Harmonic analysis on fractal spaces
Harmonic functions along Brownan balls an the Liouville property for solvable Lie groups.
Heat diffusion on homogeneous trees (Note on a paper by G. Medolla and A. G. Setti)
Medolla e Setti [6] studiano l'andamento della diffusione del calore generata dal Laplaciano discreto su un albero omogeneo e dimostrano che il calore è asintoticamente concentrato in «anelli» che viaggiano verso l'infinito a velocità lineare e la cui larghezza divisa per tende all'infinito, dove è il tempo. Qui si spiega come un risultato più preciso si ottiene come corollario della legge dei grandi numeri e del teorema del limite centrale per la passeggiata aleatoria sull'albero. Inoltre,...
Heat kernel on manifolds with ends
We prove two-sided estimates of heat kernels on non-parabolic Riemannian manifolds with ends, assuming that the heat kernel on each end separately satisfies the Li-Yau estimate.
Hermite and Laguerre polynomials and matrix-valued stochastic.
Hidden symmetries of stochastic models.
Hierarchical equilibria of branching populations.
Hitting distributions of geometric Brownian motion
Let τ be the first hitting time of the point 1 by the geometric Brownian motion X(t) = x exp(B(t) - 2μt) with drift μ ≥ 0 starting from x > 1. Here B(t) is the Brownian motion starting from 0 with EB²(t) = 2t. We provide an integral formula for the density function of the stopped exponential functional and determine its asymptotic behaviour at infinity. Although we basically rely on methods developed in [BGS], the present paper covers the case of arbitrary drifts μ ≥ 0 and provides a significant...
Hitting times and spectral gap inequalities
Hölder norms and the support theorem for diffusions
Homogénéisation pour des processus associés à des frontières perméables
Homogeneous diffusions on the Sierpinski gasket
Homogenization of a semilinear parabolic PDE with locally periodic coefficients: a probabilistic approach
In this paper, a singular semi-linear parabolic PDE with locally periodic coefficients is homogenized. We substantially weaken previous assumptions on the coefficients. In particular, we prove new ergodic theorems. We show that in such a weak setting on the coefficients, the proper statement of the homogenization property concerns viscosity solutions, though we need a bounded Lipschitz terminal condition.
Homogenization of locally stationary diffusions with possibly degenerate diffusion matrix
This paper deals with homogenization of second order divergence form parabolic operators with locally stationary coefficients. Roughly speaking, locally stationary coefficients have two evolution scales: both an almost constant microscopic one and a smoothly varying macroscopic one. The homogenization procedure aims to give a macroscopic approximation that takes into account the microscopic heterogeneities. This paper follows [Probab. Theory Related Fields (2009)] and improves this latter work by...
Homogenization of random walk in asymmetric random environment.
How does a reflected one-dimensional diffusion bounce back?
How long does it take a transient Bessel process to reach its future infimum?
Hypercontractivity for perturbed diffusion semigroups