One-dimensional diffusions and their exit spaces.
Pathwise differentiability for SDEs in a convex polyhedron with oblique reflection
In this paper, the object of study is a Skorohod SDE in a convex polyhedron with oblique reflection at the boundary. We prove that the solution is pathwise differentiable with respect to its deterministic starting point up to the time when two of the faces are hit simultaneously. The resulting derivatives evolve according to an ordinary differential equation, when the process is in the interior of the polyhedron, and they are projected to the tangent space, when the process hits the boundary, while...
Phase transition and Martin boundary
Poisson boundary of triangular matrices in a number field
The aim of this note is to describe the Poisson boundary of the group of invertible triangular matrices with coefficients in a number field. It generalizes to any dimension and to any number field a result of Brofferio concerning the Poisson boundary of random rational affinities.
Potential theory for the α-stable Schrödinger operator on bounded Lipschitz domains
The purpose of the paper is to extend results of the potential theory of the classical Schrödinger operator to the α-stable case. To obtain this we analyze a weak version of the Schrödinger operator based on the fractional Laplacian and we prove the Conditional Gauge Theorem.
Predictable local times and exit systems
Probabilistic Approach to the Neumann Problem for a Symmetric Operator
2000 Mathematics Subject Classification: Primary 60J45, 60J50, 35Cxx; Secondary 31Cxx.We give a probabilistic formula for the solution of a non-homogeneous Neumann problem for a symmetric nondegenerate operator of second order in a bounded domain. We begin with a g-Hölder matrix and a C^1,g domain, g > 0, and then consider extensions. The solutions are expressed as a double layer potential instead of a single layer potential; in particular a new boundary function is discovered and boundary random...
Random walks on co-compact fuchsian groups
It is proved that the Green’s function of a symmetric finite range random walk on a co-compact Fuchsian group decays exponentially in distance at the radius of convergence . It is also shown that Ancona’s inequalities extend to , and therefore that the Martin boundary for -potentials coincides with the natural geometric boundary , and that the Martin kernel is uniformly Hölder continuous. Finally, this implies a local limit theorem for the transition probabilities: in the aperiodic case, .
Rigidity of Furstenberg entropy for semisimple Lie group actions
Semi-groupes et problèmes aux limites
Some applications of quasi-boundedness for excessive measures
Sur l'existence de processus de diffusion
Dans cet article, on considère le problème de l’existence de processus de diffusion satisfaisant aux conditions aux limites introduites par Ventcel’ et on donne des conditions suffisantes, en généralisant des résultats de Bony-Courrège-Priouret au cas où les conditions aux limites sont non-coercives.
Symmetric reflected diffusions
The boundary Harnack principle for the fractional Laplacian
We study nonnegative functions which are harmonic on a Lipschitz domain with respect to symmetric stable processes. We prove that if two such functions vanish continuously outside the domain near a part of its boundary, then their ratio is bounded near this part of the boundary.
The calculus of boundary processes
The Choquet-Deny theorem and distal properties of totally disconnected locally compact groups of polynomial growth.
The entrance boundary of the multiplicative coalescent.
The infinite valley for a recurrent random walk in random environment
We consider a one-dimensional recurrent random walk in random environment (RWRE). We show that the – suitably centered – empirical distributions of the RWRE converge weakly to a certain limit law which describes the stationary distribution of a random walk in an infinite valley. The construction of the infinite valley goes back to Golosov, see Comm. Math. Phys.92 (1984) 491–506. As a consequence, we show weak convergence for both the maximal local time and the self-intersection local time of the...
The Martin Boundary for Harmonic Functions on Groups of Automorphisms of a Homogeneous Tree.
The martingale problem with sticky reflection conditions, and a system of particles interacting at the boundary