = (V,E) be a graph. A function g:V → [0,1] is called a global dominating function (GDF) of G, if for every v ∈ V, $g\left(N\left[v\right]\right)={\sum }_{u\in N\left[v\right]}g\left(u\right)\ge 1$ and $g\left(\overline{N\left(v\right)}\right)={\sum }_{u\notin N\left(v\right)}g\left(u\right)\ge 1$. A GDF g of a graph G is called minimal (MGDF) if for all functions f:V → [0,1] such that f ≤ g and f(v) ≠ g(v) for at least one v ∈ V, f is not a GDF. The fractional global domination number ${\gamma }_{fg}\left(G\right)$ is defined as follows: ${\gamma }_{fg}\left(G\right)$ = min|g|:g is an MGDF of G where $\left|g\right|={\sum }_{v\in V}g\left(v\right)$. In this paper we initiate a study of this parameter.

A linear Boltzmann equation is interpreted as the forward equation for the probability density of a Markov process $\left(K\right(t),i(t),Y(t\left)\right)$ on $({𝕋}^2\times \{1,2\}\times {ℝ}^2)$, where ${𝕋}^2$ is the two-dimensional torus. Here $\left(K\right(t),i(t\left)\right)$ is an autonomous reversible jump process, with waiting times between two jumps with finite expectation value but infinite variance. $Y\left(t\right)$ is an additive functional of $K$, defined as ${\int }_0^{t}v\left(K\left(s\right)\right)\mathrm{d}s$, where $\left|v\right|\sim 1$ for small $k$. We prove that the rescaled process ${(NlnN)}^{-1/2}Y\left(Nt\right)$ converges in distribution to a two-dimensional Brownian motion. As a consequence,...

Let $A_{\alpha }f\left(x\right)={\left|B\right(0,\left|x\right|\left)\right|}^{-\alpha /n}{\int }_{B(0,|x\left|\right)}f\left(t\right)dt$ be the n-dimensional fractional Hardy operator, where 0 < α ≤ n. It is well-known that $A_{\alpha }$ is bounded from $L^p$ to $L^{p_{\alpha }}$ with $p_{\alpha }=np/(\alpha p-np+n)$ when n(1-1/p) < α ≤ n. We improve this result within the framework of Banach function spaces, for instance, weighted Lebesgue spaces and Lorentz spaces. We in fact find a ’source’ space $S_{\alpha ,Y}$, which is strictly larger than X, and a ’target’ space $T_Y$, which is strictly smaller than Y, under the assumption that $A_{\alpha }$ is bounded from X into Y and the Hardy-Littlewood...

We collect and extend results on the limit of ${\sigma }^{1-k}{(1-\sigma )}^k{\left|v\right|}_{l+\sigma ,p,\Omega }^p$ as σ → 0⁺ or σ → 1¯, where Ω is ℝⁿ or a smooth bounded domain, k ∈ 0,1, l ∈ ℕ, p ∈ [1,∞), and ${\left|·\right|}_{l+\sigma ,p,\Omega }$ is the intrinsic seminorm of order l+σ in the Sobolev space $W^{l+\sigma ,p}\left(\Omega \right)$. In general, the above limit is equal to $c{\left[v\right]}^p$, where c and [·] are, respectively, a constant and a seminorm that we explicitly provide. The particular case p = 2 for Ω = ℝⁿ is also examined and the results are then proved by using the Fourier transform.

The aim of the paper is two-fold. First, we investigate the ψ-Bessel potential spaces on ${ℝ}_{0+}^{n+1}$ and study some of their properties. Secondly, we consider the fractional powers of an operator of the form $-A_{\pm }=-\psi \left(D_{x^{\text{'}}}\right)\pm \partial /\left(\partial x_{n+1}\right)$, $(x^{\text{'}},x_{n+1})\in {ℝ}_{0+}^{n+1}$, where $\psi \left(D_{x^{\text{'}}}\right)$ is an operator with real continuous negative definite symbol ψ: ℝⁿ → ℝ. We define the domain of the operator $-{(-A_{\pm })}^{\alpha }$ and prove that with this domain it generates an $L_p$-sub-Markovian semigroup.

In this paper we study upper bounds for the density of solution to stochastic differential equations driven by a fractional Brownian motion with Hurst parameter $Hgt;1/3$. We show that under some geometric conditions, in the regular case $Hgt;1/2$, the density of the solution satisfies the log-Sobolev inequality, the Gaussian concentration inequality and admits an upper Gaussian bound. In the rough case $Hgt;1/3$ and under the same geometric conditions, we show that the density of the solution is smooth and...

Let n be a nonnegative integer and let u ∈ (n,n+1]. We say that f is u-times Peano bounded in the approximate (resp. $L^p$, 1 ≤ p ≤ ∞) sense at $x\in {ℝ}^m$ if there are numbers $f_{\alpha }\left(x\right)$, |α| ≤ n, such that $f(x+h)-{\sum }_{\left|\alpha \right|\le n}{f}_{\alpha }\left(x\right)h^{\alpha }/\alpha !$ is $O\left(h^u\right)$ in the approximate (resp. $L^p$) sense as h → 0. Suppose f is u-times Peano bounded in either the approximate or $L^p$ sense at each point of a bounded measurable set E. Then for every ε > 0 there is a perfect set Π ⊂ E and a smooth function g such that the Lebesgue measure of E∖Π is less than ε and...

In this paper, we consider the following boundary value problem $$\left\{\begin{array}{c}{D}_{T^{-}}^{\alpha }\left(D_{0^{+}}^{\alpha }\left(D_{T^{-}}^{\alpha }\left(D_{0^{+}}^{\alpha }u\left(t\right)\right)\right)\right)=f(t,u\left(t\right)),t\in [0,T],\hfill \\ u\left(0\right)=u\left(T\right)=0\hfill \\ D_{T^{-}}^{\alpha }\left(D_{0^{+}}^{\alpha }u\left(0\right)\right)=D_{T^{-}}^{\alpha }\left(D_{0^{+}}^{\alpha }u\left(T\right)\right)=0,\hfill \end{array}\right.$$ where $0<\alpha \le 1$ and $f:[0,T]\times ℝ\to ℝ$ is a continuous function, $D_{0^{+}}^{\alpha }$, $D_{T^{-}}^{\alpha }$ are respectively the left and right fractional Riemann–Liouville derivatives and we prove the existence of at least one solution for this problem.